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 |
1,194.6 |
1,182.0 |
-12.6 |
-1.1% |
1,153.5 |
High |
1,196.8 |
1,185.0 |
-11.8 |
-1.0% |
1,196.8 |
Low |
1,135.8 |
1,165.0 |
29.2 |
2.6% |
1,135.8 |
Close |
1,175.5 |
1,182.3 |
6.8 |
0.6% |
1,175.5 |
Range |
61.0 |
20.0 |
-41.0 |
-67.2% |
61.0 |
ATR |
21.5 |
21.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
126,149 |
275,926 |
149,777 |
118.7% |
366,664 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.4 |
1,229.9 |
1,193.3 |
|
R3 |
1,217.4 |
1,209.9 |
1,187.8 |
|
R2 |
1,197.4 |
1,197.4 |
1,186.0 |
|
R1 |
1,189.9 |
1,189.9 |
1,184.1 |
1,193.7 |
PP |
1,177.4 |
1,177.4 |
1,177.4 |
1,179.3 |
S1 |
1,169.9 |
1,169.9 |
1,180.5 |
1,173.7 |
S2 |
1,157.4 |
1,157.4 |
1,178.6 |
|
S3 |
1,137.4 |
1,149.9 |
1,176.8 |
|
S4 |
1,117.4 |
1,129.9 |
1,171.3 |
|
|
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 |
1,135.8 |
61.0 |
5.2% |
28.6 |
2.4% |
76% |
False |
False |
128,518 |
10 |
1,196.8 |
1,121.1 |
75.7 |
6.4% |
23.4 |
2.0% |
81% |
False |
False |
77,230 |
20 |
1,196.8 |
1,045.0 |
151.8 |
12.8% |
20.5 |
1.7% |
90% |
False |
False |
46,343 |
40 |
1,196.8 |
1,003.0 |
193.8 |
16.4% |
18.2 |
1.5% |
93% |
False |
False |
24,771 |
60 |
1,196.8 |
985.0 |
211.8 |
17.9% |
16.9 |
1.4% |
93% |
False |
False |
17,233 |
80 |
1,196.8 |
933.5 |
263.3 |
22.3% |
15.7 |
1.3% |
94% |
False |
False |
13,209 |
100 |
1,196.8 |
911.4 |
285.4 |
24.1% |
14.4 |
1.2% |
95% |
False |
False |
10,853 |
120 |
1,196.8 |
909.5 |
287.3 |
24.3% |
13.7 |
1.2% |
95% |
False |
False |
9,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.0 |
2.618 |
1,237.4 |
1.618 |
1,217.4 |
1.000 |
1,205.0 |
0.618 |
1,197.4 |
HIGH |
1,185.0 |
0.618 |
1,177.4 |
0.500 |
1,175.0 |
0.382 |
1,172.6 |
LOW |
1,165.0 |
0.618 |
1,152.6 |
1.000 |
1,145.0 |
1.618 |
1,132.6 |
2.618 |
1,112.6 |
4.250 |
1,080.0 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,179.9 |
1,177.0 |
PP |
1,177.4 |
1,171.6 |
S1 |
1,175.0 |
1,166.3 |
|