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 |
1,800.50 |
1,770.50 |
-30.00 |
-1.7% |
1,789.50 |
High |
1,802.00 |
1,774.00 |
-28.00 |
-1.6% |
1,813.75 |
Low |
1,759.75 |
1,755.00 |
-4.75 |
-0.3% |
1,755.00 |
Close |
1,770.25 |
1,763.50 |
-6.75 |
-0.4% |
1,763.50 |
Range |
42.25 |
19.00 |
-23.25 |
-55.0% |
58.75 |
ATR |
30.11 |
29.31 |
-0.79 |
-2.6% |
0.00 |
Volume |
256,352 |
356,418 |
100,066 |
39.0% |
1,375,143 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.25 |
1,811.25 |
1,774.00 |
|
R3 |
1,802.25 |
1,792.25 |
1,768.75 |
|
R2 |
1,783.25 |
1,783.25 |
1,767.00 |
|
R1 |
1,773.25 |
1,773.25 |
1,765.25 |
1,768.75 |
PP |
1,764.25 |
1,764.25 |
1,764.25 |
1,762.00 |
S1 |
1,754.25 |
1,754.25 |
1,761.75 |
1,749.75 |
S2 |
1,745.25 |
1,745.25 |
1,760.00 |
|
S3 |
1,726.25 |
1,735.25 |
1,758.25 |
|
S4 |
1,707.25 |
1,716.25 |
1,753.00 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.75 |
1,917.25 |
1,795.75 |
|
R3 |
1,895.00 |
1,858.50 |
1,779.75 |
|
R2 |
1,836.25 |
1,836.25 |
1,774.25 |
|
R1 |
1,799.75 |
1,799.75 |
1,769.00 |
1,788.50 |
PP |
1,777.50 |
1,777.50 |
1,777.50 |
1,771.75 |
S1 |
1,741.00 |
1,741.00 |
1,758.00 |
1,730.00 |
S2 |
1,718.75 |
1,718.75 |
1,752.75 |
|
S3 |
1,660.00 |
1,682.25 |
1,747.25 |
|
S4 |
1,601.25 |
1,623.50 |
1,731.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,813.75 |
1,755.00 |
58.75 |
3.3% |
25.75 |
1.5% |
14% |
False |
True |
275,028 |
10 |
1,813.75 |
1,727.50 |
86.25 |
4.9% |
25.50 |
1.4% |
42% |
False |
False |
276,845 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.3% |
32.00 |
1.8% |
69% |
False |
False |
330,956 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.3% |
30.50 |
1.7% |
69% |
False |
False |
313,561 |
60 |
1,813.75 |
1,582.50 |
231.25 |
13.1% |
29.50 |
1.7% |
78% |
False |
False |
262,347 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.4% |
29.50 |
1.7% |
80% |
False |
False |
196,934 |
100 |
1,813.75 |
1,391.25 |
422.50 |
24.0% |
28.75 |
1.6% |
88% |
False |
False |
157,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.75 |
2.618 |
1,823.75 |
1.618 |
1,804.75 |
1.000 |
1,793.00 |
0.618 |
1,785.75 |
HIGH |
1,774.00 |
0.618 |
1,766.75 |
0.500 |
1,764.50 |
0.382 |
1,762.25 |
LOW |
1,755.00 |
0.618 |
1,743.25 |
1.000 |
1,736.00 |
1.618 |
1,724.25 |
2.618 |
1,705.25 |
4.250 |
1,674.25 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,764.50 |
1,784.00 |
PP |
1,764.25 |
1,777.25 |
S1 |
1,763.75 |
1,770.50 |
|