Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,789.50 |
1,802.75 |
13.25 |
0.7% |
1,728.00 |
High |
1,813.75 |
1,811.75 |
-2.00 |
-0.1% |
1,793.50 |
Low |
1,787.25 |
1,795.25 |
8.00 |
0.4% |
1,727.50 |
Close |
1,803.50 |
1,808.75 |
5.25 |
0.3% |
1,788.25 |
Range |
26.50 |
16.50 |
-10.00 |
-37.7% |
66.00 |
ATR |
30.54 |
29.53 |
-1.00 |
-3.3% |
0.00 |
Volume |
253,483 |
294,545 |
41,062 |
16.2% |
1,393,308 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.75 |
1,848.25 |
1,817.75 |
|
R3 |
1,838.25 |
1,831.75 |
1,813.25 |
|
R2 |
1,821.75 |
1,821.75 |
1,811.75 |
|
R1 |
1,815.25 |
1,815.25 |
1,810.25 |
1,818.50 |
PP |
1,805.25 |
1,805.25 |
1,805.25 |
1,807.00 |
S1 |
1,798.75 |
1,798.75 |
1,807.25 |
1,802.00 |
S2 |
1,788.75 |
1,788.75 |
1,805.75 |
|
S3 |
1,772.25 |
1,782.25 |
1,804.25 |
|
S4 |
1,755.75 |
1,765.75 |
1,799.75 |
|
|
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 |
1,768.50 |
45.25 |
2.5% |
22.50 |
1.2% |
89% |
False |
False |
274,311 |
10 |
1,813.75 |
1,671.50 |
142.25 |
7.9% |
28.00 |
1.5% |
96% |
False |
False |
294,920 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.0% |
32.50 |
1.8% |
97% |
False |
False |
339,166 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.1% |
30.75 |
1.7% |
97% |
False |
False |
315,122 |
60 |
1,813.75 |
1,582.50 |
231.25 |
12.8% |
29.50 |
1.6% |
98% |
False |
False |
248,661 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.1% |
29.25 |
1.6% |
98% |
False |
False |
186,600 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.4% |
28.75 |
1.6% |
99% |
False |
False |
149,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.00 |
2.618 |
1,855.00 |
1.618 |
1,838.50 |
1.000 |
1,828.25 |
0.618 |
1,822.00 |
HIGH |
1,811.75 |
0.618 |
1,805.50 |
0.500 |
1,803.50 |
0.382 |
1,801.50 |
LOW |
1,795.25 |
0.618 |
1,785.00 |
1.000 |
1,778.75 |
1.618 |
1,768.50 |
2.618 |
1,752.00 |
4.250 |
1,725.00 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,807.00 |
1,803.25 |
PP |
1,805.25 |
1,797.50 |
S1 |
1,803.50 |
1,792.00 |
|