Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,787.0 |
5,809.5 |
22.5 |
0.4% |
5,528.5 |
High |
5,814.0 |
5,847.5 |
33.5 |
0.6% |
5,730.5 |
Low |
5,763.0 |
5,772.0 |
9.0 |
0.2% |
5,528.5 |
Close |
5,782.5 |
5,798.5 |
16.0 |
0.3% |
5,690.0 |
Range |
51.0 |
75.5 |
24.5 |
48.0% |
202.0 |
ATR |
114.2 |
111.4 |
-2.8 |
-2.4% |
0.0 |
Volume |
119,501 |
119,504 |
3 |
0.0% |
702,850 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,032.5 |
5,991.0 |
5,840.0 |
|
R3 |
5,957.0 |
5,915.5 |
5,819.3 |
|
R2 |
5,881.5 |
5,881.5 |
5,812.3 |
|
R1 |
5,840.0 |
5,840.0 |
5,805.4 |
5,823.0 |
PP |
5,806.0 |
5,806.0 |
5,806.0 |
5,797.5 |
S1 |
5,764.5 |
5,764.5 |
5,791.6 |
5,747.5 |
S2 |
5,730.5 |
5,730.5 |
5,784.7 |
|
S3 |
5,655.0 |
5,689.0 |
5,777.7 |
|
S4 |
5,579.5 |
5,613.5 |
5,757.0 |
|
|
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 |
5,847.5 |
5,616.5 |
231.0 |
4.0% |
78.9 |
1.4% |
79% |
True |
False |
133,425 |
10 |
5,847.5 |
5,358.0 |
489.5 |
8.4% |
92.4 |
1.6% |
90% |
True |
False |
142,407 |
20 |
5,852.0 |
5,316.0 |
536.0 |
9.2% |
113.9 |
2.0% |
90% |
False |
False |
165,156 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
111.8 |
1.9% |
83% |
False |
False |
161,862 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
102.7 |
1.8% |
85% |
False |
False |
121,743 |
80 |
5,894.0 |
5,152.5 |
741.5 |
12.8% |
104.6 |
1.8% |
87% |
False |
False |
91,605 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
104.5 |
1.8% |
93% |
False |
False |
73,403 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.3 |
1.8% |
93% |
False |
False |
61,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.4 |
2.618 |
6,045.2 |
1.618 |
5,969.7 |
1.000 |
5,923.0 |
0.618 |
5,894.2 |
HIGH |
5,847.5 |
0.618 |
5,818.7 |
0.500 |
5,809.8 |
0.382 |
5,800.8 |
LOW |
5,772.0 |
0.618 |
5,725.3 |
1.000 |
5,696.5 |
1.618 |
5,649.8 |
2.618 |
5,574.3 |
4.250 |
5,451.1 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,809.8 |
5,795.5 |
PP |
5,806.0 |
5,792.5 |
S1 |
5,802.3 |
5,789.5 |
|