Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,451.25 |
10,432.96 |
-18.29 |
-0.2% |
10,267.53 |
High |
10,453.97 |
10,481.48 |
27.51 |
0.3% |
10,438.17 |
Low |
10,359.58 |
10,420.94 |
61.36 |
0.6% |
10,256.11 |
Close |
10,433.71 |
10,464.40 |
30.69 |
0.3% |
10,318.16 |
Range |
94.39 |
60.54 |
-33.85 |
-35.9% |
182.06 |
ATR |
132.71 |
127.55 |
-5.15 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,637.23 |
10,611.35 |
10,497.70 |
|
R3 |
10,576.69 |
10,550.81 |
10,481.05 |
|
R2 |
10,516.15 |
10,516.15 |
10,475.50 |
|
R1 |
10,490.27 |
10,490.27 |
10,469.95 |
10,503.21 |
PP |
10,455.61 |
10,455.61 |
10,455.61 |
10,462.08 |
S1 |
10,429.73 |
10,429.73 |
10,458.85 |
10,442.67 |
S2 |
10,395.07 |
10,395.07 |
10,453.30 |
|
S3 |
10,334.53 |
10,369.19 |
10,447.75 |
|
S4 |
10,273.99 |
10,308.65 |
10,431.10 |
|
|
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% |
114.15 |
1.1% |
87% |
False |
False |
|
10 |
10,495.61 |
10,171.24 |
324.37 |
3.1% |
115.03 |
1.1% |
90% |
False |
False |
|
20 |
10,495.61 |
9,678.95 |
816.66 |
7.8% |
137.12 |
1.3% |
96% |
False |
False |
|
40 |
10,495.61 |
9,430.08 |
1,065.53 |
10.2% |
135.23 |
1.3% |
97% |
False |
False |
|
60 |
10,495.61 |
9,252.93 |
1,242.68 |
11.9% |
126.51 |
1.2% |
97% |
False |
False |
|
80 |
10,495.61 |
9,116.52 |
1,379.09 |
13.2% |
129.79 |
1.2% |
98% |
False |
False |
|
100 |
10,495.61 |
8,087.19 |
2,408.42 |
23.0% |
128.45 |
1.2% |
99% |
False |
False |
|
120 |
10,495.61 |
8,087.19 |
2,408.42 |
23.0% |
131.05 |
1.3% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,738.78 |
2.618 |
10,639.97 |
1.618 |
10,579.43 |
1.000 |
10,542.02 |
0.618 |
10,518.89 |
HIGH |
10,481.48 |
0.618 |
10,458.35 |
0.500 |
10,451.21 |
0.382 |
10,444.07 |
LOW |
10,420.94 |
0.618 |
10,383.53 |
1.000 |
10,360.40 |
1.618 |
10,322.99 |
2.618 |
10,262.45 |
4.250 |
10,163.65 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,460.00 |
10,445.54 |
PP |
10,455.61 |
10,426.69 |
S1 |
10,451.21 |
10,407.83 |
|