Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,808.75 |
1,800.50 |
-8.25 |
-0.5% |
1,728.00 |
High |
1,813.25 |
1,802.00 |
-11.25 |
-0.6% |
1,793.50 |
Low |
1,788.75 |
1,759.75 |
-29.00 |
-1.6% |
1,727.50 |
Close |
1,800.50 |
1,770.25 |
-30.25 |
-1.7% |
1,788.25 |
Range |
24.50 |
42.25 |
17.75 |
72.4% |
66.00 |
ATR |
29.17 |
30.11 |
0.93 |
3.2% |
0.00 |
Volume |
214,345 |
256,352 |
42,007 |
19.6% |
1,393,308 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.00 |
1,879.50 |
1,793.50 |
|
R3 |
1,861.75 |
1,837.25 |
1,781.75 |
|
R2 |
1,819.50 |
1,819.50 |
1,778.00 |
|
R1 |
1,795.00 |
1,795.00 |
1,774.00 |
1,786.00 |
PP |
1,777.25 |
1,777.25 |
1,777.25 |
1,773.00 |
S1 |
1,752.75 |
1,752.75 |
1,766.50 |
1,744.00 |
S2 |
1,735.00 |
1,735.00 |
1,762.50 |
|
S3 |
1,692.75 |
1,710.50 |
1,758.75 |
|
S4 |
1,650.50 |
1,668.25 |
1,747.00 |
|
|
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 |
1,759.75 |
54.00 |
3.1% |
26.50 |
1.5% |
19% |
False |
True |
259,610 |
10 |
1,813.75 |
1,705.00 |
108.75 |
6.1% |
27.00 |
1.5% |
60% |
False |
False |
274,612 |
20 |
1,813.75 |
1,650.25 |
163.50 |
9.2% |
32.75 |
1.8% |
73% |
False |
False |
330,357 |
40 |
1,813.75 |
1,649.75 |
164.00 |
9.3% |
30.50 |
1.7% |
73% |
False |
False |
313,427 |
60 |
1,813.75 |
1,582.50 |
231.25 |
13.1% |
29.75 |
1.7% |
81% |
False |
False |
256,464 |
80 |
1,813.75 |
1,559.25 |
254.50 |
14.4% |
29.75 |
1.7% |
83% |
False |
False |
192,479 |
100 |
1,813.75 |
1,391.25 |
422.50 |
23.9% |
29.00 |
1.6% |
90% |
False |
False |
154,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,981.50 |
2.618 |
1,912.50 |
1.618 |
1,870.25 |
1.000 |
1,844.25 |
0.618 |
1,828.00 |
HIGH |
1,802.00 |
0.618 |
1,785.75 |
0.500 |
1,781.00 |
0.382 |
1,776.00 |
LOW |
1,759.75 |
0.618 |
1,733.75 |
1.000 |
1,717.50 |
1.618 |
1,691.50 |
2.618 |
1,649.25 |
4.250 |
1,580.25 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,781.00 |
1,786.50 |
PP |
1,777.25 |
1,781.00 |
S1 |
1,773.75 |
1,775.75 |
|