Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,772.75 |
1,789.50 |
16.75 |
0.9% |
1,728.00 |
High |
1,792.50 |
1,813.75 |
21.25 |
1.2% |
1,793.50 |
Low |
1,770.25 |
1,787.25 |
17.00 |
1.0% |
1,727.50 |
Close |
1,788.25 |
1,803.50 |
15.25 |
0.9% |
1,788.25 |
Range |
22.25 |
26.50 |
4.25 |
19.1% |
66.00 |
ATR |
30.85 |
30.54 |
-0.31 |
-1.0% |
0.00 |
Volume |
279,329 |
253,483 |
-25,846 |
-9.3% |
1,393,308 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.00 |
1,868.75 |
1,818.00 |
|
R3 |
1,854.50 |
1,842.25 |
1,810.75 |
|
R2 |
1,828.00 |
1,828.00 |
1,808.25 |
|
R1 |
1,815.75 |
1,815.75 |
1,806.00 |
1,822.00 |
PP |
1,801.50 |
1,801.50 |
1,801.50 |
1,804.50 |
S1 |
1,789.25 |
1,789.25 |
1,801.00 |
1,795.50 |
S2 |
1,775.00 |
1,775.00 |
1,798.75 |
|
S3 |
1,748.50 |
1,762.75 |
1,796.25 |
|
S4 |
1,722.00 |
1,736.25 |
1,789.00 |
|
|
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 |
1,813.75 |
1,759.00 |
54.75 |
3.0% |
22.50 |
1.3% |
81% |
True |
False |
270,739 |
10 |
1,813.75 |
1,651.00 |
162.75 |
9.0% |
29.00 |
1.6% |
94% |
True |
False |
311,128 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.1% |
33.00 |
1.8% |
94% |
True |
False |
337,975 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.1% |
30.75 |
1.7% |
94% |
True |
False |
314,321 |
60 |
1,813.75 |
1,582.50 |
231.25 |
12.8% |
29.50 |
1.6% |
96% |
True |
False |
243,776 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.1% |
29.50 |
1.6% |
96% |
True |
False |
182,919 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.4% |
28.75 |
1.6% |
98% |
True |
False |
146,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,926.50 |
2.618 |
1,883.25 |
1.618 |
1,856.75 |
1.000 |
1,840.25 |
0.618 |
1,830.25 |
HIGH |
1,813.75 |
0.618 |
1,803.75 |
0.500 |
1,800.50 |
0.382 |
1,797.25 |
LOW |
1,787.25 |
0.618 |
1,770.75 |
1.000 |
1,760.75 |
1.618 |
1,744.25 |
2.618 |
1,717.75 |
4.250 |
1,674.50 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,802.50 |
1,799.50 |
PP |
1,801.50 |
1,795.25 |
S1 |
1,800.50 |
1,791.00 |
|