Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,404 |
10,326 |
-78 |
-0.7% |
10,243 |
High |
10,412 |
10,332 |
-80 |
-0.8% |
10,427 |
Low |
10,233 |
10,236 |
3 |
0.0% |
10,233 |
Close |
10,327 |
10,303 |
-24 |
-0.2% |
10,303 |
Range |
179 |
96 |
-83 |
-46.4% |
194 |
ATR |
151 |
147 |
-4 |
-2.6% |
0 |
Volume |
96,278 |
133,529 |
37,251 |
38.7% |
584,735 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,578 |
10,537 |
10,356 |
|
R3 |
10,482 |
10,441 |
10,330 |
|
R2 |
10,386 |
10,386 |
10,321 |
|
R1 |
10,345 |
10,345 |
10,312 |
10,318 |
PP |
10,290 |
10,290 |
10,290 |
10,277 |
S1 |
10,249 |
10,249 |
10,294 |
10,222 |
S2 |
10,194 |
10,194 |
10,286 |
|
S3 |
10,098 |
10,153 |
10,277 |
|
S4 |
10,002 |
10,057 |
10,250 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,903 |
10,797 |
10,410 |
|
R3 |
10,709 |
10,603 |
10,356 |
|
R2 |
10,515 |
10,515 |
10,339 |
|
R1 |
10,409 |
10,409 |
10,321 |
10,462 |
PP |
10,321 |
10,321 |
10,321 |
10,348 |
S1 |
10,215 |
10,215 |
10,285 |
10,268 |
S2 |
10,127 |
10,127 |
10,268 |
|
S3 |
9,933 |
10,021 |
10,250 |
|
S4 |
9,739 |
9,827 |
10,196 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,427 |
10,233 |
194 |
1.9% |
122 |
1.2% |
36% |
False |
False |
116,947 |
10 |
10,427 |
9,969 |
458 |
4.4% |
127 |
1.2% |
73% |
False |
False |
125,532 |
20 |
10,427 |
9,596 |
831 |
8.1% |
160 |
1.5% |
85% |
False |
False |
161,123 |
40 |
10,427 |
9,336 |
1,091 |
10.6% |
155 |
1.5% |
89% |
False |
False |
151,225 |
60 |
10,427 |
9,186 |
1,241 |
12.0% |
145 |
1.4% |
90% |
False |
False |
125,634 |
80 |
10,427 |
9,014 |
1,413 |
13.7% |
147 |
1.4% |
91% |
False |
False |
94,285 |
100 |
10,427 |
7,961 |
2,466 |
23.9% |
144 |
1.4% |
95% |
False |
False |
75,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,740 |
2.618 |
10,583 |
1.618 |
10,487 |
1.000 |
10,428 |
0.618 |
10,391 |
HIGH |
10,332 |
0.618 |
10,295 |
0.500 |
10,284 |
0.382 |
10,273 |
LOW |
10,236 |
0.618 |
10,177 |
1.000 |
10,140 |
1.618 |
10,081 |
2.618 |
9,985 |
4.250 |
9,828 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,297 |
10,330 |
PP |
10,290 |
10,321 |
S1 |
10,284 |
10,312 |
|