Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,103.25 |
1,104.00 |
0.75 |
0.1% |
1,089.75 |
High |
1,111.25 |
1,105.00 |
-6.25 |
-0.6% |
1,111.50 |
Low |
1,102.25 |
1,067.00 |
-35.25 |
-3.2% |
1,067.00 |
Close |
1,109.00 |
1,089.50 |
-19.50 |
-1.8% |
1,089.50 |
Range |
9.00 |
38.00 |
29.00 |
322.2% |
44.50 |
ATR |
16.90 |
18.69 |
1.79 |
10.6% |
0.00 |
Volume |
1,584,089 |
1,078,340 |
-505,749 |
-31.9% |
5,659,304 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.25 |
1,183.25 |
1,110.50 |
|
R3 |
1,163.25 |
1,145.25 |
1,100.00 |
|
R2 |
1,125.25 |
1,125.25 |
1,096.50 |
|
R1 |
1,107.25 |
1,107.25 |
1,093.00 |
1,097.25 |
PP |
1,087.25 |
1,087.25 |
1,087.25 |
1,082.00 |
S1 |
1,069.25 |
1,069.25 |
1,086.00 |
1,059.25 |
S2 |
1,049.25 |
1,049.25 |
1,082.50 |
|
S3 |
1,011.25 |
1,031.25 |
1,079.00 |
|
S4 |
973.25 |
993.25 |
1,068.50 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.75 |
1,200.75 |
1,114.00 |
|
R3 |
1,178.25 |
1,156.25 |
1,101.75 |
|
R2 |
1,133.75 |
1,133.75 |
1,097.75 |
|
R1 |
1,111.75 |
1,111.75 |
1,093.50 |
1,100.50 |
PP |
1,089.25 |
1,089.25 |
1,089.25 |
1,083.75 |
S1 |
1,067.25 |
1,067.25 |
1,085.50 |
1,056.00 |
S2 |
1,044.75 |
1,044.75 |
1,081.25 |
|
S3 |
1,000.25 |
1,022.75 |
1,077.25 |
|
S4 |
955.75 |
978.25 |
1,065.00 |
|
|
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 |
1,067.00 |
44.50 |
4.1% |
18.50 |
1.7% |
51% |
False |
True |
1,541,272 |
10 |
1,112.25 |
1,067.00 |
45.25 |
4.2% |
17.00 |
1.6% |
50% |
False |
True |
1,619,399 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.9% |
18.50 |
1.7% |
74% |
False |
False |
1,940,251 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.2% |
18.25 |
1.7% |
77% |
False |
False |
1,985,261 |
60 |
1,112.25 |
987.00 |
125.25 |
11.5% |
17.75 |
1.6% |
82% |
False |
False |
1,835,116 |
80 |
1,112.25 |
971.25 |
141.00 |
12.9% |
18.00 |
1.7% |
84% |
False |
False |
1,378,286 |
100 |
1,112.25 |
861.50 |
250.75 |
23.0% |
17.75 |
1.6% |
91% |
False |
False |
1,103,019 |
120 |
1,112.25 |
861.25 |
251.00 |
23.0% |
17.50 |
1.6% |
91% |
False |
False |
919,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.50 |
2.618 |
1,204.50 |
1.618 |
1,166.50 |
1.000 |
1,143.00 |
0.618 |
1,128.50 |
HIGH |
1,105.00 |
0.618 |
1,090.50 |
0.500 |
1,086.00 |
0.382 |
1,081.50 |
LOW |
1,067.00 |
0.618 |
1,043.50 |
1.000 |
1,029.00 |
1.618 |
1,005.50 |
2.618 |
967.50 |
4.250 |
905.50 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,088.25 |
1,089.50 |
PP |
1,087.25 |
1,089.25 |
S1 |
1,086.00 |
1,089.00 |
|