Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
3,240 |
3,290 |
50 |
1.5% |
3,154 |
High |
3,319 |
3,315 |
-4 |
-0.1% |
3,319 |
Low |
3,175 |
3,275 |
100 |
3.1% |
3,110 |
Close |
3,299 |
3,293 |
-6 |
-0.2% |
3,299 |
Range |
144 |
40 |
-104 |
-72.2% |
209 |
ATR |
86 |
82 |
-3 |
-3.8% |
0 |
Volume |
4,959 |
8,878 |
3,919 |
79.0% |
34,417 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414 |
3,394 |
3,315 |
|
R3 |
3,374 |
3,354 |
3,304 |
|
R2 |
3,334 |
3,334 |
3,300 |
|
R1 |
3,314 |
3,314 |
3,297 |
3,324 |
PP |
3,294 |
3,294 |
3,294 |
3,300 |
S1 |
3,274 |
3,274 |
3,289 |
3,284 |
S2 |
3,254 |
3,254 |
3,286 |
|
S3 |
3,214 |
3,234 |
3,282 |
|
S4 |
3,174 |
3,194 |
3,271 |
|
|
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% |
89 |
2.7% |
88% |
False |
False |
6,429 |
10 |
3,319 |
3,102 |
217 |
6.6% |
83 |
2.5% |
88% |
False |
False |
9,124 |
20 |
3,409 |
3,102 |
307 |
9.3% |
77 |
2.4% |
62% |
False |
False |
7,612 |
40 |
3,439 |
2,990 |
449 |
13.6% |
84 |
2.6% |
67% |
False |
False |
4,964 |
60 |
3,439 |
2,784 |
655 |
19.9% |
80 |
2.4% |
78% |
False |
False |
3,686 |
80 |
3,439 |
2,725 |
714 |
21.7% |
81 |
2.4% |
80% |
False |
False |
3,047 |
100 |
3,439 |
2,488 |
951 |
28.9% |
78 |
2.4% |
85% |
False |
False |
2,580 |
120 |
3,439 |
2,466 |
973 |
29.5% |
74 |
2.3% |
85% |
False |
False |
2,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,485 |
2.618 |
3,420 |
1.618 |
3,380 |
1.000 |
3,355 |
0.618 |
3,340 |
HIGH |
3,315 |
0.618 |
3,300 |
0.500 |
3,295 |
0.382 |
3,290 |
LOW |
3,275 |
0.618 |
3,250 |
1.000 |
3,235 |
1.618 |
3,210 |
2.618 |
3,170 |
4.250 |
3,105 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
3,295 |
3,278 |
PP |
3,294 |
3,262 |
S1 |
3,294 |
3,247 |
|