Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,802.75 |
1,808.75 |
6.00 |
0.3% |
1,728.00 |
High |
1,811.75 |
1,813.25 |
1.50 |
0.1% |
1,793.50 |
Low |
1,795.25 |
1,788.75 |
-6.50 |
-0.4% |
1,727.50 |
Close |
1,808.75 |
1,800.50 |
-8.25 |
-0.5% |
1,788.25 |
Range |
16.50 |
24.50 |
8.00 |
48.5% |
66.00 |
ATR |
29.53 |
29.17 |
-0.36 |
-1.2% |
0.00 |
Volume |
294,545 |
214,345 |
-80,200 |
-27.2% |
1,393,308 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.25 |
1,862.00 |
1,814.00 |
|
R3 |
1,849.75 |
1,837.50 |
1,807.25 |
|
R2 |
1,825.25 |
1,825.25 |
1,805.00 |
|
R1 |
1,813.00 |
1,813.00 |
1,802.75 |
1,807.00 |
PP |
1,800.75 |
1,800.75 |
1,800.75 |
1,797.75 |
S1 |
1,788.50 |
1,788.50 |
1,798.25 |
1,782.50 |
S2 |
1,776.25 |
1,776.25 |
1,796.00 |
|
S3 |
1,751.75 |
1,764.00 |
1,793.75 |
|
S4 |
1,727.25 |
1,739.50 |
1,787.00 |
|
|
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 |
1,768.50 |
45.25 |
2.5% |
23.00 |
1.3% |
71% |
False |
False |
265,986 |
10 |
1,813.75 |
1,671.50 |
142.25 |
7.9% |
27.75 |
1.5% |
91% |
False |
False |
283,989 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.1% |
32.00 |
1.8% |
92% |
False |
False |
333,614 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.1% |
30.50 |
1.7% |
92% |
False |
False |
314,816 |
60 |
1,813.75 |
1,582.50 |
231.25 |
12.8% |
29.50 |
1.6% |
94% |
False |
False |
252,207 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.1% |
29.25 |
1.6% |
95% |
False |
False |
189,276 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.5% |
28.75 |
1.6% |
97% |
False |
False |
151,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.50 |
2.618 |
1,877.50 |
1.618 |
1,853.00 |
1.000 |
1,837.75 |
0.618 |
1,828.50 |
HIGH |
1,813.25 |
0.618 |
1,804.00 |
0.500 |
1,801.00 |
0.382 |
1,798.00 |
LOW |
1,788.75 |
0.618 |
1,773.50 |
1.000 |
1,764.25 |
1.618 |
1,749.00 |
2.618 |
1,724.50 |
4.250 |
1,684.50 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,801.00 |
1,800.50 |
PP |
1,800.75 |
1,800.50 |
S1 |
1,800.75 |
1,800.50 |
|