Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,146.7 |
1,147.7 |
1.0 |
0.1% |
1,124.0 |
High |
1,148.2 |
1,153.8 |
5.6 |
0.5% |
1,155.7 |
Low |
1,132.7 |
1,136.8 |
4.1 |
0.4% |
1,124.0 |
Close |
1,144.4 |
1,149.3 |
4.9 |
0.4% |
1,149.3 |
Range |
15.5 |
17.0 |
1.5 |
9.7% |
31.7 |
ATR |
16.7 |
16.8 |
0.0 |
0.1% |
0.0 |
Volume |
2,005 |
2,570 |
565 |
28.2% |
12,601 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.6 |
1,190.5 |
1,158.7 |
|
R3 |
1,180.6 |
1,173.5 |
1,154.0 |
|
R2 |
1,163.6 |
1,163.6 |
1,152.4 |
|
R1 |
1,156.5 |
1,156.5 |
1,150.9 |
1,160.1 |
PP |
1,146.6 |
1,146.6 |
1,146.6 |
1,148.4 |
S1 |
1,139.5 |
1,139.5 |
1,147.7 |
1,143.1 |
S2 |
1,129.6 |
1,129.6 |
1,146.2 |
|
S3 |
1,112.6 |
1,122.5 |
1,144.6 |
|
S4 |
1,095.6 |
1,105.5 |
1,140.0 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.1 |
1,225.4 |
1,166.7 |
|
R3 |
1,206.4 |
1,193.7 |
1,158.0 |
|
R2 |
1,174.7 |
1,174.7 |
1,155.1 |
|
R1 |
1,162.0 |
1,162.0 |
1,152.2 |
1,168.4 |
PP |
1,143.0 |
1,143.0 |
1,143.0 |
1,146.2 |
S1 |
1,130.3 |
1,130.3 |
1,146.4 |
1,136.7 |
S2 |
1,111.3 |
1,111.3 |
1,143.5 |
|
S3 |
1,079.6 |
1,098.6 |
1,140.6 |
|
S4 |
1,047.9 |
1,066.9 |
1,131.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,155.7 |
1,124.0 |
31.7 |
2.8% |
17.0 |
1.5% |
80% |
False |
False |
2,520 |
10 |
1,155.7 |
1,099.9 |
55.8 |
4.9% |
15.9 |
1.4% |
89% |
False |
False |
2,515 |
20 |
1,155.7 |
1,029.0 |
126.7 |
11.0% |
16.5 |
1.4% |
95% |
False |
False |
2,010 |
40 |
1,155.7 |
989.3 |
166.4 |
14.5% |
15.8 |
1.4% |
96% |
False |
False |
1,730 |
60 |
1,155.7 |
946.7 |
209.0 |
18.2% |
15.6 |
1.4% |
97% |
False |
False |
1,586 |
80 |
1,155.7 |
934.6 |
221.1 |
19.2% |
14.5 |
1.3% |
97% |
False |
False |
1,293 |
100 |
1,155.7 |
910.1 |
245.6 |
21.4% |
13.5 |
1.2% |
97% |
False |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.1 |
2.618 |
1,198.3 |
1.618 |
1,181.3 |
1.000 |
1,170.8 |
0.618 |
1,164.3 |
HIGH |
1,153.8 |
0.618 |
1,147.3 |
0.500 |
1,145.3 |
0.382 |
1,143.3 |
LOW |
1,136.8 |
0.618 |
1,126.3 |
1.000 |
1,119.8 |
1.618 |
1,109.3 |
2.618 |
1,092.3 |
4.250 |
1,064.6 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,148.0 |
1,147.6 |
PP |
1,146.6 |
1,145.9 |
S1 |
1,145.3 |
1,144.2 |
|