Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,140.9 |
1,138.5 |
-2.4 |
-0.2% |
1,108.4 |
High |
1,153.4 |
1,146.5 |
-6.9 |
-0.6% |
1,123.4 |
Low |
1,136.0 |
1,130.0 |
-6.0 |
-0.5% |
1,096.0 |
Close |
1,141.2 |
1,141.9 |
0.7 |
0.1% |
1,116.7 |
Range |
17.4 |
16.5 |
-0.9 |
-5.2% |
27.4 |
ATR |
17.8 |
17.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
143,710 |
180,277 |
36,567 |
25.4% |
607,387 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.0 |
1,181.9 |
1,151.0 |
|
R3 |
1,172.5 |
1,165.4 |
1,146.4 |
|
R2 |
1,156.0 |
1,156.0 |
1,144.9 |
|
R1 |
1,148.9 |
1,148.9 |
1,143.4 |
1,152.5 |
PP |
1,139.5 |
1,139.5 |
1,139.5 |
1,141.2 |
S1 |
1,132.4 |
1,132.4 |
1,140.4 |
1,136.0 |
S2 |
1,123.0 |
1,123.0 |
1,138.9 |
|
S3 |
1,106.5 |
1,115.9 |
1,137.4 |
|
S4 |
1,090.0 |
1,099.4 |
1,132.8 |
|
|
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% |
18.3 |
1.6% |
78% |
False |
False |
166,047 |
10 |
1,153.4 |
1,086.5 |
66.9 |
5.9% |
16.9 |
1.5% |
83% |
False |
False |
138,017 |
20 |
1,153.4 |
1,026.9 |
126.5 |
11.1% |
17.1 |
1.5% |
91% |
False |
False |
145,240 |
40 |
1,153.4 |
985.5 |
167.9 |
14.7% |
16.5 |
1.4% |
93% |
False |
False |
135,259 |
60 |
1,153.4 |
942.6 |
210.8 |
18.5% |
16.6 |
1.5% |
95% |
False |
False |
126,839 |
80 |
1,153.4 |
930.9 |
222.5 |
19.5% |
16.1 |
1.4% |
95% |
False |
False |
114,882 |
100 |
1,153.4 |
907.6 |
245.8 |
21.5% |
15.5 |
1.4% |
95% |
False |
False |
96,008 |
120 |
1,153.4 |
907.6 |
245.8 |
21.5% |
15.7 |
1.4% |
95% |
False |
False |
80,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.6 |
2.618 |
1,189.7 |
1.618 |
1,173.2 |
1.000 |
1,163.0 |
0.618 |
1,156.7 |
HIGH |
1,146.5 |
0.618 |
1,140.2 |
0.500 |
1,138.3 |
0.382 |
1,136.3 |
LOW |
1,130.0 |
0.618 |
1,119.8 |
1.000 |
1,113.5 |
1.618 |
1,103.3 |
2.618 |
1,086.8 |
4.250 |
1,059.9 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,140.7 |
1,141.5 |
PP |
1,139.5 |
1,141.0 |
S1 |
1,138.3 |
1,140.6 |
|