Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,156.2 |
1,167.7 |
11.5 |
1.0% |
1,124.0 |
High |
1,176.3 |
1,173.7 |
-2.6 |
-0.2% |
1,155.7 |
Low |
1,156.2 |
1,161.0 |
4.8 |
0.4% |
1,124.0 |
Close |
1,167.3 |
1,168.5 |
1.2 |
0.1% |
1,149.3 |
Range |
20.1 |
12.7 |
-7.4 |
-36.8% |
31.7 |
ATR |
17.5 |
17.1 |
-0.3 |
-2.0% |
0.0 |
Volume |
7,879 |
4,670 |
-3,209 |
-40.7% |
12,601 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.8 |
1,199.9 |
1,175.5 |
|
R3 |
1,193.1 |
1,187.2 |
1,172.0 |
|
R2 |
1,180.4 |
1,180.4 |
1,170.8 |
|
R1 |
1,174.5 |
1,174.5 |
1,169.7 |
1,177.5 |
PP |
1,167.7 |
1,167.7 |
1,167.7 |
1,169.2 |
S1 |
1,161.8 |
1,161.8 |
1,167.3 |
1,164.8 |
S2 |
1,155.0 |
1,155.0 |
1,166.2 |
|
S3 |
1,142.3 |
1,149.1 |
1,165.0 |
|
S4 |
1,129.6 |
1,136.4 |
1,161.5 |
|
|
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 |
1,176.3 |
1,132.7 |
43.6 |
3.7% |
16.2 |
1.4% |
82% |
False |
False |
3,892 |
10 |
1,176.3 |
1,104.6 |
71.7 |
6.1% |
16.8 |
1.4% |
89% |
False |
False |
3,272 |
20 |
1,176.3 |
1,029.0 |
147.3 |
12.6% |
16.5 |
1.4% |
95% |
False |
False |
2,513 |
40 |
1,176.3 |
989.3 |
187.0 |
16.0% |
16.1 |
1.4% |
96% |
False |
False |
1,969 |
60 |
1,176.3 |
952.1 |
224.2 |
19.2% |
15.7 |
1.3% |
97% |
False |
False |
1,746 |
80 |
1,176.3 |
934.6 |
241.7 |
20.7% |
14.5 |
1.2% |
97% |
False |
False |
1,430 |
100 |
1,176.3 |
910.1 |
266.2 |
22.8% |
13.7 |
1.2% |
97% |
False |
False |
1,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.7 |
2.618 |
1,206.9 |
1.618 |
1,194.2 |
1.000 |
1,186.4 |
0.618 |
1,181.5 |
HIGH |
1,173.7 |
0.618 |
1,168.8 |
0.500 |
1,167.4 |
0.382 |
1,165.9 |
LOW |
1,161.0 |
0.618 |
1,153.2 |
1.000 |
1,148.3 |
1.618 |
1,140.5 |
2.618 |
1,127.8 |
4.250 |
1,107.0 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,168.1 |
1,164.5 |
PP |
1,167.7 |
1,160.5 |
S1 |
1,167.4 |
1,156.6 |
|