Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,635.0 |
5,657.0 |
22.0 |
0.4% |
5,413.0 |
High |
5,654.0 |
5,708.5 |
54.5 |
1.0% |
5,533.0 |
Low |
5,597.0 |
5,646.0 |
49.0 |
0.9% |
5,316.0 |
Close |
5,619.0 |
5,669.5 |
50.5 |
0.9% |
5,489.0 |
Range |
57.0 |
62.5 |
5.5 |
9.6% |
217.0 |
ATR |
125.4 |
122.8 |
-2.6 |
-2.0% |
0.0 |
Volume |
136,559 |
145,556 |
8,997 |
6.6% |
884,321 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,862.2 |
5,828.3 |
5,703.9 |
|
R3 |
5,799.7 |
5,765.8 |
5,686.7 |
|
R2 |
5,737.2 |
5,737.2 |
5,681.0 |
|
R1 |
5,703.3 |
5,703.3 |
5,675.2 |
5,720.3 |
PP |
5,674.7 |
5,674.7 |
5,674.7 |
5,683.1 |
S1 |
5,640.8 |
5,640.8 |
5,663.8 |
5,657.8 |
S2 |
5,612.2 |
5,612.2 |
5,658.0 |
|
S3 |
5,549.7 |
5,578.3 |
5,652.3 |
|
S4 |
5,487.2 |
5,515.8 |
5,635.1 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,097.0 |
6,010.0 |
5,608.4 |
|
R3 |
5,880.0 |
5,793.0 |
5,548.7 |
|
R2 |
5,663.0 |
5,663.0 |
5,528.8 |
|
R1 |
5,576.0 |
5,576.0 |
5,508.9 |
5,619.5 |
PP |
5,446.0 |
5,446.0 |
5,446.0 |
5,467.8 |
S1 |
5,359.0 |
5,359.0 |
5,469.1 |
5,402.5 |
S2 |
5,229.0 |
5,229.0 |
5,449.2 |
|
S3 |
5,012.0 |
5,142.0 |
5,429.3 |
|
S4 |
4,795.0 |
4,925.0 |
5,369.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,708.5 |
5,358.0 |
350.5 |
6.2% |
105.8 |
1.9% |
89% |
True |
False |
151,389 |
10 |
5,708.5 |
5,316.0 |
392.5 |
6.9% |
122.3 |
2.2% |
90% |
True |
False |
168,238 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
121.7 |
2.1% |
61% |
False |
False |
171,275 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
110.9 |
2.0% |
61% |
False |
False |
160,940 |
60 |
5,894.0 |
5,165.0 |
729.0 |
12.9% |
105.0 |
1.9% |
69% |
False |
False |
110,753 |
80 |
5,894.0 |
5,057.0 |
837.0 |
14.8% |
106.7 |
1.9% |
73% |
False |
False |
83,315 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
106.9 |
1.9% |
83% |
False |
False |
66,752 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
105.3 |
1.9% |
83% |
False |
False |
55,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,974.1 |
2.618 |
5,872.1 |
1.618 |
5,809.6 |
1.000 |
5,771.0 |
0.618 |
5,747.1 |
HIGH |
5,708.5 |
0.618 |
5,684.6 |
0.500 |
5,677.3 |
0.382 |
5,669.9 |
LOW |
5,646.0 |
0.618 |
5,607.4 |
1.000 |
5,583.5 |
1.618 |
5,544.9 |
2.618 |
5,482.4 |
4.250 |
5,380.4 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,677.3 |
5,652.5 |
PP |
5,674.7 |
5,635.5 |
S1 |
5,672.1 |
5,618.5 |
|