Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,092.00 |
1,106.25 |
14.25 |
1.3% |
1,065.75 |
High |
1,112.25 |
1,109.00 |
-3.25 |
-0.3% |
1,103.25 |
Low |
1,091.00 |
1,100.00 |
9.00 |
0.8% |
1,065.00 |
Close |
1,106.25 |
1,107.50 |
1.25 |
0.1% |
1,091.50 |
Range |
21.25 |
9.00 |
-12.25 |
-57.6% |
38.25 |
ATR |
18.97 |
18.26 |
-0.71 |
-3.8% |
0.00 |
Volume |
1,478,254 |
1,992,105 |
513,851 |
34.8% |
9,546,959 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.50 |
1,129.00 |
1,112.50 |
|
R3 |
1,123.50 |
1,120.00 |
1,110.00 |
|
R2 |
1,114.50 |
1,114.50 |
1,109.25 |
|
R1 |
1,111.00 |
1,111.00 |
1,108.25 |
1,112.75 |
PP |
1,105.50 |
1,105.50 |
1,105.50 |
1,106.50 |
S1 |
1,102.00 |
1,102.00 |
1,106.75 |
1,103.75 |
S2 |
1,096.50 |
1,096.50 |
1,105.75 |
|
S3 |
1,087.50 |
1,093.00 |
1,105.00 |
|
S4 |
1,078.50 |
1,084.00 |
1,102.50 |
|
|
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% |
14.75 |
1.3% |
84% |
False |
False |
1,820,272 |
10 |
1,112.25 |
1,039.00 |
73.25 |
6.6% |
17.00 |
1.5% |
94% |
False |
False |
1,964,279 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.8% |
20.25 |
1.8% |
94% |
False |
False |
2,234,351 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.1% |
18.75 |
1.7% |
95% |
False |
False |
2,061,668 |
60 |
1,112.25 |
986.50 |
125.75 |
11.4% |
17.75 |
1.6% |
96% |
False |
False |
1,658,587 |
80 |
1,112.25 |
960.00 |
152.25 |
13.7% |
17.75 |
1.6% |
97% |
False |
False |
1,244,650 |
100 |
1,112.25 |
861.25 |
251.00 |
22.7% |
17.75 |
1.6% |
98% |
False |
False |
996,088 |
120 |
1,112.25 |
861.25 |
251.00 |
22.7% |
17.25 |
1.6% |
98% |
False |
False |
830,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.25 |
2.618 |
1,132.50 |
1.618 |
1,123.50 |
1.000 |
1,118.00 |
0.618 |
1,114.50 |
HIGH |
1,109.00 |
0.618 |
1,105.50 |
0.500 |
1,104.50 |
0.382 |
1,103.50 |
LOW |
1,100.00 |
0.618 |
1,094.50 |
1.000 |
1,091.00 |
1.618 |
1,085.50 |
2.618 |
1,076.50 |
4.250 |
1,061.75 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,106.50 |
1,104.25 |
PP |
1,105.50 |
1,100.75 |
S1 |
1,104.50 |
1,097.50 |
|