Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,327.91 |
10,320.13 |
-7.78 |
-0.1% |
10,267.53 |
High |
10,342.72 |
10,495.61 |
152.89 |
1.5% |
10,438.17 |
Low |
10,271.68 |
10,320.05 |
48.37 |
0.5% |
10,256.11 |
Close |
10,318.16 |
10,450.95 |
132.79 |
1.3% |
10,318.16 |
Range |
71.04 |
175.56 |
104.52 |
147.1% |
182.06 |
ATR |
132.44 |
135.65 |
3.22 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,948.88 |
10,875.48 |
10,547.51 |
|
R3 |
10,773.32 |
10,699.92 |
10,499.23 |
|
R2 |
10,597.76 |
10,597.76 |
10,483.14 |
|
R1 |
10,524.36 |
10,524.36 |
10,467.04 |
10,561.06 |
PP |
10,422.20 |
10,422.20 |
10,422.20 |
10,440.56 |
S1 |
10,348.80 |
10,348.80 |
10,434.86 |
10,385.50 |
S2 |
10,246.64 |
10,246.64 |
10,418.76 |
|
S3 |
10,071.08 |
10,173.24 |
10,402.67 |
|
S4 |
9,895.52 |
9,997.68 |
10,354.39 |
|
|
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 |
10,495.61 |
10,256.11 |
239.50 |
2.3% |
112.91 |
1.1% |
81% |
True |
False |
|
10 |
10,495.61 |
10,171.24 |
324.37 |
3.1% |
115.44 |
1.1% |
86% |
True |
False |
|
20 |
10,495.61 |
9,678.95 |
816.66 |
7.8% |
142.07 |
1.4% |
95% |
True |
False |
|
40 |
10,495.61 |
9,430.08 |
1,065.53 |
10.2% |
137.94 |
1.3% |
96% |
True |
False |
|
60 |
10,495.61 |
9,252.93 |
1,242.68 |
11.9% |
130.14 |
1.2% |
96% |
True |
False |
|
80 |
10,495.61 |
9,116.52 |
1,379.09 |
13.2% |
130.29 |
1.2% |
97% |
True |
False |
|
100 |
10,495.61 |
8,087.19 |
2,408.42 |
23.0% |
129.84 |
1.2% |
98% |
True |
False |
|
120 |
10,495.61 |
8,087.19 |
2,408.42 |
23.0% |
132.51 |
1.3% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,241.74 |
2.618 |
10,955.23 |
1.618 |
10,779.67 |
1.000 |
10,671.17 |
0.618 |
10,604.11 |
HIGH |
10,495.61 |
0.618 |
10,428.55 |
0.500 |
10,407.83 |
0.382 |
10,387.11 |
LOW |
10,320.05 |
0.618 |
10,211.55 |
1.000 |
10,144.49 |
1.618 |
10,035.99 |
2.618 |
9,860.43 |
4.250 |
9,573.92 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,436.58 |
10,425.92 |
PP |
10,422.20 |
10,400.89 |
S1 |
10,407.83 |
10,375.86 |
|