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 |
10,422 |
10,409 |
-13 |
-0.1% |
10,243 |
High |
10,441 |
10,469 |
28 |
0.3% |
10,427 |
Low |
10,330 |
10,398 |
68 |
0.7% |
10,233 |
Close |
10,405 |
10,442 |
37 |
0.4% |
10,303 |
Range |
111 |
71 |
-40 |
-36.0% |
194 |
ATR |
147 |
142 |
-5 |
-3.7% |
0 |
Volume |
113,135 |
124,573 |
11,438 |
10.1% |
584,735 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,649 |
10,617 |
10,481 |
|
R3 |
10,578 |
10,546 |
10,462 |
|
R2 |
10,507 |
10,507 |
10,455 |
|
R1 |
10,475 |
10,475 |
10,449 |
10,491 |
PP |
10,436 |
10,436 |
10,436 |
10,445 |
S1 |
10,404 |
10,404 |
10,436 |
10,420 |
S2 |
10,365 |
10,365 |
10,429 |
|
S3 |
10,294 |
10,333 |
10,423 |
|
S4 |
10,223 |
10,262 |
10,403 |
|
|
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% |
130 |
1.2% |
83% |
False |
False |
113,965 |
10 |
10,486 |
10,137 |
349 |
3.3% |
125 |
1.2% |
87% |
False |
False |
120,051 |
20 |
10,486 |
9,596 |
890 |
8.5% |
153 |
1.5% |
95% |
False |
False |
149,183 |
40 |
10,486 |
9,336 |
1,150 |
11.0% |
152 |
1.5% |
96% |
False |
False |
149,899 |
60 |
10,486 |
9,186 |
1,300 |
12.4% |
142 |
1.4% |
97% |
False |
False |
131,278 |
80 |
10,486 |
9,033 |
1,453 |
13.9% |
147 |
1.4% |
97% |
False |
False |
98,528 |
100 |
10,486 |
7,961 |
2,525 |
24.2% |
144 |
1.4% |
98% |
False |
False |
78,842 |
120 |
10,486 |
7,961 |
2,525 |
24.2% |
142 |
1.4% |
98% |
False |
False |
65,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,771 |
2.618 |
10,655 |
1.618 |
10,584 |
1.000 |
10,540 |
0.618 |
10,513 |
HIGH |
10,469 |
0.618 |
10,442 |
0.500 |
10,434 |
0.382 |
10,425 |
LOW |
10,398 |
0.618 |
10,354 |
1.000 |
10,327 |
1.618 |
10,283 |
2.618 |
10,212 |
4.250 |
10,096 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,439 |
10,425 |
PP |
10,436 |
10,407 |
S1 |
10,434 |
10,390 |
|