Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,091.50 |
1,091.75 |
0.25 |
0.0% |
1,031.25 |
High |
1,094.50 |
1,103.25 |
8.75 |
0.8% |
1,069.50 |
Low |
1,085.00 |
1,091.25 |
6.25 |
0.6% |
1,026.00 |
Close |
1,092.00 |
1,096.25 |
4.25 |
0.4% |
1,066.25 |
Range |
9.50 |
12.00 |
2.50 |
26.3% |
43.50 |
ATR |
19.84 |
19.28 |
-0.56 |
-2.8% |
0.00 |
Volume |
1,833,896 |
1,810,118 |
-23,778 |
-1.3% |
12,785,909 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.00 |
1,126.50 |
1,102.75 |
|
R3 |
1,121.00 |
1,114.50 |
1,099.50 |
|
R2 |
1,109.00 |
1,109.00 |
1,098.50 |
|
R1 |
1,102.50 |
1,102.50 |
1,097.25 |
1,105.75 |
PP |
1,097.00 |
1,097.00 |
1,097.00 |
1,098.50 |
S1 |
1,090.50 |
1,090.50 |
1,095.25 |
1,093.75 |
S2 |
1,085.00 |
1,085.00 |
1,094.00 |
|
S3 |
1,073.00 |
1,078.50 |
1,093.00 |
|
S4 |
1,061.00 |
1,066.50 |
1,089.75 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.50 |
1,168.75 |
1,090.25 |
|
R3 |
1,141.00 |
1,125.25 |
1,078.25 |
|
R2 |
1,097.50 |
1,097.50 |
1,074.25 |
|
R1 |
1,081.75 |
1,081.75 |
1,070.25 |
1,089.50 |
PP |
1,054.00 |
1,054.00 |
1,054.00 |
1,057.75 |
S1 |
1,038.25 |
1,038.25 |
1,062.25 |
1,046.00 |
S2 |
1,010.50 |
1,010.50 |
1,058.25 |
|
S3 |
967.00 |
994.75 |
1,054.25 |
|
S4 |
923.50 |
951.25 |
1,042.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,103.25 |
1,039.00 |
64.25 |
5.9% |
18.00 |
1.6% |
89% |
True |
False |
2,007,173 |
10 |
1,103.25 |
1,026.00 |
77.25 |
7.0% |
20.75 |
1.9% |
91% |
True |
False |
2,365,341 |
20 |
1,103.25 |
1,026.00 |
77.25 |
7.0% |
20.75 |
1.9% |
91% |
True |
False |
2,238,997 |
40 |
1,103.25 |
1,012.00 |
91.25 |
8.3% |
18.50 |
1.7% |
92% |
True |
False |
2,092,742 |
60 |
1,103.25 |
972.50 |
130.75 |
11.9% |
18.00 |
1.6% |
95% |
True |
False |
1,537,328 |
80 |
1,103.25 |
939.50 |
163.75 |
14.9% |
18.00 |
1.6% |
96% |
True |
False |
1,153,620 |
100 |
1,103.25 |
861.25 |
242.00 |
22.1% |
17.75 |
1.6% |
97% |
True |
False |
923,256 |
120 |
1,103.25 |
861.25 |
242.00 |
22.1% |
17.50 |
1.6% |
97% |
True |
False |
769,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.25 |
2.618 |
1,134.75 |
1.618 |
1,122.75 |
1.000 |
1,115.25 |
0.618 |
1,110.75 |
HIGH |
1,103.25 |
0.618 |
1,098.75 |
0.500 |
1,097.25 |
0.382 |
1,095.75 |
LOW |
1,091.25 |
0.618 |
1,083.75 |
1.000 |
1,079.25 |
1.618 |
1,071.75 |
2.618 |
1,059.75 |
4.250 |
1,040.25 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,097.25 |
1,092.25 |
PP |
1,097.00 |
1,088.25 |
S1 |
1,096.50 |
1,084.00 |
|