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 |
4,765.0 |
4,710.0 |
-55.0 |
-1.2% |
4,764.0 |
High |
4,780.0 |
4,736.0 |
-44.0 |
-0.9% |
4,820.0 |
Low |
4,693.0 |
4,682.0 |
-11.0 |
-0.2% |
4,682.0 |
Close |
4,703.0 |
4,734.0 |
31.0 |
0.7% |
4,701.0 |
Range |
87.0 |
54.0 |
-33.0 |
-37.9% |
138.0 |
ATR |
67.8 |
66.8 |
-1.0 |
-1.5% |
0.0 |
Volume |
26,237 |
26,352 |
115 |
0.4% |
105,832 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,879.3 |
4,860.7 |
4,763.7 |
|
R3 |
4,825.3 |
4,806.7 |
4,748.9 |
|
R2 |
4,771.3 |
4,771.3 |
4,743.9 |
|
R1 |
4,752.7 |
4,752.7 |
4,739.0 |
4,762.0 |
PP |
4,717.3 |
4,717.3 |
4,717.3 |
4,722.0 |
S1 |
4,698.7 |
4,698.7 |
4,729.1 |
4,708.0 |
S2 |
4,663.3 |
4,663.3 |
4,724.1 |
|
S3 |
4,609.3 |
4,644.7 |
4,719.2 |
|
S4 |
4,555.3 |
4,590.7 |
4,704.3 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,148.3 |
5,062.7 |
4,776.9 |
|
R3 |
5,010.3 |
4,924.7 |
4,739.0 |
|
R2 |
4,872.3 |
4,872.3 |
4,726.3 |
|
R1 |
4,786.7 |
4,786.7 |
4,713.7 |
4,760.5 |
PP |
4,734.3 |
4,734.3 |
4,734.3 |
4,721.3 |
S1 |
4,648.7 |
4,648.7 |
4,688.4 |
4,622.5 |
S2 |
4,596.3 |
4,596.3 |
4,675.7 |
|
S3 |
4,458.3 |
4,510.7 |
4,663.1 |
|
S4 |
4,320.3 |
4,372.7 |
4,625.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,781.0 |
4,682.0 |
99.0 |
2.1% |
54.0 |
1.1% |
53% |
False |
True |
21,257 |
10 |
4,820.0 |
4,682.0 |
138.0 |
2.9% |
52.1 |
1.1% |
38% |
False |
True |
22,655 |
20 |
4,820.0 |
4,501.0 |
319.0 |
6.7% |
52.6 |
1.1% |
73% |
False |
False |
26,649 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.4% |
52.9 |
1.1% |
58% |
False |
False |
25,598 |
60 |
4,900.0 |
4,418.0 |
482.0 |
10.2% |
51.5 |
1.1% |
66% |
False |
False |
24,989 |
80 |
4,900.0 |
4,254.0 |
646.0 |
13.6% |
47.5 |
1.0% |
74% |
False |
False |
18,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,965.5 |
2.618 |
4,877.4 |
1.618 |
4,823.4 |
1.000 |
4,790.0 |
0.618 |
4,769.4 |
HIGH |
4,736.0 |
0.618 |
4,715.4 |
0.500 |
4,709.0 |
0.382 |
4,702.6 |
LOW |
4,682.0 |
0.618 |
4,648.6 |
1.000 |
4,628.0 |
1.618 |
4,594.6 |
2.618 |
4,540.6 |
4.250 |
4,452.5 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4,725.7 |
4,733.0 |
PP |
4,717.3 |
4,732.0 |
S1 |
4,709.0 |
4,731.0 |
|