Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,140.1 |
1,140.9 |
0.8 |
0.1% |
1,108.4 |
High |
1,142.0 |
1,153.4 |
11.4 |
1.0% |
1,123.4 |
Low |
1,127.8 |
1,136.0 |
8.2 |
0.7% |
1,096.0 |
Close |
1,139.4 |
1,141.2 |
1.8 |
0.2% |
1,116.7 |
Range |
14.2 |
17.4 |
3.2 |
22.5% |
27.4 |
ATR |
17.8 |
17.8 |
0.0 |
-0.2% |
0.0 |
Volume |
188,594 |
143,710 |
-44,884 |
-23.8% |
607,387 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.7 |
1,185.9 |
1,150.8 |
|
R3 |
1,178.3 |
1,168.5 |
1,146.0 |
|
R2 |
1,160.9 |
1,160.9 |
1,144.4 |
|
R1 |
1,151.1 |
1,151.1 |
1,142.8 |
1,156.0 |
PP |
1,143.5 |
1,143.5 |
1,143.5 |
1,146.0 |
S1 |
1,133.7 |
1,133.7 |
1,139.6 |
1,138.6 |
S2 |
1,126.1 |
1,126.1 |
1,138.0 |
|
S3 |
1,108.7 |
1,116.3 |
1,136.4 |
|
S4 |
1,091.3 |
1,098.9 |
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 |
1,153.4 |
1,101.2 |
52.2 |
4.6% |
19.1 |
1.7% |
77% |
True |
False |
160,716 |
10 |
1,153.4 |
1,084.3 |
69.1 |
6.1% |
16.4 |
1.4% |
82% |
True |
False |
139,073 |
20 |
1,153.4 |
1,026.9 |
126.5 |
11.1% |
16.8 |
1.5% |
90% |
True |
False |
143,244 |
40 |
1,153.4 |
985.5 |
167.9 |
14.7% |
16.9 |
1.5% |
93% |
True |
False |
133,538 |
60 |
1,153.4 |
941.2 |
212.2 |
18.6% |
16.5 |
1.4% |
94% |
True |
False |
125,118 |
80 |
1,153.4 |
927.6 |
225.8 |
19.8% |
16.1 |
1.4% |
95% |
True |
False |
113,676 |
100 |
1,153.4 |
907.6 |
245.8 |
21.5% |
15.5 |
1.4% |
95% |
True |
False |
94,236 |
120 |
1,153.4 |
907.6 |
245.8 |
21.5% |
15.7 |
1.4% |
95% |
True |
False |
79,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.4 |
2.618 |
1,199.0 |
1.618 |
1,181.6 |
1.000 |
1,170.8 |
0.618 |
1,164.2 |
HIGH |
1,153.4 |
0.618 |
1,146.8 |
0.500 |
1,144.7 |
0.382 |
1,142.6 |
LOW |
1,136.0 |
0.618 |
1,125.2 |
1.000 |
1,118.6 |
1.618 |
1,107.8 |
2.618 |
1,090.4 |
4.250 |
1,062.1 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,144.7 |
1,139.6 |
PP |
1,143.5 |
1,138.0 |
S1 |
1,142.4 |
1,136.5 |
|