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 |
1,170.9 |
1,194.6 |
23.7 |
2.0% |
1,153.5 |
High |
1,194.4 |
1,196.8 |
2.4 |
0.2% |
1,196.8 |
Low |
1,168.4 |
1,135.8 |
-32.6 |
-2.8% |
1,135.8 |
Close |
1,188.6 |
1,175.5 |
-13.1 |
-1.1% |
1,175.5 |
Range |
26.0 |
61.0 |
35.0 |
134.6% |
61.0 |
ATR |
18.5 |
21.5 |
3.0 |
16.4% |
0.0 |
Volume |
123,208 |
126,149 |
2,941 |
2.4% |
366,664 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.4 |
1,324.9 |
1,209.1 |
|
R3 |
1,291.4 |
1,263.9 |
1,192.3 |
|
R2 |
1,230.4 |
1,230.4 |
1,186.7 |
|
R1 |
1,202.9 |
1,202.9 |
1,181.1 |
1,186.2 |
PP |
1,169.4 |
1,169.4 |
1,169.4 |
1,161.0 |
S1 |
1,141.9 |
1,141.9 |
1,169.9 |
1,125.2 |
S2 |
1,108.4 |
1,108.4 |
1,164.3 |
|
S3 |
1,047.4 |
1,080.9 |
1,158.7 |
|
S4 |
986.4 |
1,019.9 |
1,142.0 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.4 |
1,324.9 |
1,209.1 |
|
R3 |
1,291.4 |
1,263.9 |
1,192.3 |
|
R2 |
1,230.4 |
1,230.4 |
1,186.7 |
|
R1 |
1,202.9 |
1,202.9 |
1,181.1 |
1,216.7 |
PP |
1,169.4 |
1,169.4 |
1,169.4 |
1,176.2 |
S1 |
1,141.9 |
1,141.9 |
1,169.9 |
1,155.7 |
S2 |
1,108.4 |
1,108.4 |
1,164.3 |
|
S3 |
1,047.4 |
1,080.9 |
1,158.7 |
|
S4 |
986.4 |
1,019.9 |
1,142.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,196.8 |
1,134.2 |
62.6 |
5.3% |
28.3 |
2.4% |
66% |
True |
False |
81,353 |
10 |
1,196.8 |
1,102.6 |
94.2 |
8.0% |
23.2 |
2.0% |
77% |
True |
False |
51,700 |
20 |
1,196.8 |
1,036.6 |
160.2 |
13.6% |
20.1 |
1.7% |
87% |
True |
False |
32,788 |
40 |
1,196.8 |
989.0 |
207.8 |
17.7% |
18.2 |
1.5% |
90% |
True |
False |
17,929 |
60 |
1,196.8 |
977.8 |
219.0 |
18.6% |
17.0 |
1.4% |
90% |
True |
False |
12,669 |
80 |
1,196.8 |
933.5 |
263.3 |
22.4% |
15.6 |
1.3% |
92% |
True |
False |
9,823 |
100 |
1,196.8 |
911.4 |
285.4 |
24.3% |
14.3 |
1.2% |
93% |
True |
False |
8,098 |
120 |
1,196.8 |
909.5 |
287.3 |
24.4% |
13.7 |
1.2% |
93% |
True |
False |
6,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.1 |
2.618 |
1,356.5 |
1.618 |
1,295.5 |
1.000 |
1,257.8 |
0.618 |
1,234.5 |
HIGH |
1,196.8 |
0.618 |
1,173.5 |
0.500 |
1,166.3 |
0.382 |
1,159.1 |
LOW |
1,135.8 |
0.618 |
1,098.1 |
1.000 |
1,074.8 |
1.618 |
1,037.1 |
2.618 |
976.1 |
4.250 |
876.6 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,172.4 |
1,172.4 |
PP |
1,169.4 |
1,169.4 |
S1 |
1,166.3 |
1,166.3 |
|