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 |
10,432.96 |
10,452.23 |
19.27 |
0.2% |
10,320.13 |
High |
10,481.48 |
10,452.23 |
-29.25 |
-0.3% |
10,495.61 |
Low |
10,420.94 |
10,231.25 |
-189.69 |
-1.8% |
10,231.25 |
Close |
10,464.40 |
10,309.92 |
-154.48 |
-1.5% |
10,309.92 |
Range |
60.54 |
220.98 |
160.44 |
265.0% |
264.36 |
ATR |
127.55 |
135.09 |
7.54 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,994.07 |
10,872.98 |
10,431.46 |
|
R3 |
10,773.09 |
10,652.00 |
10,370.69 |
|
R2 |
10,552.11 |
10,552.11 |
10,350.43 |
|
R1 |
10,431.02 |
10,431.02 |
10,330.18 |
10,381.08 |
PP |
10,331.13 |
10,331.13 |
10,331.13 |
10,306.16 |
S1 |
10,210.04 |
10,210.04 |
10,289.66 |
10,160.10 |
S2 |
10,110.15 |
10,110.15 |
10,269.41 |
|
S3 |
9,889.17 |
9,989.06 |
10,249.15 |
|
S4 |
9,668.19 |
9,768.08 |
10,188.38 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,138.67 |
10,988.66 |
10,455.32 |
|
R3 |
10,874.31 |
10,724.30 |
10,382.62 |
|
R2 |
10,609.95 |
10,609.95 |
10,358.39 |
|
R1 |
10,459.94 |
10,459.94 |
10,334.15 |
10,402.77 |
PP |
10,345.59 |
10,345.59 |
10,345.59 |
10,317.01 |
S1 |
10,195.58 |
10,195.58 |
10,285.69 |
10,138.41 |
S2 |
10,081.23 |
10,081.23 |
10,261.45 |
|
S3 |
9,816.87 |
9,931.22 |
10,237.22 |
|
S4 |
9,552.51 |
9,666.86 |
10,164.52 |
|
|
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 |
10,231.25 |
264.36 |
2.6% |
124.50 |
1.2% |
30% |
False |
True |
|
10 |
10,495.61 |
10,192.03 |
303.58 |
2.9% |
122.09 |
1.2% |
39% |
False |
False |
|
20 |
10,495.61 |
9,678.95 |
816.66 |
7.9% |
137.63 |
1.3% |
77% |
False |
False |
|
40 |
10,495.61 |
9,430.08 |
1,065.53 |
10.3% |
135.47 |
1.3% |
83% |
False |
False |
|
60 |
10,495.61 |
9,252.93 |
1,242.68 |
12.1% |
129.05 |
1.3% |
85% |
False |
False |
|
80 |
10,495.61 |
9,116.52 |
1,379.09 |
13.4% |
131.15 |
1.3% |
87% |
False |
False |
|
100 |
10,495.61 |
8,093.31 |
2,402.30 |
23.3% |
129.34 |
1.3% |
92% |
False |
False |
|
120 |
10,495.61 |
8,087.19 |
2,408.42 |
23.4% |
132.24 |
1.3% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,391.40 |
2.618 |
11,030.76 |
1.618 |
10,809.78 |
1.000 |
10,673.21 |
0.618 |
10,588.80 |
HIGH |
10,452.23 |
0.618 |
10,367.82 |
0.500 |
10,341.74 |
0.382 |
10,315.66 |
LOW |
10,231.25 |
0.618 |
10,094.68 |
1.000 |
10,010.27 |
1.618 |
9,873.70 |
2.618 |
9,652.72 |
4.250 |
9,292.09 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,341.74 |
10,356.37 |
PP |
10,331.13 |
10,340.88 |
S1 |
10,320.53 |
10,325.40 |
|