Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,107.50 |
1,108.50 |
1.00 |
0.1% |
1,065.75 |
High |
1,110.75 |
1,109.50 |
-1.25 |
-0.1% |
1,103.25 |
Low |
1,100.75 |
1,086.50 |
-14.25 |
-1.3% |
1,065.00 |
Close |
1,108.50 |
1,094.25 |
-14.25 |
-1.3% |
1,091.50 |
Range |
10.00 |
23.00 |
13.00 |
130.0% |
38.25 |
ATR |
17.67 |
18.05 |
0.38 |
2.2% |
0.00 |
Volume |
1,517,083 |
1,480,000 |
-37,083 |
-2.4% |
9,546,959 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.75 |
1,153.00 |
1,107.00 |
|
R3 |
1,142.75 |
1,130.00 |
1,100.50 |
|
R2 |
1,119.75 |
1,119.75 |
1,098.50 |
|
R1 |
1,107.00 |
1,107.00 |
1,096.25 |
1,102.00 |
PP |
1,096.75 |
1,096.75 |
1,096.75 |
1,094.25 |
S1 |
1,084.00 |
1,084.00 |
1,092.25 |
1,079.00 |
S2 |
1,073.75 |
1,073.75 |
1,090.00 |
|
S3 |
1,050.75 |
1,061.00 |
1,088.00 |
|
S4 |
1,027.75 |
1,038.00 |
1,081.50 |
|
|
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 |
1,082.75 |
29.50 |
2.7% |
15.25 |
1.4% |
39% |
False |
False |
1,697,526 |
10 |
1,112.25 |
1,053.50 |
58.75 |
5.4% |
16.00 |
1.5% |
69% |
False |
False |
1,796,341 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.9% |
19.50 |
1.8% |
79% |
False |
False |
2,163,716 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.2% |
18.50 |
1.7% |
82% |
False |
False |
2,047,999 |
60 |
1,112.25 |
986.50 |
125.75 |
11.5% |
17.75 |
1.6% |
86% |
False |
False |
1,708,292 |
80 |
1,112.25 |
969.75 |
142.50 |
13.0% |
18.00 |
1.6% |
87% |
False |
False |
1,282,072 |
100 |
1,112.25 |
861.25 |
251.00 |
22.9% |
17.75 |
1.6% |
93% |
False |
False |
1,026,034 |
120 |
1,112.25 |
861.25 |
251.00 |
22.9% |
17.50 |
1.6% |
93% |
False |
False |
855,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.25 |
2.618 |
1,169.75 |
1.618 |
1,146.75 |
1.000 |
1,132.50 |
0.618 |
1,123.75 |
HIGH |
1,109.50 |
0.618 |
1,100.75 |
0.500 |
1,098.00 |
0.382 |
1,095.25 |
LOW |
1,086.50 |
0.618 |
1,072.25 |
1.000 |
1,063.50 |
1.618 |
1,049.25 |
2.618 |
1,026.25 |
4.250 |
988.75 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,098.00 |
1,098.50 |
PP |
1,096.75 |
1,097.25 |
S1 |
1,095.50 |
1,095.75 |
|