Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,766.00 |
1,772.25 |
6.25 |
0.4% |
1,661.00 |
High |
1,776.50 |
1,792.50 |
16.00 |
0.9% |
1,737.50 |
Low |
1,759.00 |
1,770.75 |
11.75 |
0.7% |
1,650.25 |
Close |
1,772.50 |
1,783.75 |
11.25 |
0.6% |
1,729.75 |
Range |
17.50 |
21.75 |
4.25 |
24.3% |
87.25 |
ATR |
32.80 |
32.01 |
-0.79 |
-2.4% |
0.00 |
Volume |
276,685 |
255,967 |
-20,718 |
-7.5% |
1,917,207 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.50 |
1,837.50 |
1,795.75 |
|
R3 |
1,825.75 |
1,815.75 |
1,789.75 |
|
R2 |
1,804.00 |
1,804.00 |
1,787.75 |
|
R1 |
1,794.00 |
1,794.00 |
1,785.75 |
1,799.00 |
PP |
1,782.25 |
1,782.25 |
1,782.25 |
1,785.00 |
S1 |
1,772.25 |
1,772.25 |
1,781.75 |
1,777.25 |
S2 |
1,760.50 |
1,760.50 |
1,779.75 |
|
S3 |
1,738.75 |
1,750.50 |
1,777.75 |
|
S4 |
1,717.00 |
1,728.75 |
1,771.75 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.50 |
1,936.00 |
1,777.75 |
|
R3 |
1,880.25 |
1,848.75 |
1,753.75 |
|
R2 |
1,793.00 |
1,793.00 |
1,745.75 |
|
R1 |
1,761.50 |
1,761.50 |
1,737.75 |
1,777.25 |
PP |
1,705.75 |
1,705.75 |
1,705.75 |
1,713.75 |
S1 |
1,674.25 |
1,674.25 |
1,721.75 |
1,690.00 |
S2 |
1,618.50 |
1,618.50 |
1,713.75 |
|
S3 |
1,531.25 |
1,587.00 |
1,705.75 |
|
S4 |
1,444.00 |
1,499.75 |
1,681.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.50 |
1,671.50 |
121.00 |
6.8% |
32.50 |
1.8% |
93% |
True |
False |
301,992 |
10 |
1,792.50 |
1,650.25 |
142.25 |
8.0% |
34.00 |
1.9% |
94% |
True |
False |
348,223 |
20 |
1,792.50 |
1,650.25 |
142.25 |
8.0% |
33.50 |
1.9% |
94% |
True |
False |
340,616 |
40 |
1,792.50 |
1,649.75 |
142.75 |
8.0% |
30.50 |
1.7% |
94% |
True |
False |
316,383 |
60 |
1,792.50 |
1,563.00 |
229.50 |
12.9% |
30.00 |
1.7% |
96% |
True |
False |
230,125 |
80 |
1,792.50 |
1,544.25 |
248.25 |
13.9% |
29.75 |
1.7% |
96% |
True |
False |
172,671 |
100 |
1,792.50 |
1,391.25 |
401.25 |
22.5% |
29.00 |
1.6% |
98% |
True |
False |
138,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.00 |
2.618 |
1,849.50 |
1.618 |
1,827.75 |
1.000 |
1,814.25 |
0.618 |
1,806.00 |
HIGH |
1,792.50 |
0.618 |
1,784.25 |
0.500 |
1,781.50 |
0.382 |
1,779.00 |
LOW |
1,770.75 |
0.618 |
1,757.25 |
1.000 |
1,749.00 |
1.618 |
1,735.50 |
2.618 |
1,713.75 |
4.250 |
1,678.25 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,783.00 |
1,775.75 |
PP |
1,782.25 |
1,768.00 |
S1 |
1,781.50 |
1,760.00 |
|