Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,326 |
10,304 |
-22 |
-0.2% |
10,243 |
High |
10,332 |
10,486 |
154 |
1.5% |
10,427 |
Low |
10,236 |
10,294 |
58 |
0.6% |
10,233 |
Close |
10,303 |
10,422 |
119 |
1.2% |
10,303 |
Range |
96 |
192 |
96 |
100.0% |
194 |
ATR |
147 |
150 |
3 |
2.2% |
0 |
Volume |
133,529 |
102,314 |
-31,215 |
-23.4% |
584,735 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,977 |
10,891 |
10,528 |
|
R3 |
10,785 |
10,699 |
10,475 |
|
R2 |
10,593 |
10,593 |
10,457 |
|
R1 |
10,507 |
10,507 |
10,440 |
10,550 |
PP |
10,401 |
10,401 |
10,401 |
10,422 |
S1 |
10,315 |
10,315 |
10,405 |
10,358 |
S2 |
10,209 |
10,209 |
10,387 |
|
S3 |
10,017 |
10,123 |
10,369 |
|
S4 |
9,825 |
9,931 |
10,317 |
|
|
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 |
10,486 |
10,233 |
253 |
2.4% |
128 |
1.2% |
75% |
True |
False |
114,100 |
10 |
10,486 |
10,137 |
349 |
3.3% |
124 |
1.2% |
82% |
True |
False |
120,585 |
20 |
10,486 |
9,596 |
890 |
8.5% |
158 |
1.5% |
93% |
True |
False |
156,587 |
40 |
10,486 |
9,336 |
1,150 |
11.0% |
155 |
1.5% |
94% |
True |
False |
150,155 |
60 |
10,486 |
9,186 |
1,300 |
12.5% |
146 |
1.4% |
95% |
True |
False |
127,333 |
80 |
10,486 |
9,033 |
1,453 |
13.9% |
148 |
1.4% |
96% |
True |
False |
95,561 |
100 |
10,486 |
7,961 |
2,525 |
24.2% |
146 |
1.4% |
97% |
True |
False |
76,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,302 |
2.618 |
10,989 |
1.618 |
10,797 |
1.000 |
10,678 |
0.618 |
10,605 |
HIGH |
10,486 |
0.618 |
10,413 |
0.500 |
10,390 |
0.382 |
10,367 |
LOW |
10,294 |
0.618 |
10,175 |
1.000 |
10,102 |
1.618 |
9,983 |
2.618 |
9,791 |
4.250 |
9,478 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,411 |
10,401 |
PP |
10,401 |
10,380 |
S1 |
10,390 |
10,360 |
|