Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,119.6 |
1,140.1 |
20.5 |
1.8% |
1,108.4 |
High |
1,144.2 |
1,142.0 |
-2.2 |
-0.2% |
1,123.4 |
Low |
1,119.5 |
1,127.8 |
8.3 |
0.7% |
1,096.0 |
Close |
1,139.2 |
1,139.4 |
0.2 |
0.0% |
1,116.7 |
Range |
24.7 |
14.2 |
-10.5 |
-42.5% |
27.4 |
ATR |
18.1 |
17.8 |
-0.3 |
-1.5% |
0.0 |
Volume |
149,129 |
188,594 |
39,465 |
26.5% |
607,387 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.0 |
1,173.4 |
1,147.2 |
|
R3 |
1,164.8 |
1,159.2 |
1,143.3 |
|
R2 |
1,150.6 |
1,150.6 |
1,142.0 |
|
R1 |
1,145.0 |
1,145.0 |
1,140.7 |
1,140.7 |
PP |
1,136.4 |
1,136.4 |
1,136.4 |
1,134.3 |
S1 |
1,130.8 |
1,130.8 |
1,138.1 |
1,126.5 |
S2 |
1,122.2 |
1,122.2 |
1,136.8 |
|
S3 |
1,108.0 |
1,116.6 |
1,135.5 |
|
S4 |
1,093.8 |
1,102.4 |
1,131.6 |
|
|
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 |
1,101.2 |
43.0 |
3.8% |
18.3 |
1.6% |
89% |
False |
False |
161,305 |
10 |
1,144.2 |
1,080.5 |
63.7 |
5.6% |
16.4 |
1.4% |
92% |
False |
False |
145,571 |
20 |
1,144.2 |
1,026.9 |
117.3 |
10.3% |
16.8 |
1.5% |
96% |
False |
False |
142,187 |
40 |
1,144.2 |
985.5 |
158.7 |
13.9% |
16.8 |
1.5% |
97% |
False |
False |
132,247 |
60 |
1,144.2 |
941.2 |
203.0 |
17.8% |
16.5 |
1.4% |
98% |
False |
False |
123,966 |
80 |
1,144.2 |
927.6 |
216.6 |
19.0% |
16.1 |
1.4% |
98% |
False |
False |
112,394 |
100 |
1,144.2 |
907.6 |
236.6 |
20.8% |
15.4 |
1.4% |
98% |
False |
False |
92,815 |
120 |
1,144.2 |
907.6 |
236.6 |
20.8% |
15.7 |
1.4% |
98% |
False |
False |
77,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.4 |
2.618 |
1,179.2 |
1.618 |
1,165.0 |
1.000 |
1,156.2 |
0.618 |
1,150.8 |
HIGH |
1,142.0 |
0.618 |
1,136.6 |
0.500 |
1,134.9 |
0.382 |
1,133.2 |
LOW |
1,127.8 |
0.618 |
1,119.0 |
1.000 |
1,113.6 |
1.618 |
1,104.8 |
2.618 |
1,090.6 |
4.250 |
1,067.5 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,137.9 |
1,133.8 |
PP |
1,136.4 |
1,128.3 |
S1 |
1,134.9 |
1,122.7 |
|