Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,091.75 |
1,096.00 |
4.25 |
0.4% |
1,031.25 |
High |
1,103.25 |
1,101.00 |
-2.25 |
-0.2% |
1,069.50 |
Low |
1,091.25 |
1,082.50 |
-8.75 |
-0.8% |
1,026.00 |
Close |
1,096.25 |
1,087.25 |
-9.00 |
-0.8% |
1,066.25 |
Range |
12.00 |
18.50 |
6.50 |
54.2% |
43.50 |
ATR |
19.28 |
19.22 |
-0.06 |
-0.3% |
0.00 |
Volume |
1,810,118 |
1,800,698 |
-9,420 |
-0.5% |
12,785,909 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.75 |
1,135.00 |
1,097.50 |
|
R3 |
1,127.25 |
1,116.50 |
1,092.25 |
|
R2 |
1,108.75 |
1,108.75 |
1,090.75 |
|
R1 |
1,098.00 |
1,098.00 |
1,089.00 |
1,094.00 |
PP |
1,090.25 |
1,090.25 |
1,090.25 |
1,088.25 |
S1 |
1,079.50 |
1,079.50 |
1,085.50 |
1,075.50 |
S2 |
1,071.75 |
1,071.75 |
1,083.75 |
|
S3 |
1,053.25 |
1,061.00 |
1,082.25 |
|
S4 |
1,034.75 |
1,042.50 |
1,077.00 |
|
|
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 |
1,053.50 |
49.75 |
4.6% |
16.50 |
1.5% |
68% |
False |
False |
1,895,157 |
10 |
1,103.25 |
1,026.00 |
77.25 |
7.1% |
20.00 |
1.8% |
79% |
False |
False |
2,261,104 |
20 |
1,103.25 |
1,026.00 |
77.25 |
7.1% |
21.00 |
1.9% |
79% |
False |
False |
2,230,631 |
40 |
1,103.25 |
1,012.00 |
91.25 |
8.4% |
18.50 |
1.7% |
82% |
False |
False |
2,075,619 |
60 |
1,103.25 |
986.50 |
116.75 |
10.7% |
18.00 |
1.6% |
86% |
False |
False |
1,567,300 |
80 |
1,103.25 |
944.75 |
158.50 |
14.6% |
18.00 |
1.7% |
90% |
False |
False |
1,176,109 |
100 |
1,103.25 |
861.25 |
242.00 |
22.3% |
17.75 |
1.6% |
93% |
False |
False |
941,251 |
120 |
1,103.25 |
861.25 |
242.00 |
22.3% |
17.50 |
1.6% |
93% |
False |
False |
784,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.50 |
2.618 |
1,149.50 |
1.618 |
1,131.00 |
1.000 |
1,119.50 |
0.618 |
1,112.50 |
HIGH |
1,101.00 |
0.618 |
1,094.00 |
0.500 |
1,091.75 |
0.382 |
1,089.50 |
LOW |
1,082.50 |
0.618 |
1,071.00 |
1.000 |
1,064.00 |
1.618 |
1,052.50 |
2.618 |
1,034.00 |
4.250 |
1,004.00 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,091.75 |
1,093.00 |
PP |
1,090.25 |
1,091.00 |
S1 |
1,088.75 |
1,089.00 |
|