Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,657.0 |
5,654.5 |
-2.5 |
0.0% |
5,413.0 |
High |
5,708.5 |
5,730.5 |
22.0 |
0.4% |
5,533.0 |
Low |
5,646.0 |
5,635.5 |
-10.5 |
-0.2% |
5,316.0 |
Close |
5,669.5 |
5,673.0 |
3.5 |
0.1% |
5,489.0 |
Range |
62.5 |
95.0 |
32.5 |
52.0% |
217.0 |
ATR |
122.8 |
120.8 |
-2.0 |
-1.6% |
0.0 |
Volume |
145,556 |
161,692 |
16,136 |
11.1% |
884,321 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,964.7 |
5,913.8 |
5,725.3 |
|
R3 |
5,869.7 |
5,818.8 |
5,699.1 |
|
R2 |
5,774.7 |
5,774.7 |
5,690.4 |
|
R1 |
5,723.8 |
5,723.8 |
5,681.7 |
5,749.3 |
PP |
5,679.7 |
5,679.7 |
5,679.7 |
5,692.4 |
S1 |
5,628.8 |
5,628.8 |
5,664.3 |
5,654.3 |
S2 |
5,584.7 |
5,584.7 |
5,655.6 |
|
S3 |
5,489.7 |
5,533.8 |
5,646.9 |
|
S4 |
5,394.7 |
5,438.8 |
5,620.8 |
|
|
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 |
5,730.5 |
5,411.0 |
319.5 |
5.6% |
93.1 |
1.6% |
82% |
True |
False |
150,131 |
10 |
5,730.5 |
5,316.0 |
414.5 |
7.3% |
116.5 |
2.1% |
86% |
True |
False |
167,240 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
123.3 |
2.2% |
62% |
False |
False |
172,561 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
111.9 |
2.0% |
62% |
False |
False |
162,801 |
60 |
5,894.0 |
5,268.5 |
625.5 |
11.0% |
104.7 |
1.8% |
65% |
False |
False |
113,428 |
80 |
5,894.0 |
5,111.0 |
783.0 |
13.8% |
106.8 |
1.9% |
72% |
False |
False |
85,335 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
106.6 |
1.9% |
84% |
False |
False |
68,365 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
105.5 |
1.9% |
84% |
False |
False |
57,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,134.3 |
2.618 |
5,979.2 |
1.618 |
5,884.2 |
1.000 |
5,825.5 |
0.618 |
5,789.2 |
HIGH |
5,730.5 |
0.618 |
5,694.2 |
0.500 |
5,683.0 |
0.382 |
5,671.8 |
LOW |
5,635.5 |
0.618 |
5,576.8 |
1.000 |
5,540.5 |
1.618 |
5,481.8 |
2.618 |
5,386.8 |
4.250 |
5,231.8 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,683.0 |
5,669.9 |
PP |
5,679.7 |
5,666.8 |
S1 |
5,676.3 |
5,663.8 |
|