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 |
1,770.50 |
1,763.00 |
-7.50 |
-0.4% |
1,789.50 |
High |
1,774.00 |
1,801.75 |
27.75 |
1.6% |
1,813.75 |
Low |
1,755.00 |
1,762.25 |
7.25 |
0.4% |
1,755.00 |
Close |
1,763.50 |
1,791.25 |
27.75 |
1.6% |
1,763.50 |
Range |
19.00 |
39.50 |
20.50 |
107.9% |
58.75 |
ATR |
29.31 |
30.04 |
0.73 |
2.5% |
0.00 |
Volume |
356,418 |
225,734 |
-130,684 |
-36.7% |
1,375,143 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.50 |
1,887.00 |
1,813.00 |
|
R3 |
1,864.00 |
1,847.50 |
1,802.00 |
|
R2 |
1,824.50 |
1,824.50 |
1,798.50 |
|
R1 |
1,808.00 |
1,808.00 |
1,794.75 |
1,816.25 |
PP |
1,785.00 |
1,785.00 |
1,785.00 |
1,789.25 |
S1 |
1,768.50 |
1,768.50 |
1,787.75 |
1,776.75 |
S2 |
1,745.50 |
1,745.50 |
1,784.00 |
|
S3 |
1,706.00 |
1,729.00 |
1,780.50 |
|
S4 |
1,666.50 |
1,689.50 |
1,769.50 |
|
|
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 |
1,813.25 |
1,755.00 |
58.25 |
3.3% |
28.25 |
1.6% |
62% |
False |
False |
269,478 |
10 |
1,813.75 |
1,755.00 |
58.75 |
3.3% |
25.50 |
1.4% |
62% |
False |
False |
270,109 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.1% |
32.00 |
1.8% |
86% |
False |
False |
324,314 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.2% |
30.50 |
1.7% |
86% |
False |
False |
311,451 |
60 |
1,813.75 |
1,582.50 |
231.25 |
12.9% |
29.50 |
1.7% |
90% |
False |
False |
266,082 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.2% |
29.75 |
1.7% |
91% |
False |
False |
199,733 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.6% |
29.00 |
1.6% |
95% |
False |
False |
159,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.50 |
2.618 |
1,905.25 |
1.618 |
1,865.75 |
1.000 |
1,841.25 |
0.618 |
1,826.25 |
HIGH |
1,801.75 |
0.618 |
1,786.75 |
0.500 |
1,782.00 |
0.382 |
1,777.25 |
LOW |
1,762.25 |
0.618 |
1,737.75 |
1.000 |
1,722.75 |
1.618 |
1,698.25 |
2.618 |
1,658.75 |
4.250 |
1,594.50 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,788.25 |
1,787.00 |
PP |
1,785.00 |
1,782.75 |
S1 |
1,782.00 |
1,778.50 |
|