Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
3,249 |
3,240 |
-9 |
-0.3% |
3,154 |
High |
3,264 |
3,319 |
55 |
1.7% |
3,319 |
Low |
3,191 |
3,175 |
-16 |
-0.5% |
3,110 |
Close |
3,197 |
3,299 |
102 |
3.2% |
3,299 |
Range |
73 |
144 |
71 |
97.3% |
209 |
ATR |
81 |
86 |
4 |
5.5% |
0 |
Volume |
9,960 |
4,959 |
-5,001 |
-50.2% |
34,417 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,696 |
3,642 |
3,378 |
|
R3 |
3,552 |
3,498 |
3,339 |
|
R2 |
3,408 |
3,408 |
3,325 |
|
R1 |
3,354 |
3,354 |
3,312 |
3,381 |
PP |
3,264 |
3,264 |
3,264 |
3,278 |
S1 |
3,210 |
3,210 |
3,286 |
3,237 |
S2 |
3,120 |
3,120 |
3,273 |
|
S3 |
2,976 |
3,066 |
3,259 |
|
S4 |
2,832 |
2,922 |
3,220 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,870 |
3,793 |
3,414 |
|
R3 |
3,661 |
3,584 |
3,356 |
|
R2 |
3,452 |
3,452 |
3,337 |
|
R1 |
3,375 |
3,375 |
3,318 |
3,414 |
PP |
3,243 |
3,243 |
3,243 |
3,262 |
S1 |
3,166 |
3,166 |
3,280 |
3,205 |
S2 |
3,034 |
3,034 |
3,261 |
|
S3 |
2,825 |
2,957 |
3,242 |
|
S4 |
2,616 |
2,748 |
3,184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,319 |
3,110 |
209 |
6.3% |
90 |
2.7% |
90% |
True |
False |
6,883 |
10 |
3,319 |
3,102 |
217 |
6.6% |
85 |
2.6% |
91% |
True |
False |
9,021 |
20 |
3,430 |
3,102 |
328 |
9.9% |
81 |
2.5% |
60% |
False |
False |
7,317 |
40 |
3,439 |
2,990 |
449 |
13.6% |
84 |
2.5% |
69% |
False |
False |
4,754 |
60 |
3,439 |
2,784 |
655 |
19.9% |
83 |
2.5% |
79% |
False |
False |
3,552 |
80 |
3,439 |
2,725 |
714 |
21.6% |
82 |
2.5% |
80% |
False |
False |
2,941 |
100 |
3,439 |
2,488 |
951 |
28.8% |
78 |
2.4% |
85% |
False |
False |
2,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,931 |
2.618 |
3,696 |
1.618 |
3,552 |
1.000 |
3,463 |
0.618 |
3,408 |
HIGH |
3,319 |
0.618 |
3,264 |
0.500 |
3,247 |
0.382 |
3,230 |
LOW |
3,175 |
0.618 |
3,086 |
1.000 |
3,031 |
1.618 |
2,942 |
2.618 |
2,798 |
4.250 |
2,563 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
3,282 |
3,277 |
PP |
3,264 |
3,255 |
S1 |
3,247 |
3,233 |
|