Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,103.3 |
1,119.6 |
16.3 |
1.5% |
1,108.4 |
High |
1,119.7 |
1,144.2 |
24.5 |
2.2% |
1,123.4 |
Low |
1,101.2 |
1,119.5 |
18.3 |
1.7% |
1,096.0 |
Close |
1,116.7 |
1,139.2 |
22.5 |
2.0% |
1,116.7 |
Range |
18.5 |
24.7 |
6.2 |
33.5% |
27.4 |
ATR |
17.4 |
18.1 |
0.7 |
4.2% |
0.0 |
Volume |
168,528 |
149,129 |
-19,399 |
-11.5% |
607,387 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.4 |
1,198.5 |
1,152.8 |
|
R3 |
1,183.7 |
1,173.8 |
1,146.0 |
|
R2 |
1,159.0 |
1,159.0 |
1,143.7 |
|
R1 |
1,149.1 |
1,149.1 |
1,141.5 |
1,154.1 |
PP |
1,134.3 |
1,134.3 |
1,134.3 |
1,136.8 |
S1 |
1,124.4 |
1,124.4 |
1,136.9 |
1,129.4 |
S2 |
1,109.6 |
1,109.6 |
1,134.7 |
|
S3 |
1,084.9 |
1,099.7 |
1,132.4 |
|
S4 |
1,060.2 |
1,075.0 |
1,125.6 |
|
|
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 |
1,144.2 |
1,097.2 |
47.0 |
4.1% |
18.0 |
1.6% |
89% |
True |
False |
151,093 |
10 |
1,144.2 |
1,058.0 |
86.2 |
7.6% |
18.0 |
1.6% |
94% |
True |
False |
139,975 |
20 |
1,144.2 |
1,026.9 |
117.3 |
10.3% |
16.9 |
1.5% |
96% |
True |
False |
137,497 |
40 |
1,144.2 |
985.5 |
158.7 |
13.9% |
16.8 |
1.5% |
97% |
True |
False |
129,775 |
60 |
1,144.2 |
935.7 |
208.5 |
18.3% |
16.6 |
1.5% |
98% |
True |
False |
122,251 |
80 |
1,144.2 |
927.6 |
216.6 |
19.0% |
16.1 |
1.4% |
98% |
True |
False |
110,403 |
100 |
1,144.2 |
907.6 |
236.6 |
20.8% |
15.4 |
1.4% |
98% |
True |
False |
90,956 |
120 |
1,144.2 |
907.6 |
236.6 |
20.8% |
15.7 |
1.4% |
98% |
True |
False |
76,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,249.2 |
2.618 |
1,208.9 |
1.618 |
1,184.2 |
1.000 |
1,168.9 |
0.618 |
1,159.5 |
HIGH |
1,144.2 |
0.618 |
1,134.8 |
0.500 |
1,131.9 |
0.382 |
1,128.9 |
LOW |
1,119.5 |
0.618 |
1,104.2 |
1.000 |
1,094.8 |
1.618 |
1,079.5 |
2.618 |
1,054.8 |
4.250 |
1,014.5 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,136.8 |
1,133.7 |
PP |
1,134.3 |
1,128.2 |
S1 |
1,131.9 |
1,122.7 |
|