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 |
1,763.00 |
1,790.25 |
27.25 |
1.5% |
1,789.50 |
High |
1,801.75 |
1,793.75 |
-8.00 |
-0.4% |
1,813.75 |
Low |
1,762.25 |
1,775.75 |
13.50 |
0.8% |
1,755.00 |
Close |
1,791.25 |
1,786.50 |
-4.75 |
-0.3% |
1,763.50 |
Range |
39.50 |
18.00 |
-21.50 |
-54.4% |
58.75 |
ATR |
30.04 |
29.18 |
-0.86 |
-2.9% |
0.00 |
Volume |
225,734 |
261,423 |
35,689 |
15.8% |
1,375,143 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.25 |
1,831.00 |
1,796.50 |
|
R3 |
1,821.25 |
1,813.00 |
1,791.50 |
|
R2 |
1,803.25 |
1,803.25 |
1,789.75 |
|
R1 |
1,795.00 |
1,795.00 |
1,788.25 |
1,790.00 |
PP |
1,785.25 |
1,785.25 |
1,785.25 |
1,783.00 |
S1 |
1,777.00 |
1,777.00 |
1,784.75 |
1,772.00 |
S2 |
1,767.25 |
1,767.25 |
1,783.25 |
|
S3 |
1,749.25 |
1,759.00 |
1,781.50 |
|
S4 |
1,731.25 |
1,741.00 |
1,776.50 |
|
|
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% |
28.75 |
1.6% |
54% |
False |
False |
262,854 |
10 |
1,813.75 |
1,755.00 |
58.75 |
3.3% |
25.50 |
1.4% |
54% |
False |
False |
268,582 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.2% |
31.00 |
1.7% |
83% |
False |
False |
317,727 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.2% |
30.25 |
1.7% |
83% |
False |
False |
311,705 |
60 |
1,813.75 |
1,582.50 |
231.25 |
12.9% |
29.50 |
1.6% |
88% |
False |
False |
270,421 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.2% |
29.75 |
1.7% |
89% |
False |
False |
203,000 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.6% |
29.00 |
1.6% |
94% |
False |
False |
162,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,870.25 |
2.618 |
1,840.75 |
1.618 |
1,822.75 |
1.000 |
1,811.75 |
0.618 |
1,804.75 |
HIGH |
1,793.75 |
0.618 |
1,786.75 |
0.500 |
1,784.75 |
0.382 |
1,782.75 |
LOW |
1,775.75 |
0.618 |
1,764.75 |
1.000 |
1,757.75 |
1.618 |
1,746.75 |
2.618 |
1,728.75 |
4.250 |
1,699.25 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,786.00 |
1,783.75 |
PP |
1,785.25 |
1,781.00 |
S1 |
1,784.75 |
1,778.50 |
|