Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,117.2 |
1,103.3 |
-13.9 |
-1.2% |
1,108.4 |
High |
1,123.4 |
1,119.7 |
-3.7 |
-0.3% |
1,123.4 |
Low |
1,102.7 |
1,101.2 |
-1.5 |
-0.1% |
1,096.0 |
Close |
1,106.6 |
1,116.7 |
10.1 |
0.9% |
1,116.7 |
Range |
20.7 |
18.5 |
-2.2 |
-10.6% |
27.4 |
ATR |
17.3 |
17.4 |
0.1 |
0.5% |
0.0 |
Volume |
153,619 |
168,528 |
14,909 |
9.7% |
607,387 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.0 |
1,160.9 |
1,126.9 |
|
R3 |
1,149.5 |
1,142.4 |
1,121.8 |
|
R2 |
1,131.0 |
1,131.0 |
1,120.1 |
|
R1 |
1,123.9 |
1,123.9 |
1,118.4 |
1,127.5 |
PP |
1,112.5 |
1,112.5 |
1,112.5 |
1,114.3 |
S1 |
1,105.4 |
1,105.4 |
1,115.0 |
1,109.0 |
S2 |
1,094.0 |
1,094.0 |
1,113.3 |
|
S3 |
1,075.5 |
1,086.9 |
1,111.6 |
|
S4 |
1,057.0 |
1,068.4 |
1,106.5 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.2 |
1,182.9 |
1,131.8 |
|
R3 |
1,166.8 |
1,155.5 |
1,124.2 |
|
R2 |
1,139.4 |
1,139.4 |
1,121.7 |
|
R1 |
1,128.1 |
1,128.1 |
1,119.2 |
1,133.8 |
PP |
1,112.0 |
1,112.0 |
1,112.0 |
1,114.9 |
S1 |
1,100.7 |
1,100.7 |
1,114.2 |
1,106.4 |
S2 |
1,084.6 |
1,084.6 |
1,111.7 |
|
S3 |
1,057.2 |
1,073.3 |
1,109.2 |
|
S4 |
1,029.8 |
1,045.9 |
1,101.6 |
|
|
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 |
1,096.0 |
27.4 |
2.5% |
16.2 |
1.4% |
76% |
False |
False |
121,477 |
10 |
1,123.4 |
1,053.3 |
70.1 |
6.3% |
16.5 |
1.5% |
90% |
False |
False |
138,007 |
20 |
1,123.4 |
1,026.9 |
96.5 |
8.6% |
16.5 |
1.5% |
93% |
False |
False |
136,124 |
40 |
1,123.4 |
985.5 |
137.9 |
12.3% |
16.5 |
1.5% |
95% |
False |
False |
128,621 |
60 |
1,123.4 |
935.7 |
187.7 |
16.8% |
16.5 |
1.5% |
96% |
False |
False |
120,638 |
80 |
1,123.4 |
927.6 |
195.8 |
17.5% |
15.9 |
1.4% |
97% |
False |
False |
109,077 |
100 |
1,123.4 |
907.6 |
215.8 |
19.3% |
15.2 |
1.4% |
97% |
False |
False |
89,501 |
120 |
1,123.4 |
907.6 |
215.8 |
19.3% |
15.7 |
1.4% |
97% |
False |
False |
75,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.3 |
2.618 |
1,168.1 |
1.618 |
1,149.6 |
1.000 |
1,138.2 |
0.618 |
1,131.1 |
HIGH |
1,119.7 |
0.618 |
1,112.6 |
0.500 |
1,110.5 |
0.382 |
1,108.3 |
LOW |
1,101.2 |
0.618 |
1,089.8 |
1.000 |
1,082.7 |
1.618 |
1,071.3 |
2.618 |
1,052.8 |
4.250 |
1,022.6 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,114.6 |
1,115.2 |
PP |
1,112.5 |
1,113.8 |
S1 |
1,110.5 |
1,112.3 |
|