Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,800.0 |
5,736.0 |
-64.0 |
-1.1% |
5,735.0 |
High |
5,800.0 |
5,746.5 |
-53.5 |
-0.9% |
5,847.5 |
Low |
5,690.0 |
5,637.5 |
-52.5 |
-0.9% |
5,637.5 |
Close |
5,713.5 |
5,664.0 |
-49.5 |
-0.9% |
5,664.0 |
Range |
110.0 |
109.0 |
-1.0 |
-0.9% |
210.0 |
ATR |
111.3 |
111.2 |
-0.2 |
-0.1% |
0.0 |
Volume |
151,177 |
142,591 |
-8,586 |
-5.7% |
669,887 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,009.7 |
5,945.8 |
5,724.0 |
|
R3 |
5,900.7 |
5,836.8 |
5,694.0 |
|
R2 |
5,791.7 |
5,791.7 |
5,684.0 |
|
R1 |
5,727.8 |
5,727.8 |
5,674.0 |
5,705.3 |
PP |
5,682.7 |
5,682.7 |
5,682.7 |
5,671.4 |
S1 |
5,618.8 |
5,618.8 |
5,654.0 |
5,596.3 |
S2 |
5,573.7 |
5,573.7 |
5,644.0 |
|
S3 |
5,464.7 |
5,509.8 |
5,634.0 |
|
S4 |
5,355.7 |
5,400.8 |
5,604.1 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,346.3 |
6,215.2 |
5,779.5 |
|
R3 |
6,136.3 |
6,005.2 |
5,721.8 |
|
R2 |
5,926.3 |
5,926.3 |
5,702.5 |
|
R1 |
5,795.2 |
5,795.2 |
5,683.3 |
5,755.8 |
PP |
5,716.3 |
5,716.3 |
5,716.3 |
5,696.6 |
S1 |
5,585.2 |
5,585.2 |
5,644.8 |
5,545.8 |
S2 |
5,506.3 |
5,506.3 |
5,625.5 |
|
S3 |
5,296.3 |
5,375.2 |
5,606.3 |
|
S4 |
5,086.3 |
5,165.2 |
5,548.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,847.5 |
5,637.5 |
210.0 |
3.7% |
86.1 |
1.5% |
13% |
False |
True |
133,977 |
10 |
5,847.5 |
5,528.5 |
319.0 |
5.6% |
86.2 |
1.5% |
42% |
False |
False |
137,273 |
20 |
5,847.5 |
5,316.0 |
531.5 |
9.4% |
113.1 |
2.0% |
65% |
False |
False |
162,313 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
111.6 |
2.0% |
60% |
False |
False |
160,002 |
60 |
5,894.0 |
5,268.5 |
625.5 |
11.0% |
103.4 |
1.8% |
63% |
False |
False |
126,622 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.9% |
103.6 |
1.8% |
68% |
False |
False |
95,225 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
103.8 |
1.8% |
83% |
False |
False |
76,325 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
105.3 |
1.9% |
83% |
False |
False |
63,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,209.8 |
2.618 |
6,031.9 |
1.618 |
5,922.9 |
1.000 |
5,855.5 |
0.618 |
5,813.9 |
HIGH |
5,746.5 |
0.618 |
5,704.9 |
0.500 |
5,692.0 |
0.382 |
5,679.1 |
LOW |
5,637.5 |
0.618 |
5,570.1 |
1.000 |
5,528.5 |
1.618 |
5,461.1 |
2.618 |
5,352.1 |
4.250 |
5,174.3 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,692.0 |
5,742.5 |
PP |
5,682.7 |
5,716.3 |
S1 |
5,673.3 |
5,690.2 |
|