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 |
1,146.7 |
1,153.5 |
6.8 |
0.6% |
1,121.1 |
High |
1,152.9 |
1,175.5 |
22.6 |
2.0% |
1,154.7 |
Low |
1,134.2 |
1,153.5 |
19.3 |
1.7% |
1,121.1 |
Close |
1,148.2 |
1,166.2 |
18.0 |
1.6% |
1,148.2 |
Range |
18.7 |
22.0 |
3.3 |
17.6% |
33.6 |
ATR |
17.4 |
18.1 |
0.7 |
4.1% |
0.0 |
Volume |
40,101 |
40,063 |
-38 |
-0.1% |
129,718 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,231.1 |
1,220.6 |
1,178.3 |
|
R3 |
1,209.1 |
1,198.6 |
1,172.3 |
|
R2 |
1,187.1 |
1,187.1 |
1,170.2 |
|
R1 |
1,176.6 |
1,176.6 |
1,168.2 |
1,181.9 |
PP |
1,165.1 |
1,165.1 |
1,165.1 |
1,167.7 |
S1 |
1,154.6 |
1,154.6 |
1,164.2 |
1,159.9 |
S2 |
1,143.1 |
1,143.1 |
1,162.2 |
|
S3 |
1,121.1 |
1,132.6 |
1,160.2 |
|
S4 |
1,099.1 |
1,110.6 |
1,154.1 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.1 |
1,228.8 |
1,166.7 |
|
R3 |
1,208.5 |
1,195.2 |
1,157.4 |
|
R2 |
1,174.9 |
1,174.9 |
1,154.4 |
|
R1 |
1,161.6 |
1,161.6 |
1,151.3 |
1,168.3 |
PP |
1,141.3 |
1,141.3 |
1,141.3 |
1,144.7 |
S1 |
1,128.0 |
1,128.0 |
1,145.1 |
1,134.7 |
S2 |
1,107.7 |
1,107.7 |
1,142.0 |
|
S3 |
1,074.1 |
1,094.4 |
1,139.0 |
|
S4 |
1,040.5 |
1,060.8 |
1,129.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,175.5 |
1,129.2 |
46.3 |
4.0% |
17.6 |
1.5% |
80% |
True |
False |
30,636 |
10 |
1,175.5 |
1,098.6 |
76.9 |
6.6% |
17.7 |
1.5% |
88% |
True |
False |
25,305 |
20 |
1,175.5 |
1,028.0 |
147.5 |
12.6% |
17.5 |
1.5% |
94% |
True |
False |
17,163 |
40 |
1,175.5 |
987.3 |
188.2 |
16.1% |
16.7 |
1.4% |
95% |
True |
False |
10,104 |
60 |
1,175.5 |
950.1 |
225.4 |
19.3% |
16.1 |
1.4% |
96% |
True |
False |
7,261 |
80 |
1,175.5 |
933.5 |
242.0 |
20.8% |
14.7 |
1.3% |
96% |
True |
False |
5,778 |
100 |
1,175.5 |
909.5 |
266.0 |
22.8% |
13.6 |
1.2% |
97% |
True |
False |
4,838 |
120 |
1,175.5 |
909.5 |
266.0 |
22.8% |
13.2 |
1.1% |
97% |
True |
False |
4,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.0 |
2.618 |
1,233.1 |
1.618 |
1,211.1 |
1.000 |
1,197.5 |
0.618 |
1,189.1 |
HIGH |
1,175.5 |
0.618 |
1,167.1 |
0.500 |
1,164.5 |
0.382 |
1,161.9 |
LOW |
1,153.5 |
0.618 |
1,139.9 |
1.000 |
1,131.5 |
1.618 |
1,117.9 |
2.618 |
1,095.9 |
4.250 |
1,060.0 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,165.6 |
1,162.0 |
PP |
1,165.1 |
1,157.7 |
S1 |
1,164.5 |
1,153.5 |
|