Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,786.25 |
1,785.50 |
-0.75 |
0.0% |
1,763.00 |
High |
1,799.75 |
1,787.25 |
-12.50 |
-0.7% |
1,801.75 |
Low |
1,785.50 |
1,722.25 |
-63.25 |
-3.5% |
1,722.25 |
Close |
1,794.25 |
1,759.25 |
-35.00 |
-2.0% |
1,759.25 |
Range |
14.25 |
65.00 |
50.75 |
356.1% |
79.50 |
ATR |
28.11 |
31.25 |
3.13 |
11.1% |
0.00 |
Volume |
220,400 |
170,098 |
-50,302 |
-22.8% |
877,655 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.25 |
1,920.25 |
1,795.00 |
|
R3 |
1,886.25 |
1,855.25 |
1,777.00 |
|
R2 |
1,821.25 |
1,821.25 |
1,771.25 |
|
R1 |
1,790.25 |
1,790.25 |
1,765.25 |
1,773.25 |
PP |
1,756.25 |
1,756.25 |
1,756.25 |
1,747.75 |
S1 |
1,725.25 |
1,725.25 |
1,753.25 |
1,708.25 |
S2 |
1,691.25 |
1,691.25 |
1,747.25 |
|
S3 |
1,626.25 |
1,660.25 |
1,741.50 |
|
S4 |
1,561.25 |
1,595.25 |
1,723.50 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.50 |
1,959.00 |
1,803.00 |
|
R3 |
1,920.00 |
1,879.50 |
1,781.00 |
|
R2 |
1,840.50 |
1,840.50 |
1,773.75 |
|
R1 |
1,800.00 |
1,800.00 |
1,766.50 |
1,780.50 |
PP |
1,761.00 |
1,761.00 |
1,761.00 |
1,751.50 |
S1 |
1,720.50 |
1,720.50 |
1,752.00 |
1,701.00 |
S2 |
1,681.50 |
1,681.50 |
1,744.75 |
|
S3 |
1,602.00 |
1,641.00 |
1,737.50 |
|
S4 |
1,522.50 |
1,561.50 |
1,715.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.75 |
1,722.25 |
79.50 |
4.5% |
31.25 |
1.8% |
47% |
False |
True |
246,814 |
10 |
1,813.75 |
1,722.25 |
91.50 |
5.2% |
28.75 |
1.6% |
40% |
False |
True |
253,212 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.3% |
30.75 |
1.8% |
67% |
False |
False |
293,064 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.3% |
29.50 |
1.7% |
67% |
False |
False |
303,852 |
60 |
1,813.75 |
1,582.50 |
231.25 |
13.1% |
29.50 |
1.7% |
76% |
False |
False |
276,877 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.5% |
30.00 |
1.7% |
79% |
False |
False |
207,871 |
100 |
1,813.75 |
1,398.50 |
415.25 |
23.6% |
29.25 |
1.7% |
87% |
False |
False |
166,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.50 |
2.618 |
1,957.50 |
1.618 |
1,892.50 |
1.000 |
1,852.25 |
0.618 |
1,827.50 |
HIGH |
1,787.25 |
0.618 |
1,762.50 |
0.500 |
1,754.75 |
0.382 |
1,747.00 |
LOW |
1,722.25 |
0.618 |
1,682.00 |
1.000 |
1,657.25 |
1.618 |
1,617.00 |
2.618 |
1,552.00 |
4.250 |
1,446.00 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,757.75 |
1,761.00 |
PP |
1,756.25 |
1,760.50 |
S1 |
1,754.75 |
1,759.75 |
|