Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,106.0 |
1,117.2 |
11.2 |
1.0% |
1,057.9 |
High |
1,119.1 |
1,123.4 |
4.3 |
0.4% |
1,101.9 |
Low |
1,105.6 |
1,102.7 |
-2.9 |
-0.3% |
1,053.3 |
Close |
1,114.6 |
1,106.6 |
-8.0 |
-0.7% |
1,095.7 |
Range |
13.5 |
20.7 |
7.2 |
53.3% |
48.6 |
ATR |
17.0 |
17.3 |
0.3 |
1.5% |
0.0 |
Volume |
146,659 |
153,619 |
6,960 |
4.7% |
772,690 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.0 |
1,160.5 |
1,118.0 |
|
R3 |
1,152.3 |
1,139.8 |
1,112.3 |
|
R2 |
1,131.6 |
1,131.6 |
1,110.4 |
|
R1 |
1,119.1 |
1,119.1 |
1,108.5 |
1,115.0 |
PP |
1,110.9 |
1,110.9 |
1,110.9 |
1,108.9 |
S1 |
1,098.4 |
1,098.4 |
1,104.7 |
1,094.3 |
S2 |
1,090.2 |
1,090.2 |
1,102.8 |
|
S3 |
1,069.5 |
1,077.7 |
1,100.9 |
|
S4 |
1,048.8 |
1,057.0 |
1,095.2 |
|
|
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 |
1,123.4 |
1,086.5 |
36.9 |
3.3% |
15.6 |
1.4% |
54% |
True |
False |
109,986 |
10 |
1,123.4 |
1,035.4 |
88.0 |
8.0% |
16.0 |
1.4% |
81% |
True |
False |
134,163 |
20 |
1,123.4 |
1,026.9 |
96.5 |
8.7% |
16.3 |
1.5% |
83% |
True |
False |
135,266 |
40 |
1,123.4 |
985.5 |
137.9 |
12.5% |
16.4 |
1.5% |
88% |
True |
False |
127,186 |
60 |
1,123.4 |
935.7 |
187.7 |
17.0% |
16.4 |
1.5% |
91% |
True |
False |
119,177 |
80 |
1,123.4 |
927.6 |
195.8 |
17.7% |
15.8 |
1.4% |
91% |
True |
False |
107,225 |
100 |
1,123.4 |
907.6 |
215.8 |
19.5% |
15.3 |
1.4% |
92% |
True |
False |
87,869 |
120 |
1,123.4 |
907.6 |
215.8 |
19.5% |
15.6 |
1.4% |
92% |
True |
False |
73,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,211.4 |
2.618 |
1,177.6 |
1.618 |
1,156.9 |
1.000 |
1,144.1 |
0.618 |
1,136.2 |
HIGH |
1,123.4 |
0.618 |
1,115.5 |
0.500 |
1,113.1 |
0.382 |
1,110.6 |
LOW |
1,102.7 |
0.618 |
1,089.9 |
1.000 |
1,082.0 |
1.618 |
1,069.2 |
2.618 |
1,048.5 |
4.250 |
1,014.7 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,113.1 |
1,110.3 |
PP |
1,110.9 |
1,109.1 |
S1 |
1,108.8 |
1,107.8 |
|