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 |
5,744.5 |
5,717.0 |
-27.5 |
-0.5% |
5,733.0 |
High |
5,750.5 |
5,825.0 |
74.5 |
1.3% |
5,850.0 |
Low |
5,646.0 |
5,715.5 |
69.5 |
1.2% |
5,646.0 |
Close |
5,668.5 |
5,801.5 |
133.0 |
2.3% |
5,668.5 |
Range |
104.5 |
109.5 |
5.0 |
4.8% |
204.0 |
ATR |
104.4 |
108.1 |
3.7 |
3.6% |
0.0 |
Volume |
126 |
1,084 |
958 |
760.3% |
1,181 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,109.2 |
6,064.8 |
5,861.7 |
|
R3 |
5,999.7 |
5,955.3 |
5,831.6 |
|
R2 |
5,890.2 |
5,890.2 |
5,821.6 |
|
R1 |
5,845.8 |
5,845.8 |
5,811.5 |
5,868.0 |
PP |
5,780.7 |
5,780.7 |
5,780.7 |
5,791.8 |
S1 |
5,736.3 |
5,736.3 |
5,791.5 |
5,758.5 |
S2 |
5,671.2 |
5,671.2 |
5,781.4 |
|
S3 |
5,561.7 |
5,626.8 |
5,771.4 |
|
S4 |
5,452.2 |
5,517.3 |
5,741.3 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,333.5 |
6,205.0 |
5,780.7 |
|
R3 |
6,129.5 |
6,001.0 |
5,724.6 |
|
R2 |
5,925.5 |
5,925.5 |
5,705.9 |
|
R1 |
5,797.0 |
5,797.0 |
5,687.2 |
5,759.3 |
PP |
5,721.5 |
5,721.5 |
5,721.5 |
5,702.6 |
S1 |
5,593.0 |
5,593.0 |
5,649.8 |
5,555.3 |
S2 |
5,517.5 |
5,517.5 |
5,631.1 |
|
S3 |
5,313.5 |
5,389.0 |
5,612.4 |
|
S4 |
5,109.5 |
5,185.0 |
5,556.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,850.0 |
5,646.0 |
204.0 |
3.5% |
88.1 |
1.5% |
76% |
False |
False |
378 |
10 |
5,850.0 |
5,604.0 |
246.0 |
4.2% |
77.9 |
1.3% |
80% |
False |
False |
922 |
20 |
5,850.0 |
5,324.0 |
526.0 |
9.1% |
102.2 |
1.8% |
91% |
False |
False |
776 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
100.8 |
1.7% |
84% |
False |
False |
711 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.7% |
97.2 |
1.7% |
85% |
False |
False |
1,185 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
96.7 |
1.7% |
87% |
False |
False |
940 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.0% |
95.9 |
1.7% |
93% |
False |
False |
781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,290.4 |
2.618 |
6,111.7 |
1.618 |
6,002.2 |
1.000 |
5,934.5 |
0.618 |
5,892.7 |
HIGH |
5,825.0 |
0.618 |
5,783.2 |
0.500 |
5,770.3 |
0.382 |
5,757.3 |
LOW |
5,715.5 |
0.618 |
5,647.8 |
1.000 |
5,606.0 |
1.618 |
5,538.3 |
2.618 |
5,428.8 |
4.250 |
5,250.1 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,791.1 |
5,779.5 |
PP |
5,780.7 |
5,757.5 |
S1 |
5,770.3 |
5,735.5 |
|