Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,452.23 |
10,309.77 |
-142.46 |
-1.4% |
10,320.13 |
High |
10,452.23 |
10,364.34 |
-87.89 |
-0.8% |
10,495.61 |
Low |
10,231.25 |
10,263.29 |
32.04 |
0.3% |
10,231.25 |
Close |
10,309.92 |
10,344.84 |
34.92 |
0.3% |
10,309.92 |
Range |
220.98 |
101.05 |
-119.93 |
-54.3% |
264.36 |
ATR |
135.09 |
132.66 |
-2.43 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,627.31 |
10,587.12 |
10,400.42 |
|
R3 |
10,526.26 |
10,486.07 |
10,372.63 |
|
R2 |
10,425.21 |
10,425.21 |
10,363.37 |
|
R1 |
10,385.02 |
10,385.02 |
10,354.10 |
10,405.12 |
PP |
10,324.16 |
10,324.16 |
10,324.16 |
10,334.20 |
S1 |
10,283.97 |
10,283.97 |
10,335.58 |
10,304.07 |
S2 |
10,223.11 |
10,223.11 |
10,326.31 |
|
S3 |
10,122.06 |
10,182.92 |
10,317.05 |
|
S4 |
10,021.01 |
10,081.87 |
10,289.26 |
|
|
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% |
130.50 |
1.3% |
43% |
False |
False |
|
10 |
10,495.61 |
10,231.25 |
264.36 |
2.6% |
120.83 |
1.2% |
43% |
False |
False |
|
20 |
10,495.61 |
9,678.95 |
816.66 |
7.9% |
128.80 |
1.2% |
82% |
False |
False |
|
40 |
10,495.61 |
9,481.09 |
1,014.52 |
9.8% |
135.63 |
1.3% |
85% |
False |
False |
|
60 |
10,495.61 |
9,321.63 |
1,173.98 |
11.3% |
129.11 |
1.2% |
87% |
False |
False |
|
80 |
10,495.61 |
9,116.52 |
1,379.09 |
13.3% |
130.96 |
1.3% |
89% |
False |
False |
|
100 |
10,495.61 |
8,093.31 |
2,402.30 |
23.2% |
129.51 |
1.3% |
94% |
False |
False |
|
120 |
10,495.61 |
8,087.19 |
2,408.42 |
23.3% |
131.46 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,793.80 |
2.618 |
10,628.89 |
1.618 |
10,527.84 |
1.000 |
10,465.39 |
0.618 |
10,426.79 |
HIGH |
10,364.34 |
0.618 |
10,325.74 |
0.500 |
10,313.82 |
0.382 |
10,301.89 |
LOW |
10,263.29 |
0.618 |
10,200.84 |
1.000 |
10,162.24 |
1.618 |
10,099.79 |
2.618 |
9,998.74 |
4.250 |
9,833.83 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,334.50 |
10,356.37 |
PP |
10,324.16 |
10,352.52 |
S1 |
10,313.82 |
10,348.68 |
|