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 |
21,608 |
21,655 |
47 |
0.2% |
22,439 |
High |
21,635 |
21,827 |
192 |
0.9% |
22,700 |
Low |
20,933 |
21,580 |
647 |
3.1% |
20,933 |
Close |
21,127 |
21,691 |
564 |
2.7% |
21,127 |
Range |
702 |
247 |
-455 |
-64.8% |
1,767 |
ATR |
414 |
434 |
20 |
4.9% |
0 |
Volume |
297 |
267 |
-30 |
-10.1% |
759 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,440 |
22,313 |
21,827 |
|
R3 |
22,193 |
22,066 |
21,759 |
|
R2 |
21,946 |
21,946 |
21,736 |
|
R1 |
21,819 |
21,819 |
21,714 |
21,883 |
PP |
21,699 |
21,699 |
21,699 |
21,731 |
S1 |
21,572 |
21,572 |
21,668 |
21,636 |
S2 |
21,452 |
21,452 |
21,646 |
|
S3 |
21,205 |
21,325 |
21,623 |
|
S4 |
20,958 |
21,078 |
21,555 |
|
|
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 |
22,690 |
20,933 |
1,757 |
8.1% |
441 |
2.0% |
43% |
False |
False |
183 |
10 |
23,020 |
20,933 |
2,087 |
9.6% |
354 |
1.6% |
36% |
False |
False |
145 |
20 |
23,020 |
20,933 |
2,087 |
9.6% |
299 |
1.4% |
36% |
False |
False |
110 |
40 |
23,020 |
20,270 |
2,750 |
12.7% |
234 |
1.1% |
52% |
False |
False |
73 |
60 |
23,020 |
19,601 |
3,419 |
15.8% |
226 |
1.0% |
61% |
False |
False |
55 |
80 |
23,020 |
19,300 |
3,720 |
17.1% |
200 |
0.9% |
64% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,877 |
2.618 |
22,474 |
1.618 |
22,227 |
1.000 |
22,074 |
0.618 |
21,980 |
HIGH |
21,827 |
0.618 |
21,733 |
0.500 |
21,704 |
0.382 |
21,674 |
LOW |
21,580 |
0.618 |
21,427 |
1.000 |
21,333 |
1.618 |
21,180 |
2.618 |
20,933 |
4.250 |
20,530 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
21,704 |
21,742 |
PP |
21,699 |
21,725 |
S1 |
21,695 |
21,708 |
|