Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,711.0 |
5,759.0 |
48.0 |
0.8% |
5,735.0 |
High |
5,827.0 |
5,819.0 |
-8.0 |
-0.1% |
5,847.5 |
Low |
5,711.0 |
5,747.5 |
36.5 |
0.6% |
5,637.5 |
Close |
5,796.5 |
5,776.0 |
-20.5 |
-0.4% |
5,664.0 |
Range |
116.0 |
71.5 |
-44.5 |
-38.4% |
210.0 |
ATR |
114.9 |
111.8 |
-3.1 |
-2.7% |
0.0 |
Volume |
128,700 |
133,913 |
5,213 |
4.1% |
669,887 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,995.3 |
5,957.2 |
5,815.3 |
|
R3 |
5,923.8 |
5,885.7 |
5,795.7 |
|
R2 |
5,852.3 |
5,852.3 |
5,789.1 |
|
R1 |
5,814.2 |
5,814.2 |
5,782.6 |
5,833.3 |
PP |
5,780.8 |
5,780.8 |
5,780.8 |
5,790.4 |
S1 |
5,742.7 |
5,742.7 |
5,769.4 |
5,761.8 |
S2 |
5,709.3 |
5,709.3 |
5,762.9 |
|
S3 |
5,637.8 |
5,671.2 |
5,756.3 |
|
S4 |
5,566.3 |
5,599.7 |
5,736.7 |
|
|
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% |
96.4 |
1.7% |
66% |
False |
False |
135,177 |
10 |
5,847.5 |
5,616.5 |
231.0 |
4.0% |
86.4 |
1.5% |
69% |
False |
False |
136,906 |
20 |
5,847.5 |
5,316.0 |
531.5 |
9.2% |
109.7 |
1.9% |
87% |
False |
False |
156,321 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.5 |
1.9% |
80% |
False |
False |
158,538 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
104.5 |
1.8% |
81% |
False |
False |
130,978 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
103.2 |
1.8% |
84% |
False |
False |
98,469 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
104.3 |
1.8% |
91% |
False |
False |
78,945 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.3 |
1.8% |
91% |
False |
False |
66,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,122.9 |
2.618 |
6,006.2 |
1.618 |
5,934.7 |
1.000 |
5,890.5 |
0.618 |
5,863.2 |
HIGH |
5,819.0 |
0.618 |
5,791.7 |
0.500 |
5,783.3 |
0.382 |
5,774.8 |
LOW |
5,747.5 |
0.618 |
5,703.3 |
1.000 |
5,676.0 |
1.618 |
5,631.8 |
2.618 |
5,560.3 |
4.250 |
5,443.6 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,783.3 |
5,761.4 |
PP |
5,780.8 |
5,746.8 |
S1 |
5,778.4 |
5,732.3 |
|