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 |
5,767.0 |
5,834.0 |
67.0 |
1.2% |
5,733.0 |
High |
5,820.0 |
5,836.5 |
16.5 |
0.3% |
5,850.0 |
Low |
5,755.0 |
5,775.0 |
20.0 |
0.3% |
5,646.0 |
Close |
5,781.5 |
5,808.5 |
27.0 |
0.5% |
5,668.5 |
Range |
65.0 |
61.5 |
-3.5 |
-5.4% |
204.0 |
ATR |
105.0 |
101.9 |
-3.1 |
-3.0% |
0.0 |
Volume |
2,802 |
385 |
-2,417 |
-86.3% |
1,181 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,991.2 |
5,961.3 |
5,842.3 |
|
R3 |
5,929.7 |
5,899.8 |
5,825.4 |
|
R2 |
5,868.2 |
5,868.2 |
5,819.8 |
|
R1 |
5,838.3 |
5,838.3 |
5,814.1 |
5,822.5 |
PP |
5,806.7 |
5,806.7 |
5,806.7 |
5,798.8 |
S1 |
5,776.8 |
5,776.8 |
5,802.9 |
5,761.0 |
S2 |
5,745.2 |
5,745.2 |
5,797.2 |
|
S3 |
5,683.7 |
5,715.3 |
5,791.6 |
|
S4 |
5,622.2 |
5,653.8 |
5,774.7 |
|
|
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 |
5,836.5 |
5,646.0 |
190.5 |
3.3% |
90.3 |
1.6% |
85% |
True |
False |
918 |
10 |
5,850.0 |
5,624.5 |
225.5 |
3.9% |
81.1 |
1.4% |
82% |
False |
False |
994 |
20 |
5,850.0 |
5,324.0 |
526.0 |
9.1% |
96.8 |
1.7% |
92% |
False |
False |
868 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
99.8 |
1.7% |
85% |
False |
False |
772 |
60 |
5,895.0 |
5,287.0 |
608.0 |
10.5% |
94.8 |
1.6% |
86% |
False |
False |
1,230 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
96.1 |
1.7% |
88% |
False |
False |
973 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.0% |
95.8 |
1.6% |
94% |
False |
False |
811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,097.9 |
2.618 |
5,997.5 |
1.618 |
5,936.0 |
1.000 |
5,898.0 |
0.618 |
5,874.5 |
HIGH |
5,836.5 |
0.618 |
5,813.0 |
0.500 |
5,805.8 |
0.382 |
5,798.5 |
LOW |
5,775.0 |
0.618 |
5,737.0 |
1.000 |
5,713.5 |
1.618 |
5,675.5 |
2.618 |
5,614.0 |
4.250 |
5,513.6 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,807.6 |
5,797.7 |
PP |
5,806.7 |
5,786.8 |
S1 |
5,805.8 |
5,776.0 |
|