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 |
10,425.33 |
10,327.91 |
-97.42 |
-0.9% |
10,267.53 |
High |
10,425.33 |
10,342.72 |
-82.61 |
-0.8% |
10,438.17 |
Low |
10,256.11 |
10,271.68 |
15.57 |
0.2% |
10,256.11 |
Close |
10,332.44 |
10,318.16 |
-14.28 |
-0.1% |
10,318.16 |
Range |
169.22 |
71.04 |
-98.18 |
-58.0% |
182.06 |
ATR |
137.16 |
132.44 |
-4.72 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,523.97 |
10,492.11 |
10,357.23 |
|
R3 |
10,452.93 |
10,421.07 |
10,337.70 |
|
R2 |
10,381.89 |
10,381.89 |
10,331.18 |
|
R1 |
10,350.03 |
10,350.03 |
10,324.67 |
10,330.44 |
PP |
10,310.85 |
10,310.85 |
10,310.85 |
10,301.06 |
S1 |
10,278.99 |
10,278.99 |
10,311.65 |
10,259.40 |
S2 |
10,239.81 |
10,239.81 |
10,305.14 |
|
S3 |
10,168.77 |
10,207.95 |
10,298.62 |
|
S4 |
10,097.73 |
10,136.91 |
10,279.09 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,883.66 |
10,782.97 |
10,418.29 |
|
R3 |
10,701.60 |
10,600.91 |
10,368.23 |
|
R2 |
10,519.54 |
10,519.54 |
10,351.54 |
|
R1 |
10,418.85 |
10,418.85 |
10,334.85 |
10,469.20 |
PP |
10,337.48 |
10,337.48 |
10,337.48 |
10,362.65 |
S1 |
10,236.79 |
10,236.79 |
10,301.47 |
10,287.14 |
S2 |
10,155.42 |
10,155.42 |
10,284.78 |
|
S3 |
9,973.36 |
10,054.73 |
10,268.09 |
|
S4 |
9,791.30 |
9,872.67 |
10,218.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,438.17 |
10,256.11 |
182.06 |
1.8% |
111.16 |
1.1% |
34% |
False |
False |
|
10 |
10,438.17 |
10,020.62 |
417.55 |
4.0% |
118.64 |
1.1% |
71% |
False |
False |
|
20 |
10,438.17 |
9,678.95 |
759.22 |
7.4% |
144.43 |
1.4% |
84% |
False |
False |
|
40 |
10,438.17 |
9,430.08 |
1,008.09 |
9.8% |
137.57 |
1.3% |
88% |
False |
False |
|
60 |
10,438.17 |
9,252.93 |
1,185.24 |
11.5% |
129.45 |
1.3% |
90% |
False |
False |
|
80 |
10,438.17 |
9,116.52 |
1,321.65 |
12.8% |
129.16 |
1.3% |
91% |
False |
False |
|
100 |
10,438.17 |
8,087.19 |
2,350.98 |
22.8% |
130.31 |
1.3% |
95% |
False |
False |
|
120 |
10,438.17 |
8,087.19 |
2,350.98 |
22.8% |
132.02 |
1.3% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,644.64 |
2.618 |
10,528.70 |
1.618 |
10,457.66 |
1.000 |
10,413.76 |
0.618 |
10,386.62 |
HIGH |
10,342.72 |
0.618 |
10,315.58 |
0.500 |
10,307.20 |
0.382 |
10,298.82 |
LOW |
10,271.68 |
0.618 |
10,227.78 |
1.000 |
10,200.64 |
1.618 |
10,156.74 |
2.618 |
10,085.70 |
4.250 |
9,969.76 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,314.51 |
10,344.39 |
PP |
10,310.85 |
10,335.64 |
S1 |
10,307.20 |
10,326.90 |
|