Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,103.50 |
1,103.25 |
-0.25 |
0.0% |
1,092.00 |
High |
1,107.00 |
1,111.25 |
4.25 |
0.4% |
1,112.25 |
Low |
1,095.00 |
1,102.25 |
7.25 |
0.7% |
1,083.50 |
Close |
1,103.00 |
1,109.00 |
6.00 |
0.5% |
1,090.00 |
Range |
12.00 |
9.00 |
-3.00 |
-25.0% |
28.75 |
ATR |
17.51 |
16.90 |
-0.61 |
-3.5% |
0.00 |
Volume |
1,545,064 |
1,584,089 |
39,025 |
2.5% |
8,514,500 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.50 |
1,130.75 |
1,114.00 |
|
R3 |
1,125.50 |
1,121.75 |
1,111.50 |
|
R2 |
1,116.50 |
1,116.50 |
1,110.75 |
|
R1 |
1,112.75 |
1,112.75 |
1,109.75 |
1,114.50 |
PP |
1,107.50 |
1,107.50 |
1,107.50 |
1,108.50 |
S1 |
1,103.75 |
1,103.75 |
1,108.25 |
1,105.50 |
S2 |
1,098.50 |
1,098.50 |
1,107.25 |
|
S3 |
1,089.50 |
1,094.75 |
1,106.50 |
|
S4 |
1,080.50 |
1,085.75 |
1,104.00 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.50 |
1,164.50 |
1,105.75 |
|
R3 |
1,152.75 |
1,135.75 |
1,098.00 |
|
R2 |
1,124.00 |
1,124.00 |
1,095.25 |
|
R1 |
1,107.00 |
1,107.00 |
1,092.75 |
1,101.00 |
PP |
1,095.25 |
1,095.25 |
1,095.25 |
1,092.25 |
S1 |
1,078.25 |
1,078.25 |
1,087.25 |
1,072.50 |
S2 |
1,066.50 |
1,066.50 |
1,084.75 |
|
S3 |
1,037.75 |
1,049.50 |
1,082.00 |
|
S4 |
1,009.00 |
1,020.75 |
1,074.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,111.50 |
1,083.50 |
28.00 |
2.5% |
15.50 |
1.4% |
91% |
False |
False |
1,621,604 |
10 |
1,112.25 |
1,082.50 |
29.75 |
2.7% |
15.00 |
1.4% |
89% |
False |
False |
1,691,635 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.8% |
18.00 |
1.6% |
96% |
False |
False |
2,028,488 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.0% |
18.00 |
1.6% |
97% |
False |
False |
2,029,625 |
60 |
1,112.25 |
986.50 |
125.75 |
11.3% |
17.25 |
1.6% |
97% |
False |
False |
1,817,853 |
80 |
1,112.25 |
971.25 |
141.00 |
12.7% |
17.75 |
1.6% |
98% |
False |
False |
1,364,834 |
100 |
1,112.25 |
861.25 |
251.00 |
22.6% |
17.50 |
1.6% |
99% |
False |
False |
1,092,259 |
120 |
1,112.25 |
861.25 |
251.00 |
22.6% |
17.50 |
1.6% |
99% |
False |
False |
910,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,149.50 |
2.618 |
1,134.75 |
1.618 |
1,125.75 |
1.000 |
1,120.25 |
0.618 |
1,116.75 |
HIGH |
1,111.25 |
0.618 |
1,107.75 |
0.500 |
1,106.75 |
0.382 |
1,105.75 |
LOW |
1,102.25 |
0.618 |
1,096.75 |
1.000 |
1,093.25 |
1.618 |
1,087.75 |
2.618 |
1,078.75 |
4.250 |
1,064.00 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,108.25 |
1,106.00 |
PP |
1,107.50 |
1,103.25 |
S1 |
1,106.75 |
1,100.25 |
|