Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,170.0 |
1,195.5 |
25.5 |
2.2% |
1,156.2 |
High |
1,195.5 |
1,197.5 |
2.0 |
0.2% |
1,197.5 |
Low |
1,170.0 |
1,132.0 |
-38.0 |
-3.2% |
1,132.0 |
Close |
1,189.8 |
1,176.8 |
-13.0 |
-1.1% |
1,176.8 |
Range |
25.5 |
65.5 |
40.0 |
156.9% |
65.5 |
ATR |
17.9 |
21.3 |
3.4 |
19.1% |
0.0 |
Volume |
5,231 |
6,283 |
1,052 |
20.1% |
24,063 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.3 |
1,336.5 |
1,212.8 |
|
R3 |
1,299.8 |
1,271.0 |
1,194.8 |
|
R2 |
1,234.3 |
1,234.3 |
1,188.8 |
|
R1 |
1,205.5 |
1,205.5 |
1,182.8 |
1,187.2 |
PP |
1,168.8 |
1,168.8 |
1,168.8 |
1,159.6 |
S1 |
1,140.0 |
1,140.0 |
1,170.8 |
1,121.7 |
S2 |
1,103.3 |
1,103.3 |
1,164.8 |
|
S3 |
1,037.8 |
1,074.5 |
1,158.8 |
|
S4 |
972.3 |
1,009.0 |
1,140.8 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.3 |
1,336.5 |
1,212.8 |
|
R3 |
1,299.8 |
1,271.0 |
1,194.8 |
|
R2 |
1,234.3 |
1,234.3 |
1,188.8 |
|
R1 |
1,205.5 |
1,205.5 |
1,182.8 |
1,219.9 |
PP |
1,168.8 |
1,168.8 |
1,168.8 |
1,176.0 |
S1 |
1,140.0 |
1,140.0 |
1,170.8 |
1,154.4 |
S2 |
1,103.3 |
1,103.3 |
1,164.8 |
|
S3 |
1,037.8 |
1,074.5 |
1,158.8 |
|
S4 |
972.3 |
1,009.0 |
1,140.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,197.5 |
1,132.0 |
65.5 |
5.6% |
28.2 |
2.4% |
68% |
True |
True |
5,326 |
10 |
1,197.5 |
1,104.6 |
92.9 |
7.9% |
22.6 |
1.9% |
78% |
True |
False |
4,039 |
20 |
1,197.5 |
1,037.7 |
159.8 |
13.6% |
19.3 |
1.6% |
87% |
True |
False |
2,962 |
40 |
1,197.5 |
989.3 |
208.2 |
17.7% |
17.7 |
1.5% |
90% |
True |
False |
2,191 |
60 |
1,197.5 |
978.9 |
218.6 |
18.6% |
16.6 |
1.4% |
91% |
True |
False |
1,884 |
80 |
1,197.5 |
934.6 |
262.9 |
22.3% |
15.3 |
1.3% |
92% |
True |
False |
1,562 |
100 |
1,197.5 |
912.5 |
285.0 |
24.2% |
14.3 |
1.2% |
93% |
True |
False |
1,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,475.9 |
2.618 |
1,369.0 |
1.618 |
1,303.5 |
1.000 |
1,263.0 |
0.618 |
1,238.0 |
HIGH |
1,197.5 |
0.618 |
1,172.5 |
0.500 |
1,164.8 |
0.382 |
1,157.0 |
LOW |
1,132.0 |
0.618 |
1,091.5 |
1.000 |
1,066.5 |
1.618 |
1,026.0 |
2.618 |
960.5 |
4.250 |
853.6 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,172.8 |
1,172.8 |
PP |
1,168.8 |
1,168.8 |
S1 |
1,164.8 |
1,164.8 |
|