Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,772.25 |
1,784.00 |
11.75 |
0.7% |
1,661.00 |
High |
1,792.50 |
1,793.50 |
1.00 |
0.1% |
1,737.50 |
Low |
1,770.75 |
1,768.50 |
-2.25 |
-0.1% |
1,650.25 |
Close |
1,783.75 |
1,773.75 |
-10.00 |
-0.6% |
1,729.75 |
Range |
21.75 |
25.00 |
3.25 |
14.9% |
87.25 |
ATR |
32.01 |
31.51 |
-0.50 |
-1.6% |
0.00 |
Volume |
255,967 |
288,232 |
32,265 |
12.6% |
1,917,207 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.50 |
1,838.75 |
1,787.50 |
|
R3 |
1,828.50 |
1,813.75 |
1,780.50 |
|
R2 |
1,803.50 |
1,803.50 |
1,778.25 |
|
R1 |
1,788.75 |
1,788.75 |
1,776.00 |
1,783.50 |
PP |
1,778.50 |
1,778.50 |
1,778.50 |
1,776.00 |
S1 |
1,763.75 |
1,763.75 |
1,771.50 |
1,758.50 |
S2 |
1,753.50 |
1,753.50 |
1,769.25 |
|
S3 |
1,728.50 |
1,738.75 |
1,767.00 |
|
S4 |
1,703.50 |
1,713.75 |
1,760.00 |
|
|
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 |
1,793.50 |
1,705.00 |
88.50 |
5.0% |
27.25 |
1.5% |
78% |
True |
False |
289,614 |
10 |
1,793.50 |
1,650.25 |
143.25 |
8.1% |
33.00 |
1.9% |
86% |
True |
False |
332,915 |
20 |
1,793.50 |
1,650.25 |
143.25 |
8.1% |
34.00 |
1.9% |
86% |
True |
False |
341,056 |
40 |
1,793.50 |
1,649.75 |
143.75 |
8.1% |
30.50 |
1.7% |
86% |
True |
False |
315,417 |
60 |
1,793.50 |
1,582.50 |
211.00 |
11.9% |
29.75 |
1.7% |
91% |
True |
False |
234,924 |
80 |
1,793.50 |
1,554.50 |
239.00 |
13.5% |
29.75 |
1.7% |
92% |
True |
False |
176,268 |
100 |
1,793.50 |
1,391.25 |
402.25 |
22.7% |
29.00 |
1.6% |
95% |
True |
False |
141,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.75 |
2.618 |
1,859.00 |
1.618 |
1,834.00 |
1.000 |
1,818.50 |
0.618 |
1,809.00 |
HIGH |
1,793.50 |
0.618 |
1,784.00 |
0.500 |
1,781.00 |
0.382 |
1,778.00 |
LOW |
1,768.50 |
0.618 |
1,753.00 |
1.000 |
1,743.50 |
1.618 |
1,728.00 |
2.618 |
1,703.00 |
4.250 |
1,662.25 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,781.00 |
1,776.25 |
PP |
1,778.50 |
1,775.50 |
S1 |
1,776.25 |
1,774.50 |
|