Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,104.00 |
1,091.50 |
-12.50 |
-1.1% |
1,089.75 |
High |
1,105.00 |
1,098.00 |
-7.00 |
-0.6% |
1,111.50 |
Low |
1,067.00 |
1,084.50 |
17.50 |
1.6% |
1,067.00 |
Close |
1,089.50 |
1,094.75 |
5.25 |
0.5% |
1,089.50 |
Range |
38.00 |
13.50 |
-24.50 |
-64.5% |
44.50 |
ATR |
18.69 |
18.32 |
-0.37 |
-2.0% |
0.00 |
Volume |
1,078,340 |
1,704,981 |
626,641 |
58.1% |
5,659,304 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.00 |
1,127.25 |
1,102.25 |
|
R3 |
1,119.50 |
1,113.75 |
1,098.50 |
|
R2 |
1,106.00 |
1,106.00 |
1,097.25 |
|
R1 |
1,100.25 |
1,100.25 |
1,096.00 |
1,103.00 |
PP |
1,092.50 |
1,092.50 |
1,092.50 |
1,093.75 |
S1 |
1,086.75 |
1,086.75 |
1,093.50 |
1,089.50 |
S2 |
1,079.00 |
1,079.00 |
1,092.25 |
|
S3 |
1,065.50 |
1,073.25 |
1,091.00 |
|
S4 |
1,052.00 |
1,059.75 |
1,087.25 |
|
|
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% |
19.00 |
1.7% |
62% |
False |
False |
1,472,857 |
10 |
1,112.25 |
1,067.00 |
45.25 |
4.1% |
17.00 |
1.6% |
61% |
False |
False |
1,587,878 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.9% |
17.50 |
1.6% |
80% |
False |
False |
1,910,582 |
40 |
1,112.25 |
1,019.50 |
92.75 |
8.5% |
18.25 |
1.7% |
81% |
False |
False |
1,958,859 |
60 |
1,112.25 |
995.50 |
116.75 |
10.7% |
17.75 |
1.6% |
85% |
False |
False |
1,862,906 |
80 |
1,112.25 |
971.25 |
141.00 |
12.9% |
18.00 |
1.6% |
88% |
False |
False |
1,399,576 |
100 |
1,112.25 |
861.50 |
250.75 |
22.9% |
17.75 |
1.6% |
93% |
False |
False |
1,120,050 |
120 |
1,112.25 |
861.25 |
251.00 |
22.9% |
17.50 |
1.6% |
93% |
False |
False |
933,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.50 |
2.618 |
1,133.25 |
1.618 |
1,119.75 |
1.000 |
1,111.50 |
0.618 |
1,106.25 |
HIGH |
1,098.00 |
0.618 |
1,092.75 |
0.500 |
1,091.25 |
0.382 |
1,089.75 |
LOW |
1,084.50 |
0.618 |
1,076.25 |
1.000 |
1,071.00 |
1.618 |
1,062.75 |
2.618 |
1,049.25 |
4.250 |
1,027.00 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,093.50 |
1,093.00 |
PP |
1,092.50 |
1,091.00 |
S1 |
1,091.25 |
1,089.00 |
|