Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,087.50 |
1,092.00 |
4.50 |
0.4% |
1,065.75 |
High |
1,096.00 |
1,112.25 |
16.25 |
1.5% |
1,103.25 |
Low |
1,082.75 |
1,091.00 |
8.25 |
0.8% |
1,065.00 |
Close |
1,091.50 |
1,106.25 |
14.75 |
1.4% |
1,091.50 |
Range |
13.25 |
21.25 |
8.00 |
60.4% |
38.25 |
ATR |
18.80 |
18.97 |
0.18 |
0.9% |
0.00 |
Volume |
2,020,189 |
1,478,254 |
-541,935 |
-26.8% |
9,546,959 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.00 |
1,157.75 |
1,118.00 |
|
R3 |
1,145.75 |
1,136.50 |
1,112.00 |
|
R2 |
1,124.50 |
1,124.50 |
1,110.25 |
|
R1 |
1,115.25 |
1,115.25 |
1,108.25 |
1,120.00 |
PP |
1,103.25 |
1,103.25 |
1,103.25 |
1,105.50 |
S1 |
1,094.00 |
1,094.00 |
1,104.25 |
1,098.50 |
S2 |
1,082.00 |
1,082.00 |
1,102.25 |
|
S3 |
1,060.75 |
1,072.75 |
1,100.50 |
|
S4 |
1,039.50 |
1,051.50 |
1,094.50 |
|
|
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 |
1,112.25 |
1,082.50 |
29.75 |
2.7% |
15.00 |
1.3% |
80% |
True |
False |
1,788,631 |
10 |
1,112.25 |
1,026.50 |
85.75 |
7.8% |
17.75 |
1.6% |
93% |
True |
False |
2,043,451 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.8% |
20.75 |
1.9% |
93% |
True |
False |
2,212,715 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.1% |
18.75 |
1.7% |
94% |
True |
False |
2,054,331 |
60 |
1,112.25 |
986.50 |
125.75 |
11.4% |
17.75 |
1.6% |
95% |
True |
False |
1,625,457 |
80 |
1,112.25 |
960.00 |
152.25 |
13.8% |
18.00 |
1.6% |
96% |
True |
False |
1,219,765 |
100 |
1,112.25 |
861.25 |
251.00 |
22.7% |
17.75 |
1.6% |
98% |
True |
False |
976,179 |
120 |
1,112.25 |
861.25 |
251.00 |
22.7% |
17.50 |
1.6% |
98% |
True |
False |
813,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,202.50 |
2.618 |
1,168.00 |
1.618 |
1,146.75 |
1.000 |
1,133.50 |
0.618 |
1,125.50 |
HIGH |
1,112.25 |
0.618 |
1,104.25 |
0.500 |
1,101.50 |
0.382 |
1,099.00 |
LOW |
1,091.00 |
0.618 |
1,077.75 |
1.000 |
1,069.75 |
1.618 |
1,056.50 |
2.618 |
1,035.25 |
4.250 |
1,000.75 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,104.75 |
1,103.25 |
PP |
1,103.25 |
1,100.25 |
S1 |
1,101.50 |
1,097.50 |
|