Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,409 |
10,402 |
-7 |
-0.1% |
10,304 |
High |
10,469 |
10,410 |
-59 |
-0.6% |
10,486 |
Low |
10,398 |
10,116 |
-282 |
-2.7% |
10,116 |
Close |
10,442 |
10,292 |
-150 |
-1.4% |
10,292 |
Range |
71 |
294 |
223 |
314.1% |
370 |
ATR |
142 |
155 |
13 |
9.3% |
0 |
Volume |
124,573 |
90,612 |
-33,961 |
-27.3% |
430,634 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,155 |
11,017 |
10,454 |
|
R3 |
10,861 |
10,723 |
10,373 |
|
R2 |
10,567 |
10,567 |
10,346 |
|
R1 |
10,429 |
10,429 |
10,319 |
10,351 |
PP |
10,273 |
10,273 |
10,273 |
10,234 |
S1 |
10,135 |
10,135 |
10,265 |
10,057 |
S2 |
9,979 |
9,979 |
10,238 |
|
S3 |
9,685 |
9,841 |
10,211 |
|
S4 |
9,391 |
9,547 |
10,130 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,408 |
11,220 |
10,496 |
|
R3 |
11,038 |
10,850 |
10,394 |
|
R2 |
10,668 |
10,668 |
10,360 |
|
R1 |
10,480 |
10,480 |
10,326 |
10,389 |
PP |
10,298 |
10,298 |
10,298 |
10,253 |
S1 |
10,110 |
10,110 |
10,258 |
10,019 |
S2 |
9,928 |
9,928 |
10,224 |
|
S3 |
9,558 |
9,740 |
10,190 |
|
S4 |
9,188 |
9,370 |
10,089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,486 |
10,116 |
370 |
3.6% |
153 |
1.5% |
48% |
False |
True |
112,832 |
10 |
10,486 |
10,116 |
370 |
3.6% |
139 |
1.4% |
48% |
False |
True |
115,981 |
20 |
10,486 |
9,596 |
890 |
8.6% |
157 |
1.5% |
78% |
False |
False |
144,316 |
40 |
10,486 |
9,336 |
1,150 |
11.2% |
153 |
1.5% |
83% |
False |
False |
146,635 |
60 |
10,486 |
9,186 |
1,300 |
12.6% |
146 |
1.4% |
85% |
False |
False |
132,774 |
80 |
10,486 |
9,033 |
1,453 |
14.1% |
149 |
1.4% |
87% |
False |
False |
99,660 |
100 |
10,486 |
7,961 |
2,525 |
24.5% |
146 |
1.4% |
92% |
False |
False |
79,747 |
120 |
10,486 |
7,961 |
2,525 |
24.5% |
143 |
1.4% |
92% |
False |
False |
66,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,660 |
2.618 |
11,180 |
1.618 |
10,886 |
1.000 |
10,704 |
0.618 |
10,592 |
HIGH |
10,410 |
0.618 |
10,298 |
0.500 |
10,263 |
0.382 |
10,228 |
LOW |
10,116 |
0.618 |
9,934 |
1.000 |
9,822 |
1.618 |
9,640 |
2.618 |
9,346 |
4.250 |
8,867 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,282 |
10,293 |
PP |
10,273 |
10,292 |
S1 |
10,263 |
10,292 |
|