Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,717.0 |
5,767.0 |
50.0 |
0.9% |
5,733.0 |
High |
5,825.0 |
5,820.0 |
-5.0 |
-0.1% |
5,850.0 |
Low |
5,715.5 |
5,755.0 |
39.5 |
0.7% |
5,646.0 |
Close |
5,801.5 |
5,781.5 |
-20.0 |
-0.3% |
5,668.5 |
Range |
109.5 |
65.0 |
-44.5 |
-40.6% |
204.0 |
ATR |
108.1 |
105.0 |
-3.1 |
-2.8% |
0.0 |
Volume |
1,084 |
2,802 |
1,718 |
158.5% |
1,181 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,980.5 |
5,946.0 |
5,817.3 |
|
R3 |
5,915.5 |
5,881.0 |
5,799.4 |
|
R2 |
5,850.5 |
5,850.5 |
5,793.4 |
|
R1 |
5,816.0 |
5,816.0 |
5,787.5 |
5,833.3 |
PP |
5,785.5 |
5,785.5 |
5,785.5 |
5,794.1 |
S1 |
5,751.0 |
5,751.0 |
5,775.5 |
5,768.3 |
S2 |
5,720.5 |
5,720.5 |
5,769.6 |
|
S3 |
5,655.5 |
5,686.0 |
5,763.6 |
|
S4 |
5,590.5 |
5,621.0 |
5,745.8 |
|
|
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% |
92.0 |
1.6% |
66% |
False |
False |
868 |
10 |
5,850.0 |
5,624.5 |
225.5 |
3.9% |
79.3 |
1.4% |
70% |
False |
False |
1,186 |
20 |
5,850.0 |
5,324.0 |
526.0 |
9.1% |
102.0 |
1.8% |
87% |
False |
False |
888 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
101.3 |
1.8% |
80% |
False |
False |
778 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.7% |
94.9 |
1.6% |
82% |
False |
False |
1,228 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
96.7 |
1.7% |
84% |
False |
False |
971 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.1% |
95.8 |
1.7% |
92% |
False |
False |
809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,096.3 |
2.618 |
5,990.2 |
1.618 |
5,925.2 |
1.000 |
5,885.0 |
0.618 |
5,860.2 |
HIGH |
5,820.0 |
0.618 |
5,795.2 |
0.500 |
5,787.5 |
0.382 |
5,779.8 |
LOW |
5,755.0 |
0.618 |
5,714.8 |
1.000 |
5,690.0 |
1.618 |
5,649.8 |
2.618 |
5,584.8 |
4.250 |
5,478.8 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,787.5 |
5,766.2 |
PP |
5,785.5 |
5,750.8 |
S1 |
5,783.5 |
5,735.5 |
|