Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,735.0 |
5,787.0 |
52.0 |
0.9% |
5,528.5 |
High |
5,816.5 |
5,814.0 |
-2.5 |
0.0% |
5,730.5 |
Low |
5,731.5 |
5,763.0 |
31.5 |
0.5% |
5,528.5 |
Close |
5,802.5 |
5,782.5 |
-20.0 |
-0.3% |
5,690.0 |
Range |
85.0 |
51.0 |
-34.0 |
-40.0% |
202.0 |
ATR |
119.1 |
114.2 |
-4.9 |
-4.1% |
0.0 |
Volume |
137,114 |
119,501 |
-17,613 |
-12.8% |
702,850 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,939.5 |
5,912.0 |
5,810.6 |
|
R3 |
5,888.5 |
5,861.0 |
5,796.5 |
|
R2 |
5,837.5 |
5,837.5 |
5,791.9 |
|
R1 |
5,810.0 |
5,810.0 |
5,787.2 |
5,798.3 |
PP |
5,786.5 |
5,786.5 |
5,786.5 |
5,780.6 |
S1 |
5,759.0 |
5,759.0 |
5,777.8 |
5,747.3 |
S2 |
5,735.5 |
5,735.5 |
5,773.2 |
|
S3 |
5,684.5 |
5,708.0 |
5,768.5 |
|
S4 |
5,633.5 |
5,657.0 |
5,754.5 |
|
|
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 |
5,616.5 |
200.0 |
3.5% |
76.3 |
1.3% |
83% |
False |
False |
138,636 |
10 |
5,816.5 |
5,358.0 |
458.5 |
7.9% |
94.7 |
1.6% |
93% |
False |
False |
146,675 |
20 |
5,862.5 |
5,316.0 |
546.5 |
9.5% |
116.2 |
2.0% |
85% |
False |
False |
168,456 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
112.0 |
1.9% |
81% |
False |
False |
162,147 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
103.3 |
1.8% |
82% |
False |
False |
119,777 |
80 |
5,894.0 |
5,152.5 |
741.5 |
12.8% |
105.3 |
1.8% |
85% |
False |
False |
90,121 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.0 |
1.8% |
92% |
False |
False |
72,210 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.2 |
1.8% |
92% |
False |
False |
60,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,030.8 |
2.618 |
5,947.5 |
1.618 |
5,896.5 |
1.000 |
5,865.0 |
0.618 |
5,845.5 |
HIGH |
5,814.0 |
0.618 |
5,794.5 |
0.500 |
5,788.5 |
0.382 |
5,782.5 |
LOW |
5,763.0 |
0.618 |
5,731.5 |
1.000 |
5,712.0 |
1.618 |
5,680.5 |
2.618 |
5,629.5 |
4.250 |
5,546.3 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,788.5 |
5,760.5 |
PP |
5,786.5 |
5,738.5 |
S1 |
5,784.5 |
5,716.5 |
|