Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,809.5 |
5,800.0 |
-9.5 |
-0.2% |
5,528.5 |
High |
5,847.5 |
5,800.0 |
-47.5 |
-0.8% |
5,730.5 |
Low |
5,772.0 |
5,690.0 |
-82.0 |
-1.4% |
5,528.5 |
Close |
5,798.5 |
5,713.5 |
-85.0 |
-1.5% |
5,690.0 |
Range |
75.5 |
110.0 |
34.5 |
45.7% |
202.0 |
ATR |
111.4 |
111.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
119,504 |
151,177 |
31,673 |
26.5% |
702,850 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,064.5 |
5,999.0 |
5,774.0 |
|
R3 |
5,954.5 |
5,889.0 |
5,743.8 |
|
R2 |
5,844.5 |
5,844.5 |
5,733.7 |
|
R1 |
5,779.0 |
5,779.0 |
5,723.6 |
5,756.8 |
PP |
5,734.5 |
5,734.5 |
5,734.5 |
5,723.4 |
S1 |
5,669.0 |
5,669.0 |
5,703.4 |
5,646.8 |
S2 |
5,624.5 |
5,624.5 |
5,693.3 |
|
S3 |
5,514.5 |
5,559.0 |
5,683.3 |
|
S4 |
5,404.5 |
5,449.0 |
5,653.0 |
|
|
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% |
81.9 |
1.4% |
42% |
False |
False |
131,322 |
10 |
5,847.5 |
5,411.0 |
436.5 |
7.6% |
87.5 |
1.5% |
69% |
False |
False |
140,727 |
20 |
5,852.0 |
5,316.0 |
536.0 |
9.4% |
113.9 |
2.0% |
74% |
False |
False |
163,449 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.1% |
110.6 |
1.9% |
69% |
False |
False |
160,172 |
60 |
5,894.0 |
5,268.5 |
625.5 |
10.9% |
103.4 |
1.8% |
71% |
False |
False |
124,255 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.8% |
103.9 |
1.8% |
75% |
False |
False |
93,448 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.7% |
104.4 |
1.8% |
87% |
False |
False |
74,912 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.7% |
105.0 |
1.8% |
87% |
False |
False |
62,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,267.5 |
2.618 |
6,088.0 |
1.618 |
5,978.0 |
1.000 |
5,910.0 |
0.618 |
5,868.0 |
HIGH |
5,800.0 |
0.618 |
5,758.0 |
0.500 |
5,745.0 |
0.382 |
5,732.0 |
LOW |
5,690.0 |
0.618 |
5,622.0 |
1.000 |
5,580.0 |
1.618 |
5,512.0 |
2.618 |
5,402.0 |
4.250 |
5,222.5 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,745.0 |
5,768.8 |
PP |
5,734.5 |
5,750.3 |
S1 |
5,724.0 |
5,731.9 |
|