Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,782.5 |
5,573.0 |
-209.5 |
-3.6% |
5,717.0 |
High |
5,782.5 |
5,722.5 |
-60.0 |
-1.0% |
5,836.5 |
Low |
5,613.0 |
5,519.0 |
-94.0 |
-1.7% |
5,519.0 |
Close |
5,635.0 |
5,700.5 |
65.5 |
1.2% |
5,700.5 |
Range |
169.5 |
203.5 |
34.0 |
20.1% |
317.5 |
ATR |
108.6 |
115.4 |
6.8 |
6.2% |
0.0 |
Volume |
450 |
594 |
144 |
32.0% |
5,315 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,257.8 |
6,182.7 |
5,812.4 |
|
R3 |
6,054.3 |
5,979.2 |
5,756.5 |
|
R2 |
5,850.8 |
5,850.8 |
5,737.8 |
|
R1 |
5,775.7 |
5,775.7 |
5,719.2 |
5,813.3 |
PP |
5,647.3 |
5,647.3 |
5,647.3 |
5,666.1 |
S1 |
5,572.2 |
5,572.2 |
5,681.8 |
5,609.8 |
S2 |
5,443.8 |
5,443.8 |
5,663.2 |
|
S3 |
5,240.3 |
5,368.7 |
5,644.5 |
|
S4 |
5,036.8 |
5,165.2 |
5,588.6 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,637.8 |
6,486.7 |
5,875.1 |
|
R3 |
6,320.3 |
6,169.2 |
5,787.8 |
|
R2 |
6,002.8 |
6,002.8 |
5,758.7 |
|
R1 |
5,851.7 |
5,851.7 |
5,729.6 |
5,768.5 |
PP |
5,685.3 |
5,685.3 |
5,685.3 |
5,643.8 |
S1 |
5,534.2 |
5,534.2 |
5,671.4 |
5,451.0 |
S2 |
5,367.8 |
5,367.8 |
5,642.3 |
|
S3 |
5,050.3 |
5,216.7 |
5,613.2 |
|
S4 |
4,732.8 |
4,899.2 |
5,525.9 |
|
|
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 |
5,519.0 |
317.5 |
5.6% |
121.8 |
2.1% |
57% |
False |
True |
1,063 |
10 |
5,850.0 |
5,519.0 |
331.0 |
5.8% |
102.2 |
1.8% |
55% |
False |
True |
649 |
20 |
5,850.0 |
5,324.0 |
526.0 |
9.2% |
97.3 |
1.7% |
72% |
False |
False |
801 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
102.3 |
1.8% |
66% |
False |
False |
774 |
60 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
97.9 |
1.7% |
66% |
False |
False |
1,224 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.7% |
97.9 |
1.7% |
73% |
False |
False |
982 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.5% |
98.4 |
1.7% |
85% |
False |
False |
820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,587.4 |
2.618 |
6,255.3 |
1.618 |
6,051.8 |
1.000 |
5,926.0 |
0.618 |
5,848.3 |
HIGH |
5,722.5 |
0.618 |
5,644.8 |
0.500 |
5,620.8 |
0.382 |
5,596.7 |
LOW |
5,519.0 |
0.618 |
5,393.2 |
1.000 |
5,315.5 |
1.618 |
5,189.7 |
2.618 |
4,986.2 |
4.250 |
4,654.1 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,673.9 |
5,692.9 |
PP |
5,647.3 |
5,685.3 |
S1 |
5,620.8 |
5,677.8 |
|