Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,671.5 |
5,735.0 |
63.5 |
1.1% |
5,528.5 |
High |
5,704.5 |
5,816.5 |
112.0 |
2.0% |
5,730.5 |
Low |
5,616.5 |
5,731.5 |
115.0 |
2.0% |
5,528.5 |
Close |
5,690.0 |
5,802.5 |
112.5 |
2.0% |
5,690.0 |
Range |
88.0 |
85.0 |
-3.0 |
-3.4% |
202.0 |
ATR |
118.5 |
119.1 |
0.6 |
0.5% |
0.0 |
Volume |
129,318 |
137,114 |
7,796 |
6.0% |
702,850 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,038.5 |
6,005.5 |
5,849.3 |
|
R3 |
5,953.5 |
5,920.5 |
5,825.9 |
|
R2 |
5,868.5 |
5,868.5 |
5,818.1 |
|
R1 |
5,835.5 |
5,835.5 |
5,810.3 |
5,852.0 |
PP |
5,783.5 |
5,783.5 |
5,783.5 |
5,791.8 |
S1 |
5,750.5 |
5,750.5 |
5,794.7 |
5,767.0 |
S2 |
5,698.5 |
5,698.5 |
5,786.9 |
|
S3 |
5,613.5 |
5,665.5 |
5,779.1 |
|
S4 |
5,528.5 |
5,580.5 |
5,755.8 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,255.7 |
6,174.8 |
5,801.1 |
|
R3 |
6,053.7 |
5,972.8 |
5,745.6 |
|
R2 |
5,851.7 |
5,851.7 |
5,727.0 |
|
R1 |
5,770.8 |
5,770.8 |
5,708.5 |
5,811.3 |
PP |
5,649.7 |
5,649.7 |
5,649.7 |
5,669.9 |
S1 |
5,568.8 |
5,568.8 |
5,671.5 |
5,609.3 |
S2 |
5,447.7 |
5,447.7 |
5,653.0 |
|
S3 |
5,245.7 |
5,366.8 |
5,634.5 |
|
S4 |
5,043.7 |
5,164.8 |
5,578.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,816.5 |
5,597.0 |
219.5 |
3.8% |
77.5 |
1.3% |
94% |
True |
False |
142,047 |
10 |
5,816.5 |
5,316.0 |
500.5 |
8.6% |
97.8 |
1.7% |
97% |
True |
False |
152,944 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
119.1 |
2.1% |
84% |
False |
False |
170,757 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
112.3 |
1.9% |
84% |
False |
False |
162,063 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
103.4 |
1.8% |
85% |
False |
False |
117,791 |
80 |
5,894.0 |
5,152.5 |
741.5 |
12.8% |
105.7 |
1.8% |
88% |
False |
False |
88,631 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
106.0 |
1.8% |
93% |
False |
False |
71,018 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
105.9 |
1.8% |
93% |
False |
False |
59,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,177.8 |
2.618 |
6,039.0 |
1.618 |
5,954.0 |
1.000 |
5,901.5 |
0.618 |
5,869.0 |
HIGH |
5,816.5 |
0.618 |
5,784.0 |
0.500 |
5,774.0 |
0.382 |
5,764.0 |
LOW |
5,731.5 |
0.618 |
5,679.0 |
1.000 |
5,646.5 |
1.618 |
5,594.0 |
2.618 |
5,509.0 |
4.250 |
5,370.3 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,793.0 |
5,773.8 |
PP |
5,783.5 |
5,745.2 |
S1 |
5,774.0 |
5,716.5 |
|