Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,736.0 |
5,711.0 |
-25.0 |
-0.4% |
5,735.0 |
High |
5,746.5 |
5,827.0 |
80.5 |
1.4% |
5,847.5 |
Low |
5,637.5 |
5,711.0 |
73.5 |
1.3% |
5,637.5 |
Close |
5,664.0 |
5,796.5 |
132.5 |
2.3% |
5,664.0 |
Range |
109.0 |
116.0 |
7.0 |
6.4% |
210.0 |
ATR |
111.2 |
114.9 |
3.7 |
3.3% |
0.0 |
Volume |
142,591 |
128,700 |
-13,891 |
-9.7% |
669,887 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,126.2 |
6,077.3 |
5,860.3 |
|
R3 |
6,010.2 |
5,961.3 |
5,828.4 |
|
R2 |
5,894.2 |
5,894.2 |
5,817.8 |
|
R1 |
5,845.3 |
5,845.3 |
5,807.1 |
5,869.8 |
PP |
5,778.2 |
5,778.2 |
5,778.2 |
5,790.4 |
S1 |
5,729.3 |
5,729.3 |
5,785.9 |
5,753.8 |
S2 |
5,662.2 |
5,662.2 |
5,775.2 |
|
S3 |
5,546.2 |
5,613.3 |
5,764.6 |
|
S4 |
5,430.2 |
5,497.3 |
5,732.7 |
|
|
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 |
3.6% |
92.3 |
1.6% |
76% |
False |
False |
132,294 |
10 |
5,847.5 |
5,597.0 |
250.5 |
4.3% |
84.9 |
1.5% |
80% |
False |
False |
137,171 |
20 |
5,847.5 |
5,316.0 |
531.5 |
9.2% |
110.0 |
1.9% |
90% |
False |
False |
158,901 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.4 |
1.9% |
83% |
False |
False |
158,790 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
104.0 |
1.8% |
84% |
False |
False |
128,753 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
104.1 |
1.8% |
87% |
False |
False |
96,827 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
104.4 |
1.8% |
93% |
False |
False |
77,609 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.4 |
1.8% |
93% |
False |
False |
64,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,320.0 |
2.618 |
6,130.7 |
1.618 |
6,014.7 |
1.000 |
5,943.0 |
0.618 |
5,898.7 |
HIGH |
5,827.0 |
0.618 |
5,782.7 |
0.500 |
5,769.0 |
0.382 |
5,755.3 |
LOW |
5,711.0 |
0.618 |
5,639.3 |
1.000 |
5,595.0 |
1.618 |
5,523.3 |
2.618 |
5,407.3 |
4.250 |
5,218.0 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,787.3 |
5,775.1 |
PP |
5,778.2 |
5,753.7 |
S1 |
5,769.0 |
5,732.3 |
|