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 |
1,790.25 |
1,786.25 |
-4.00 |
-0.2% |
1,789.50 |
High |
1,793.75 |
1,799.75 |
6.00 |
0.3% |
1,813.75 |
Low |
1,775.75 |
1,785.50 |
9.75 |
0.5% |
1,755.00 |
Close |
1,786.50 |
1,794.25 |
7.75 |
0.4% |
1,763.50 |
Range |
18.00 |
14.25 |
-3.75 |
-20.8% |
58.75 |
ATR |
29.18 |
28.11 |
-1.07 |
-3.7% |
0.00 |
Volume |
261,423 |
220,400 |
-41,023 |
-15.7% |
1,375,143 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.00 |
1,829.25 |
1,802.00 |
|
R3 |
1,821.75 |
1,815.00 |
1,798.25 |
|
R2 |
1,807.50 |
1,807.50 |
1,796.75 |
|
R1 |
1,800.75 |
1,800.75 |
1,795.50 |
1,804.00 |
PP |
1,793.25 |
1,793.25 |
1,793.25 |
1,794.75 |
S1 |
1,786.50 |
1,786.50 |
1,793.00 |
1,790.00 |
S2 |
1,779.00 |
1,779.00 |
1,791.75 |
|
S3 |
1,764.75 |
1,772.25 |
1,790.25 |
|
S4 |
1,750.50 |
1,758.00 |
1,786.50 |
|
|
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 |
1,802.00 |
1,755.00 |
47.00 |
2.6% |
26.50 |
1.5% |
84% |
False |
False |
264,065 |
10 |
1,813.75 |
1,755.00 |
58.75 |
3.3% |
24.75 |
1.4% |
67% |
False |
False |
265,026 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.1% |
29.50 |
1.6% |
88% |
False |
False |
306,624 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.1% |
29.50 |
1.6% |
88% |
False |
False |
310,299 |
60 |
1,813.75 |
1,582.50 |
231.25 |
12.9% |
28.75 |
1.6% |
92% |
False |
False |
274,086 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.2% |
29.50 |
1.7% |
92% |
False |
False |
205,748 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.5% |
28.75 |
1.6% |
95% |
False |
False |
164,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,860.25 |
2.618 |
1,837.00 |
1.618 |
1,822.75 |
1.000 |
1,814.00 |
0.618 |
1,808.50 |
HIGH |
1,799.75 |
0.618 |
1,794.25 |
0.500 |
1,792.50 |
0.382 |
1,791.00 |
LOW |
1,785.50 |
0.618 |
1,776.75 |
1.000 |
1,771.25 |
1.618 |
1,762.50 |
2.618 |
1,748.25 |
4.250 |
1,725.00 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,793.75 |
1,790.25 |
PP |
1,793.25 |
1,786.00 |
S1 |
1,792.50 |
1,782.00 |
|