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 |
10,304 |
10,422 |
118 |
1.1% |
10,243 |
High |
10,486 |
10,441 |
-45 |
-0.4% |
10,427 |
Low |
10,294 |
10,330 |
36 |
0.3% |
10,233 |
Close |
10,422 |
10,405 |
-17 |
-0.2% |
10,303 |
Range |
192 |
111 |
-81 |
-42.2% |
194 |
ATR |
150 |
147 |
-3 |
-1.9% |
0 |
Volume |
102,314 |
113,135 |
10,821 |
10.6% |
584,735 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,725 |
10,676 |
10,466 |
|
R3 |
10,614 |
10,565 |
10,436 |
|
R2 |
10,503 |
10,503 |
10,425 |
|
R1 |
10,454 |
10,454 |
10,415 |
10,423 |
PP |
10,392 |
10,392 |
10,392 |
10,377 |
S1 |
10,343 |
10,343 |
10,395 |
10,312 |
S2 |
10,281 |
10,281 |
10,385 |
|
S3 |
10,170 |
10,232 |
10,375 |
|
S4 |
10,059 |
10,121 |
10,344 |
|
|
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% |
134 |
1.3% |
68% |
False |
False |
110,540 |
10 |
10,486 |
10,137 |
349 |
3.4% |
128 |
1.2% |
77% |
False |
False |
119,934 |
20 |
10,486 |
9,596 |
890 |
8.6% |
158 |
1.5% |
91% |
False |
False |
152,536 |
40 |
10,486 |
9,336 |
1,150 |
11.1% |
155 |
1.5% |
93% |
False |
False |
150,023 |
60 |
10,486 |
9,186 |
1,300 |
12.5% |
146 |
1.4% |
94% |
False |
False |
129,209 |
80 |
10,486 |
9,033 |
1,453 |
14.0% |
147 |
1.4% |
94% |
False |
False |
96,972 |
100 |
10,486 |
7,961 |
2,525 |
24.3% |
146 |
1.4% |
97% |
False |
False |
77,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,913 |
2.618 |
10,732 |
1.618 |
10,621 |
1.000 |
10,552 |
0.618 |
10,510 |
HIGH |
10,441 |
0.618 |
10,399 |
0.500 |
10,386 |
0.382 |
10,373 |
LOW |
10,330 |
0.618 |
10,262 |
1.000 |
10,219 |
1.618 |
10,151 |
2.618 |
10,040 |
4.250 |
9,858 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,399 |
10,390 |
PP |
10,392 |
10,376 |
S1 |
10,386 |
10,361 |
|