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 |
1,103.50 |
1,083.00 |
-20.50 |
-1.9% |
1,085.00 |
High |
1,106.50 |
1,092.75 |
-13.75 |
-1.2% |
1,106.50 |
Low |
1,062.25 |
1,080.00 |
17.75 |
1.7% |
1,062.25 |
Close |
1,084.50 |
1,090.00 |
5.50 |
0.5% |
1,084.50 |
Range |
44.25 |
12.75 |
-31.50 |
-71.2% |
44.25 |
ATR |
18.31 |
17.91 |
-0.40 |
-2.2% |
0.00 |
Volume |
3,466 |
6,290 |
2,824 |
81.5% |
18,293 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.75 |
1,120.75 |
1,097.00 |
|
R3 |
1,113.00 |
1,108.00 |
1,093.50 |
|
R2 |
1,100.25 |
1,100.25 |
1,092.25 |
|
R1 |
1,095.25 |
1,095.25 |
1,091.25 |
1,097.75 |
PP |
1,087.50 |
1,087.50 |
1,087.50 |
1,089.00 |
S1 |
1,082.50 |
1,082.50 |
1,088.75 |
1,085.00 |
S2 |
1,074.75 |
1,074.75 |
1,087.75 |
|
S3 |
1,062.00 |
1,069.75 |
1,086.50 |
|
S4 |
1,049.25 |
1,057.00 |
1,083.00 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.25 |
1,195.00 |
1,108.75 |
|
R3 |
1,173.00 |
1,150.75 |
1,096.75 |
|
R2 |
1,128.75 |
1,128.75 |
1,092.50 |
|
R1 |
1,106.50 |
1,106.50 |
1,088.50 |
1,095.50 |
PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,079.00 |
S1 |
1,062.25 |
1,062.25 |
1,080.50 |
1,051.25 |
S2 |
1,040.25 |
1,040.25 |
1,076.50 |
|
S3 |
996.00 |
1,018.00 |
1,072.25 |
|
S4 |
951.75 |
973.75 |
1,060.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.50 |
1,062.25 |
44.25 |
4.1% |
19.75 |
1.8% |
63% |
False |
False |
4,916 |
10 |
1,107.00 |
1,062.25 |
44.75 |
4.1% |
17.00 |
1.6% |
62% |
False |
False |
5,000 |
20 |
1,107.00 |
1,021.00 |
86.00 |
7.9% |
17.25 |
1.6% |
80% |
False |
False |
4,970 |
40 |
1,107.00 |
1,015.50 |
91.50 |
8.4% |
17.75 |
1.6% |
81% |
False |
False |
3,999 |
60 |
1,107.00 |
991.75 |
115.25 |
10.6% |
17.00 |
1.6% |
85% |
False |
False |
2,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.00 |
2.618 |
1,126.25 |
1.618 |
1,113.50 |
1.000 |
1,105.50 |
0.618 |
1,100.75 |
HIGH |
1,092.75 |
0.618 |
1,088.00 |
0.500 |
1,086.50 |
0.382 |
1,084.75 |
LOW |
1,080.00 |
0.618 |
1,072.00 |
1.000 |
1,067.25 |
1.618 |
1,059.25 |
2.618 |
1,046.50 |
4.250 |
1,025.75 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,088.75 |
1,088.00 |
PP |
1,087.50 |
1,086.25 |
S1 |
1,086.50 |
1,084.50 |
|