Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,785.50 |
1,763.00 |
-22.50 |
-1.3% |
1,763.00 |
High |
1,787.25 |
1,775.00 |
-12.25 |
-0.7% |
1,801.75 |
Low |
1,722.25 |
1,750.25 |
28.00 |
1.6% |
1,722.25 |
Close |
1,759.25 |
1,767.50 |
8.25 |
0.5% |
1,759.25 |
Range |
65.00 |
24.75 |
-40.25 |
-61.9% |
79.50 |
ATR |
31.25 |
30.79 |
-0.46 |
-1.5% |
0.00 |
Volume |
170,098 |
256,663 |
86,565 |
50.9% |
877,655 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.50 |
1,827.75 |
1,781.00 |
|
R3 |
1,813.75 |
1,803.00 |
1,774.25 |
|
R2 |
1,789.00 |
1,789.00 |
1,772.00 |
|
R1 |
1,778.25 |
1,778.25 |
1,769.75 |
1,783.50 |
PP |
1,764.25 |
1,764.25 |
1,764.25 |
1,767.00 |
S1 |
1,753.50 |
1,753.50 |
1,765.25 |
1,759.00 |
S2 |
1,739.50 |
1,739.50 |
1,763.00 |
|
S3 |
1,714.75 |
1,728.75 |
1,760.75 |
|
S4 |
1,690.00 |
1,704.00 |
1,754.00 |
|
|
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% |
32.25 |
1.8% |
57% |
False |
False |
226,863 |
10 |
1,813.75 |
1,722.25 |
91.50 |
5.2% |
29.00 |
1.6% |
49% |
False |
False |
250,946 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.3% |
29.50 |
1.7% |
72% |
False |
False |
290,998 |
40 |
1,813.75 |
1,650.25 |
163.50 |
9.3% |
29.50 |
1.7% |
72% |
False |
False |
300,129 |
60 |
1,813.75 |
1,599.25 |
214.50 |
12.1% |
29.50 |
1.7% |
78% |
False |
False |
281,146 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.4% |
30.00 |
1.7% |
82% |
False |
False |
211,079 |
100 |
1,813.75 |
1,398.50 |
415.25 |
23.5% |
29.25 |
1.7% |
89% |
False |
False |
168,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.25 |
2.618 |
1,839.75 |
1.618 |
1,815.00 |
1.000 |
1,799.75 |
0.618 |
1,790.25 |
HIGH |
1,775.00 |
0.618 |
1,765.50 |
0.500 |
1,762.50 |
0.382 |
1,759.75 |
LOW |
1,750.25 |
0.618 |
1,735.00 |
1.000 |
1,725.50 |
1.618 |
1,710.25 |
2.618 |
1,685.50 |
4.250 |
1,645.00 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,766.00 |
1,765.25 |
PP |
1,764.25 |
1,763.25 |
S1 |
1,762.50 |
1,761.00 |
|