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 |
5,294.5 |
5,312.5 |
18.0 |
0.3% |
5,319.5 |
High |
5,380.0 |
5,376.5 |
-3.5 |
-0.1% |
5,386.0 |
Low |
5,294.5 |
5,305.0 |
10.5 |
0.2% |
5,221.0 |
Close |
5,351.0 |
5,328.5 |
-22.5 |
-0.4% |
5,257.5 |
Range |
85.5 |
71.5 |
-14.0 |
-16.4% |
165.0 |
ATR |
87.5 |
86.3 |
-1.1 |
-1.3% |
0.0 |
Volume |
100,116 |
74,424 |
-25,692 |
-25.7% |
423,676 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,551.0 |
5,511.5 |
5,368.0 |
|
R3 |
5,479.5 |
5,440.0 |
5,348.0 |
|
R2 |
5,408.0 |
5,408.0 |
5,341.5 |
|
R1 |
5,368.5 |
5,368.5 |
5,335.0 |
5,388.0 |
PP |
5,336.5 |
5,336.5 |
5,336.5 |
5,346.5 |
S1 |
5,297.0 |
5,297.0 |
5,322.0 |
5,317.0 |
S2 |
5,265.0 |
5,265.0 |
5,315.5 |
|
S3 |
5,193.5 |
5,225.5 |
5,309.0 |
|
S4 |
5,122.0 |
5,154.0 |
5,289.0 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,783.0 |
5,685.5 |
5,348.0 |
|
R3 |
5,618.0 |
5,520.5 |
5,303.0 |
|
R2 |
5,453.0 |
5,453.0 |
5,288.0 |
|
R1 |
5,355.5 |
5,355.5 |
5,272.5 |
5,322.0 |
PP |
5,288.0 |
5,288.0 |
5,288.0 |
5,271.5 |
S1 |
5,190.5 |
5,190.5 |
5,242.5 |
5,157.0 |
S2 |
5,123.0 |
5,123.0 |
5,227.0 |
|
S3 |
4,958.0 |
5,025.5 |
5,212.0 |
|
S4 |
4,793.0 |
4,860.5 |
5,167.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,380.0 |
5,221.0 |
159.0 |
3.0% |
76.0 |
1.4% |
68% |
False |
False |
87,497 |
10 |
5,386.0 |
5,221.0 |
165.0 |
3.1% |
65.5 |
1.2% |
65% |
False |
False |
87,320 |
20 |
5,386.0 |
4,954.5 |
431.5 |
8.1% |
84.0 |
1.6% |
87% |
False |
False |
99,624 |
40 |
5,386.0 |
4,922.5 |
463.5 |
8.7% |
83.0 |
1.6% |
88% |
False |
False |
104,841 |
60 |
5,386.0 |
4,742.5 |
643.5 |
12.1% |
79.0 |
1.5% |
91% |
False |
False |
94,987 |
80 |
5,386.0 |
4,555.0 |
831.0 |
15.6% |
74.0 |
1.4% |
93% |
False |
False |
71,400 |
100 |
5,386.0 |
4,041.0 |
1,345.0 |
25.2% |
69.5 |
1.3% |
96% |
False |
False |
57,150 |
120 |
5,386.0 |
4,041.0 |
1,345.0 |
25.2% |
68.0 |
1.3% |
96% |
False |
False |
47,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,680.5 |
2.618 |
5,563.5 |
1.618 |
5,492.0 |
1.000 |
5,448.0 |
0.618 |
5,420.5 |
HIGH |
5,376.5 |
0.618 |
5,349.0 |
0.500 |
5,341.0 |
0.382 |
5,332.5 |
LOW |
5,305.0 |
0.618 |
5,261.0 |
1.000 |
5,233.5 |
1.618 |
5,189.5 |
2.618 |
5,118.0 |
4.250 |
5,001.0 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,341.0 |
5,319.0 |
PP |
5,336.5 |
5,310.0 |
S1 |
5,332.5 |
5,300.5 |
|