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 |
22,550 |
21,608 |
-942 |
-4.2% |
22,439 |
High |
22,550 |
21,635 |
-915 |
-4.1% |
22,700 |
Low |
22,030 |
20,933 |
-1,097 |
-5.0% |
20,933 |
Close |
22,088 |
21,127 |
-961 |
-4.4% |
21,127 |
Range |
520 |
702 |
182 |
35.0% |
1,767 |
ATR |
357 |
414 |
57 |
16.0% |
0 |
Volume |
152 |
297 |
145 |
95.4% |
759 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,338 |
22,934 |
21,513 |
|
R3 |
22,636 |
22,232 |
21,320 |
|
R2 |
21,934 |
21,934 |
21,256 |
|
R1 |
21,530 |
21,530 |
21,191 |
21,381 |
PP |
21,232 |
21,232 |
21,232 |
21,157 |
S1 |
20,828 |
20,828 |
21,063 |
20,679 |
S2 |
20,530 |
20,530 |
20,998 |
|
S3 |
19,828 |
20,126 |
20,934 |
|
S4 |
19,126 |
19,424 |
20,741 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,888 |
25,774 |
22,099 |
|
R3 |
25,121 |
24,007 |
21,613 |
|
R2 |
23,354 |
23,354 |
21,451 |
|
R1 |
22,240 |
22,240 |
21,289 |
21,914 |
PP |
21,587 |
21,587 |
21,587 |
21,423 |
S1 |
20,473 |
20,473 |
20,965 |
20,147 |
S2 |
19,820 |
19,820 |
20,803 |
|
S3 |
18,053 |
18,706 |
20,641 |
|
S4 |
16,286 |
16,939 |
20,155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,700 |
20,933 |
1,767 |
8.4% |
444 |
2.1% |
11% |
False |
True |
151 |
10 |
23,020 |
20,933 |
2,087 |
9.9% |
340 |
1.6% |
9% |
False |
True |
122 |
20 |
23,020 |
20,933 |
2,087 |
9.9% |
309 |
1.5% |
9% |
False |
True |
102 |
40 |
23,020 |
20,151 |
2,869 |
13.6% |
231 |
1.1% |
34% |
False |
False |
66 |
60 |
23,020 |
19,455 |
3,565 |
16.9% |
223 |
1.1% |
47% |
False |
False |
51 |
80 |
23,020 |
19,300 |
3,720 |
17.6% |
204 |
1.0% |
49% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,619 |
2.618 |
23,473 |
1.618 |
22,771 |
1.000 |
22,337 |
0.618 |
22,069 |
HIGH |
21,635 |
0.618 |
21,367 |
0.500 |
21,284 |
0.382 |
21,201 |
LOW |
20,933 |
0.618 |
20,499 |
1.000 |
20,231 |
1.618 |
19,797 |
2.618 |
19,095 |
4.250 |
17,950 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
21,284 |
21,757 |
PP |
21,232 |
21,547 |
S1 |
21,179 |
21,337 |
|