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 |
1,165.6 |
1,170.9 |
5.3 |
0.5% |
1,121.1 |
High |
1,173.0 |
1,194.4 |
21.4 |
1.8% |
1,154.7 |
Low |
1,159.1 |
1,168.4 |
9.3 |
0.8% |
1,121.1 |
Close |
1,167.4 |
1,188.6 |
21.2 |
1.8% |
1,148.2 |
Range |
13.9 |
26.0 |
12.1 |
87.1% |
33.6 |
ATR |
17.8 |
18.5 |
0.7 |
3.7% |
0.0 |
Volume |
77,244 |
123,208 |
45,964 |
59.5% |
129,718 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.8 |
1,251.2 |
1,202.9 |
|
R3 |
1,235.8 |
1,225.2 |
1,195.8 |
|
R2 |
1,209.8 |
1,209.8 |
1,193.4 |
|
R1 |
1,199.2 |
1,199.2 |
1,191.0 |
1,204.5 |
PP |
1,183.8 |
1,183.8 |
1,183.8 |
1,186.5 |
S1 |
1,173.2 |
1,173.2 |
1,186.2 |
1,178.5 |
S2 |
1,157.8 |
1,157.8 |
1,183.8 |
|
S3 |
1,131.8 |
1,147.2 |
1,181.5 |
|
S4 |
1,105.8 |
1,121.2 |
1,174.3 |
|
|
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 |
1,194.4 |
1,131.4 |
63.0 |
5.3% |
19.4 |
1.6% |
91% |
True |
False |
62,176 |
10 |
1,194.4 |
1,102.6 |
91.8 |
7.7% |
19.2 |
1.6% |
94% |
True |
False |
42,009 |
20 |
1,194.4 |
1,028.1 |
166.3 |
14.0% |
18.1 |
1.5% |
97% |
True |
False |
26,709 |
40 |
1,194.4 |
989.0 |
205.4 |
17.3% |
17.0 |
1.4% |
97% |
True |
False |
14,892 |
60 |
1,194.4 |
955.8 |
238.6 |
20.1% |
16.4 |
1.4% |
98% |
True |
False |
10,589 |
80 |
1,194.4 |
933.5 |
260.9 |
22.0% |
14.9 |
1.3% |
98% |
True |
False |
8,261 |
100 |
1,194.4 |
909.5 |
284.9 |
24.0% |
13.9 |
1.2% |
98% |
True |
False |
6,839 |
120 |
1,194.4 |
909.5 |
284.9 |
24.0% |
13.2 |
1.1% |
98% |
True |
False |
5,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.9 |
2.618 |
1,262.5 |
1.618 |
1,236.5 |
1.000 |
1,220.4 |
0.618 |
1,210.5 |
HIGH |
1,194.4 |
0.618 |
1,184.5 |
0.500 |
1,181.4 |
0.382 |
1,178.3 |
LOW |
1,168.4 |
0.618 |
1,152.3 |
1.000 |
1,142.4 |
1.618 |
1,126.3 |
2.618 |
1,100.3 |
4.250 |
1,057.9 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,186.2 |
1,183.7 |
PP |
1,183.8 |
1,178.8 |
S1 |
1,181.4 |
1,174.0 |
|