Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,402 |
10,309 |
-93 |
-0.9% |
10,304 |
High |
10,410 |
10,367 |
-43 |
-0.4% |
10,486 |
Low |
10,116 |
10,251 |
135 |
1.3% |
10,116 |
Close |
10,292 |
10,334 |
42 |
0.4% |
10,292 |
Range |
294 |
116 |
-178 |
-60.5% |
370 |
ATR |
155 |
152 |
-3 |
-1.8% |
0 |
Volume |
90,612 |
140,037 |
49,425 |
54.5% |
430,634 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,665 |
10,616 |
10,398 |
|
R3 |
10,549 |
10,500 |
10,366 |
|
R2 |
10,433 |
10,433 |
10,355 |
|
R1 |
10,384 |
10,384 |
10,345 |
10,409 |
PP |
10,317 |
10,317 |
10,317 |
10,330 |
S1 |
10,268 |
10,268 |
10,323 |
10,293 |
S2 |
10,201 |
10,201 |
10,313 |
|
S3 |
10,085 |
10,152 |
10,302 |
|
S4 |
9,969 |
10,036 |
10,270 |
|
|
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% |
157 |
1.5% |
59% |
False |
False |
114,134 |
10 |
10,486 |
10,116 |
370 |
3.6% |
139 |
1.3% |
59% |
False |
False |
115,540 |
20 |
10,486 |
9,596 |
890 |
8.6% |
149 |
1.4% |
83% |
False |
False |
143,031 |
40 |
10,486 |
9,416 |
1,070 |
10.4% |
152 |
1.5% |
86% |
False |
False |
145,433 |
60 |
10,486 |
9,257 |
1,229 |
11.9% |
146 |
1.4% |
88% |
False |
False |
135,103 |
80 |
10,486 |
9,033 |
1,453 |
14.1% |
149 |
1.4% |
90% |
False |
False |
101,410 |
100 |
10,486 |
7,961 |
2,525 |
24.4% |
146 |
1.4% |
94% |
False |
False |
81,147 |
120 |
10,486 |
7,961 |
2,525 |
24.4% |
143 |
1.4% |
94% |
False |
False |
67,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,860 |
2.618 |
10,671 |
1.618 |
10,555 |
1.000 |
10,483 |
0.618 |
10,439 |
HIGH |
10,367 |
0.618 |
10,323 |
0.500 |
10,309 |
0.382 |
10,295 |
LOW |
10,251 |
0.618 |
10,179 |
1.000 |
10,135 |
1.618 |
10,063 |
2.618 |
9,947 |
4.250 |
9,758 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,326 |
10,320 |
PP |
10,317 |
10,306 |
S1 |
10,309 |
10,293 |
|