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 |
5,561.0 |
5,694.0 |
133.0 |
2.4% |
5,711.0 |
High |
5,722.5 |
5,723.5 |
1.0 |
0.0% |
5,836.0 |
Low |
5,509.5 |
5,608.0 |
98.5 |
1.8% |
5,509.5 |
Close |
5,695.0 |
5,636.5 |
-58.5 |
-1.0% |
5,695.0 |
Range |
213.0 |
115.5 |
-97.5 |
-45.8% |
326.5 |
ATR |
122.7 |
122.2 |
-0.5 |
-0.4% |
0.0 |
Volume |
190,927 |
175,487 |
-15,440 |
-8.1% |
584,968 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.5 |
5,935.0 |
5,700.0 |
|
R3 |
5,887.0 |
5,819.5 |
5,668.3 |
|
R2 |
5,771.5 |
5,771.5 |
5,657.7 |
|
R1 |
5,704.0 |
5,704.0 |
5,647.1 |
5,680.0 |
PP |
5,656.0 |
5,656.0 |
5,656.0 |
5,644.0 |
S1 |
5,588.5 |
5,588.5 |
5,625.9 |
5,564.5 |
S2 |
5,540.5 |
5,540.5 |
5,615.3 |
|
S3 |
5,425.0 |
5,473.0 |
5,604.7 |
|
S4 |
5,309.5 |
5,357.5 |
5,573.0 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,659.7 |
6,503.8 |
5,874.6 |
|
R3 |
6,333.2 |
6,177.3 |
5,784.8 |
|
R2 |
6,006.7 |
6,006.7 |
5,754.9 |
|
R1 |
5,850.8 |
5,850.8 |
5,724.9 |
5,765.5 |
PP |
5,680.2 |
5,680.2 |
5,680.2 |
5,637.5 |
S1 |
5,524.3 |
5,524.3 |
5,665.1 |
5,439.0 |
S2 |
5,353.7 |
5,353.7 |
5,635.1 |
|
S3 |
5,027.2 |
5,197.8 |
5,605.2 |
|
S4 |
4,700.7 |
4,871.3 |
5,515.4 |
|
|
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 |
5,509.5 |
326.5 |
5.8% |
119.5 |
2.1% |
39% |
False |
False |
152,091 |
10 |
5,847.5 |
5,509.5 |
338.0 |
6.0% |
102.8 |
1.8% |
38% |
False |
False |
143,034 |
20 |
5,847.5 |
5,316.0 |
531.5 |
9.4% |
103.0 |
1.8% |
60% |
False |
False |
150,875 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.3% |
109.3 |
1.9% |
55% |
False |
False |
156,642 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.3% |
105.3 |
1.9% |
55% |
False |
False |
139,148 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.9% |
105.1 |
1.9% |
65% |
False |
False |
104,674 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
105.8 |
1.9% |
81% |
False |
False |
83,900 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
106.4 |
1.9% |
81% |
False |
False |
70,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,214.4 |
2.618 |
6,025.9 |
1.618 |
5,910.4 |
1.000 |
5,839.0 |
0.618 |
5,794.9 |
HIGH |
5,723.5 |
0.618 |
5,679.4 |
0.500 |
5,665.8 |
0.382 |
5,652.1 |
LOW |
5,608.0 |
0.618 |
5,536.6 |
1.000 |
5,492.5 |
1.618 |
5,421.1 |
2.618 |
5,305.6 |
4.250 |
5,117.1 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,665.8 |
5,672.8 |
PP |
5,656.0 |
5,660.7 |
S1 |
5,646.3 |
5,648.6 |
|