Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,784.00 |
1,772.75 |
-11.25 |
-0.6% |
1,728.00 |
High |
1,793.50 |
1,792.50 |
-1.00 |
-0.1% |
1,793.50 |
Low |
1,768.50 |
1,770.25 |
1.75 |
0.1% |
1,727.50 |
Close |
1,773.75 |
1,788.25 |
14.50 |
0.8% |
1,788.25 |
Range |
25.00 |
22.25 |
-2.75 |
-11.0% |
66.00 |
ATR |
31.51 |
30.85 |
-0.66 |
-2.1% |
0.00 |
Volume |
288,232 |
279,329 |
-8,903 |
-3.1% |
1,393,308 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.50 |
1,841.50 |
1,800.50 |
|
R3 |
1,828.25 |
1,819.25 |
1,794.25 |
|
R2 |
1,806.00 |
1,806.00 |
1,792.25 |
|
R1 |
1,797.00 |
1,797.00 |
1,790.25 |
1,801.50 |
PP |
1,783.75 |
1,783.75 |
1,783.75 |
1,786.00 |
S1 |
1,774.75 |
1,774.75 |
1,786.25 |
1,779.25 |
S2 |
1,761.50 |
1,761.50 |
1,784.25 |
|
S3 |
1,739.25 |
1,752.50 |
1,782.25 |
|
S4 |
1,717.00 |
1,730.25 |
1,776.00 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.75 |
1,944.00 |
1,824.50 |
|
R3 |
1,901.75 |
1,878.00 |
1,806.50 |
|
R2 |
1,835.75 |
1,835.75 |
1,800.25 |
|
R1 |
1,812.00 |
1,812.00 |
1,794.25 |
1,824.00 |
PP |
1,769.75 |
1,769.75 |
1,769.75 |
1,775.75 |
S1 |
1,746.00 |
1,746.00 |
1,782.25 |
1,758.00 |
S2 |
1,703.75 |
1,703.75 |
1,776.25 |
|
S3 |
1,637.75 |
1,680.00 |
1,770.00 |
|
S4 |
1,571.75 |
1,614.00 |
1,752.00 |
|
|
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 |
1,727.50 |
66.00 |
3.7% |
25.25 |
1.4% |
92% |
False |
False |
278,661 |
10 |
1,793.50 |
1,650.25 |
143.25 |
8.0% |
30.00 |
1.7% |
96% |
False |
False |
331,051 |
20 |
1,793.50 |
1,650.25 |
143.25 |
8.0% |
33.50 |
1.9% |
96% |
False |
False |
341,978 |
40 |
1,793.50 |
1,649.75 |
143.75 |
8.0% |
30.75 |
1.7% |
96% |
False |
False |
313,928 |
60 |
1,793.50 |
1,582.50 |
211.00 |
11.8% |
29.75 |
1.7% |
98% |
False |
False |
239,578 |
80 |
1,793.50 |
1,559.25 |
234.25 |
13.1% |
29.50 |
1.7% |
98% |
False |
False |
179,753 |
100 |
1,793.50 |
1,391.25 |
402.25 |
22.5% |
28.75 |
1.6% |
99% |
False |
False |
143,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,887.00 |
2.618 |
1,850.75 |
1.618 |
1,828.50 |
1.000 |
1,814.75 |
0.618 |
1,806.25 |
HIGH |
1,792.50 |
0.618 |
1,784.00 |
0.500 |
1,781.50 |
0.382 |
1,778.75 |
LOW |
1,770.25 |
0.618 |
1,756.50 |
1.000 |
1,748.00 |
1.618 |
1,734.25 |
2.618 |
1,712.00 |
4.250 |
1,675.75 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,786.00 |
1,785.75 |
PP |
1,783.75 |
1,783.50 |
S1 |
1,781.50 |
1,781.00 |
|