Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,759.0 |
5,830.0 |
71.0 |
1.2% |
5,735.0 |
High |
5,819.0 |
5,836.0 |
17.0 |
0.3% |
5,847.5 |
Low |
5,747.5 |
5,754.5 |
7.0 |
0.1% |
5,637.5 |
Close |
5,776.0 |
5,803.0 |
27.0 |
0.5% |
5,664.0 |
Range |
71.5 |
81.5 |
10.0 |
14.0% |
210.0 |
ATR |
111.8 |
109.6 |
-2.2 |
-1.9% |
0.0 |
Volume |
133,913 |
131,428 |
-2,485 |
-1.9% |
669,887 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,042.3 |
6,004.2 |
5,847.8 |
|
R3 |
5,960.8 |
5,922.7 |
5,825.4 |
|
R2 |
5,879.3 |
5,879.3 |
5,817.9 |
|
R1 |
5,841.2 |
5,841.2 |
5,810.5 |
5,819.5 |
PP |
5,797.8 |
5,797.8 |
5,797.8 |
5,787.0 |
S1 |
5,759.7 |
5,759.7 |
5,795.5 |
5,738.0 |
S2 |
5,716.3 |
5,716.3 |
5,788.1 |
|
S3 |
5,634.8 |
5,678.2 |
5,780.6 |
|
S4 |
5,553.3 |
5,596.7 |
5,758.2 |
|
|
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 |
5,836.0 |
5,637.5 |
198.5 |
3.4% |
97.6 |
1.7% |
83% |
True |
False |
137,561 |
10 |
5,847.5 |
5,616.5 |
231.0 |
4.0% |
88.3 |
1.5% |
81% |
False |
False |
135,493 |
20 |
5,847.5 |
5,316.0 |
531.5 |
9.2% |
105.3 |
1.8% |
92% |
False |
False |
151,866 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
108.4 |
1.9% |
84% |
False |
False |
157,328 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
102.3 |
1.8% |
85% |
False |
False |
133,156 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
103.4 |
1.8% |
88% |
False |
False |
100,109 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
103.8 |
1.8% |
93% |
False |
False |
80,256 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
105.3 |
1.8% |
93% |
False |
False |
67,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,182.4 |
2.618 |
6,049.4 |
1.618 |
5,967.9 |
1.000 |
5,917.5 |
0.618 |
5,886.4 |
HIGH |
5,836.0 |
0.618 |
5,804.9 |
0.500 |
5,795.3 |
0.382 |
5,785.6 |
LOW |
5,754.5 |
0.618 |
5,704.1 |
1.000 |
5,673.0 |
1.618 |
5,622.6 |
2.618 |
5,541.1 |
4.250 |
5,408.1 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,800.4 |
5,793.2 |
PP |
5,797.8 |
5,783.3 |
S1 |
5,795.3 |
5,773.5 |
|