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 |
10,320.13 |
10,451.25 |
131.12 |
1.3% |
10,267.53 |
High |
10,495.61 |
10,453.97 |
-41.64 |
-0.4% |
10,438.17 |
Low |
10,320.05 |
10,359.58 |
39.53 |
0.4% |
10,256.11 |
Close |
10,450.95 |
10,433.71 |
-17.24 |
-0.2% |
10,318.16 |
Range |
175.56 |
94.39 |
-81.17 |
-46.2% |
182.06 |
ATR |
135.65 |
132.71 |
-2.95 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,698.92 |
10,660.71 |
10,485.62 |
|
R3 |
10,604.53 |
10,566.32 |
10,459.67 |
|
R2 |
10,510.14 |
10,510.14 |
10,451.01 |
|
R1 |
10,471.93 |
10,471.93 |
10,442.36 |
10,443.84 |
PP |
10,415.75 |
10,415.75 |
10,415.75 |
10,401.71 |
S1 |
10,377.54 |
10,377.54 |
10,425.06 |
10,349.45 |
S2 |
10,321.36 |
10,321.36 |
10,416.41 |
|
S3 |
10,226.97 |
10,283.15 |
10,407.75 |
|
S4 |
10,132.58 |
10,188.76 |
10,381.80 |
|
|
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% |
116.55 |
1.1% |
74% |
False |
False |
|
10 |
10,495.61 |
10,171.24 |
324.37 |
3.1% |
118.56 |
1.1% |
81% |
False |
False |
|
20 |
10,495.61 |
9,678.95 |
816.66 |
7.8% |
141.31 |
1.4% |
92% |
False |
False |
|
40 |
10,495.61 |
9,430.08 |
1,065.53 |
10.2% |
137.92 |
1.3% |
94% |
False |
False |
|
60 |
10,495.61 |
9,252.93 |
1,242.68 |
11.9% |
129.93 |
1.2% |
95% |
False |
False |
|
80 |
10,495.61 |
9,116.52 |
1,379.09 |
13.2% |
129.91 |
1.2% |
96% |
False |
False |
|
100 |
10,495.61 |
8,087.19 |
2,408.42 |
23.1% |
129.56 |
1.2% |
97% |
False |
False |
|
120 |
10,495.61 |
8,087.19 |
2,408.42 |
23.1% |
132.14 |
1.3% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,855.13 |
2.618 |
10,701.08 |
1.618 |
10,606.69 |
1.000 |
10,548.36 |
0.618 |
10,512.30 |
HIGH |
10,453.97 |
0.618 |
10,417.91 |
0.500 |
10,406.78 |
0.382 |
10,395.64 |
LOW |
10,359.58 |
0.618 |
10,301.25 |
1.000 |
10,265.19 |
1.618 |
10,206.86 |
2.618 |
10,112.47 |
4.250 |
9,958.42 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,424.73 |
10,417.02 |
PP |
10,415.75 |
10,400.33 |
S1 |
10,406.78 |
10,383.65 |
|