Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,106.25 |
1,107.50 |
1.25 |
0.1% |
1,065.75 |
High |
1,109.00 |
1,110.75 |
1.75 |
0.2% |
1,103.25 |
Low |
1,100.00 |
1,100.75 |
0.75 |
0.1% |
1,065.00 |
Close |
1,107.50 |
1,108.50 |
1.00 |
0.1% |
1,091.50 |
Range |
9.00 |
10.00 |
1.00 |
11.1% |
38.25 |
ATR |
18.26 |
17.67 |
-0.59 |
-3.2% |
0.00 |
Volume |
1,992,105 |
1,517,083 |
-475,022 |
-23.8% |
9,546,959 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.75 |
1,132.50 |
1,114.00 |
|
R3 |
1,126.75 |
1,122.50 |
1,111.25 |
|
R2 |
1,116.75 |
1,116.75 |
1,110.25 |
|
R1 |
1,112.50 |
1,112.50 |
1,109.50 |
1,114.50 |
PP |
1,106.75 |
1,106.75 |
1,106.75 |
1,107.75 |
S1 |
1,102.50 |
1,102.50 |
1,107.50 |
1,104.50 |
S2 |
1,096.75 |
1,096.75 |
1,106.75 |
|
S3 |
1,086.75 |
1,092.50 |
1,105.75 |
|
S4 |
1,076.75 |
1,082.50 |
1,103.00 |
|
|
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% |
14.50 |
1.3% |
87% |
False |
False |
1,761,665 |
10 |
1,112.25 |
1,039.00 |
73.25 |
6.6% |
16.25 |
1.5% |
95% |
False |
False |
1,884,419 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.8% |
19.50 |
1.8% |
96% |
False |
False |
2,210,622 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.0% |
18.50 |
1.7% |
96% |
False |
False |
2,064,244 |
60 |
1,112.25 |
986.50 |
125.75 |
11.3% |
17.50 |
1.6% |
97% |
False |
False |
1,683,745 |
80 |
1,112.25 |
960.00 |
152.25 |
13.7% |
17.75 |
1.6% |
98% |
False |
False |
1,263,596 |
100 |
1,112.25 |
861.25 |
251.00 |
22.6% |
17.50 |
1.6% |
99% |
False |
False |
1,011,250 |
120 |
1,112.25 |
861.25 |
251.00 |
22.6% |
17.25 |
1.6% |
99% |
False |
False |
842,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.25 |
2.618 |
1,137.00 |
1.618 |
1,127.00 |
1.000 |
1,120.75 |
0.618 |
1,117.00 |
HIGH |
1,110.75 |
0.618 |
1,107.00 |
0.500 |
1,105.75 |
0.382 |
1,104.50 |
LOW |
1,100.75 |
0.618 |
1,094.50 |
1.000 |
1,090.75 |
1.618 |
1,084.50 |
2.618 |
1,074.50 |
4.250 |
1,058.25 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,107.50 |
1,106.25 |
PP |
1,106.75 |
1,104.00 |
S1 |
1,105.75 |
1,101.50 |
|