Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,096.00 |
1,087.50 |
-8.50 |
-0.8% |
1,065.75 |
High |
1,101.00 |
1,096.00 |
-5.00 |
-0.5% |
1,103.25 |
Low |
1,082.50 |
1,082.75 |
0.25 |
0.0% |
1,065.00 |
Close |
1,087.25 |
1,091.50 |
4.25 |
0.4% |
1,091.50 |
Range |
18.50 |
13.25 |
-5.25 |
-28.4% |
38.25 |
ATR |
19.22 |
18.80 |
-0.43 |
-2.2% |
0.00 |
Volume |
1,800,698 |
2,020,189 |
219,491 |
12.2% |
9,546,959 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.75 |
1,124.00 |
1,098.75 |
|
R3 |
1,116.50 |
1,110.75 |
1,095.25 |
|
R2 |
1,103.25 |
1,103.25 |
1,094.00 |
|
R1 |
1,097.50 |
1,097.50 |
1,092.75 |
1,100.50 |
PP |
1,090.00 |
1,090.00 |
1,090.00 |
1,091.50 |
S1 |
1,084.25 |
1,084.25 |
1,090.25 |
1,087.00 |
S2 |
1,076.75 |
1,076.75 |
1,089.00 |
|
S3 |
1,063.50 |
1,071.00 |
1,087.75 |
|
S4 |
1,050.25 |
1,057.75 |
1,084.25 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.25 |
1,184.75 |
1,112.50 |
|
R3 |
1,163.00 |
1,146.50 |
1,102.00 |
|
R2 |
1,124.75 |
1,124.75 |
1,098.50 |
|
R1 |
1,108.25 |
1,108.25 |
1,095.00 |
1,116.50 |
PP |
1,086.50 |
1,086.50 |
1,086.50 |
1,090.75 |
S1 |
1,070.00 |
1,070.00 |
1,088.00 |
1,078.25 |
S2 |
1,048.25 |
1,048.25 |
1,084.50 |
|
S3 |
1,010.00 |
1,031.75 |
1,081.00 |
|
S4 |
971.75 |
993.50 |
1,070.50 |
|
|
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 |
1,065.00 |
38.25 |
3.5% |
16.00 |
1.5% |
69% |
False |
False |
1,909,391 |
10 |
1,103.25 |
1,026.00 |
77.25 |
7.1% |
18.00 |
1.6% |
85% |
False |
False |
2,233,286 |
20 |
1,103.25 |
1,026.00 |
77.25 |
7.1% |
20.75 |
1.9% |
85% |
False |
False |
2,239,684 |
40 |
1,103.25 |
1,012.00 |
91.25 |
8.4% |
18.50 |
1.7% |
87% |
False |
False |
2,064,191 |
60 |
1,103.25 |
986.50 |
116.75 |
10.7% |
18.00 |
1.6% |
90% |
False |
False |
1,600,896 |
80 |
1,103.25 |
958.50 |
144.75 |
13.3% |
17.75 |
1.6% |
92% |
False |
False |
1,201,340 |
100 |
1,103.25 |
861.25 |
242.00 |
22.2% |
17.50 |
1.6% |
95% |
False |
False |
961,430 |
120 |
1,103.25 |
861.25 |
242.00 |
22.2% |
17.50 |
1.6% |
95% |
False |
False |
801,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.25 |
2.618 |
1,130.75 |
1.618 |
1,117.50 |
1.000 |
1,109.25 |
0.618 |
1,104.25 |
HIGH |
1,096.00 |
0.618 |
1,091.00 |
0.500 |
1,089.50 |
0.382 |
1,087.75 |
LOW |
1,082.75 |
0.618 |
1,074.50 |
1.000 |
1,069.50 |
1.618 |
1,061.25 |
2.618 |
1,048.00 |
4.250 |
1,026.50 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,090.75 |
1,093.00 |
PP |
1,090.00 |
1,092.50 |
S1 |
1,089.50 |
1,092.00 |
|