Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,103.7 |
1,106.0 |
2.3 |
0.2% |
1,057.9 |
High |
1,109.7 |
1,119.1 |
9.4 |
0.8% |
1,101.9 |
Low |
1,097.2 |
1,105.6 |
8.4 |
0.8% |
1,053.3 |
Close |
1,102.5 |
1,114.6 |
12.1 |
1.1% |
1,095.7 |
Range |
12.5 |
13.5 |
1.0 |
8.0% |
48.6 |
ATR |
17.1 |
17.0 |
0.0 |
-0.2% |
0.0 |
Volume |
137,533 |
146,659 |
9,126 |
6.6% |
772,690 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.6 |
1,147.6 |
1,122.0 |
|
R3 |
1,140.1 |
1,134.1 |
1,118.3 |
|
R2 |
1,126.6 |
1,126.6 |
1,117.1 |
|
R1 |
1,120.6 |
1,120.6 |
1,115.8 |
1,123.6 |
PP |
1,113.1 |
1,113.1 |
1,113.1 |
1,114.6 |
S1 |
1,107.1 |
1,107.1 |
1,113.4 |
1,110.1 |
S2 |
1,099.6 |
1,099.6 |
1,112.1 |
|
S3 |
1,086.1 |
1,093.6 |
1,110.9 |
|
S4 |
1,072.6 |
1,080.1 |
1,107.2 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.4 |
1,211.2 |
1,122.4 |
|
R3 |
1,180.8 |
1,162.6 |
1,109.1 |
|
R2 |
1,132.2 |
1,132.2 |
1,104.6 |
|
R1 |
1,114.0 |
1,114.0 |
1,100.2 |
1,123.1 |
PP |
1,083.6 |
1,083.6 |
1,083.6 |
1,088.2 |
S1 |
1,065.4 |
1,065.4 |
1,091.2 |
1,074.5 |
S2 |
1,035.0 |
1,035.0 |
1,086.8 |
|
S3 |
986.4 |
1,016.8 |
1,082.3 |
|
S4 |
937.8 |
968.2 |
1,069.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,119.1 |
1,084.3 |
34.8 |
3.1% |
13.6 |
1.2% |
87% |
True |
False |
117,431 |
10 |
1,119.1 |
1,026.9 |
92.2 |
8.3% |
16.1 |
1.4% |
95% |
True |
False |
134,092 |
20 |
1,119.1 |
1,026.9 |
92.2 |
8.3% |
16.3 |
1.5% |
95% |
True |
False |
134,298 |
40 |
1,119.1 |
985.5 |
133.6 |
12.0% |
16.2 |
1.5% |
97% |
True |
False |
126,222 |
60 |
1,119.1 |
933.3 |
185.8 |
16.7% |
16.3 |
1.5% |
98% |
True |
False |
117,500 |
80 |
1,119.1 |
927.6 |
191.5 |
17.2% |
15.6 |
1.4% |
98% |
True |
False |
105,516 |
100 |
1,119.1 |
907.6 |
211.5 |
19.0% |
15.2 |
1.4% |
98% |
True |
False |
86,352 |
120 |
1,119.1 |
907.6 |
211.5 |
19.0% |
15.6 |
1.4% |
98% |
True |
False |
72,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.5 |
2.618 |
1,154.4 |
1.618 |
1,140.9 |
1.000 |
1,132.6 |
0.618 |
1,127.4 |
HIGH |
1,119.1 |
0.618 |
1,113.9 |
0.500 |
1,112.4 |
0.382 |
1,110.8 |
LOW |
1,105.6 |
0.618 |
1,097.3 |
1.000 |
1,092.1 |
1.618 |
1,083.8 |
2.618 |
1,070.3 |
4.250 |
1,048.2 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,113.9 |
1,112.3 |
PP |
1,113.1 |
1,109.9 |
S1 |
1,112.4 |
1,107.6 |
|