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 |
4,764.0 |
4,815.0 |
51.0 |
1.1% |
4,615.0 |
High |
4,778.0 |
4,820.0 |
42.0 |
0.9% |
4,809.0 |
Low |
4,750.0 |
4,743.0 |
-7.0 |
-0.1% |
4,615.0 |
Close |
4,771.0 |
4,748.0 |
-23.0 |
-0.5% |
4,725.0 |
Range |
28.0 |
77.0 |
49.0 |
175.0% |
194.0 |
ATR |
70.2 |
70.7 |
0.5 |
0.7% |
0.0 |
Volume |
18,628 |
26,018 |
7,390 |
39.7% |
146,629 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,001.3 |
4,951.7 |
4,790.4 |
|
R3 |
4,924.3 |
4,874.7 |
4,769.2 |
|
R2 |
4,847.3 |
4,847.3 |
4,762.1 |
|
R1 |
4,797.7 |
4,797.7 |
4,755.1 |
4,784.0 |
PP |
4,770.3 |
4,770.3 |
4,770.3 |
4,763.5 |
S1 |
4,720.7 |
4,720.7 |
4,740.9 |
4,707.0 |
S2 |
4,693.3 |
4,693.3 |
4,733.9 |
|
S3 |
4,616.3 |
4,643.7 |
4,726.8 |
|
S4 |
4,539.3 |
4,566.7 |
4,705.7 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,298.3 |
5,205.7 |
4,831.7 |
|
R3 |
5,104.3 |
5,011.7 |
4,778.4 |
|
R2 |
4,910.3 |
4,910.3 |
4,760.6 |
|
R1 |
4,817.7 |
4,817.7 |
4,742.8 |
4,864.0 |
PP |
4,716.3 |
4,716.3 |
4,716.3 |
4,739.5 |
S1 |
4,623.7 |
4,623.7 |
4,707.2 |
4,670.0 |
S2 |
4,522.3 |
4,522.3 |
4,689.4 |
|
S3 |
4,328.3 |
4,429.7 |
4,671.7 |
|
S4 |
4,134.3 |
4,235.7 |
4,618.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,820.0 |
4,705.0 |
115.0 |
2.4% |
45.4 |
1.0% |
37% |
True |
False |
24,861 |
10 |
4,820.0 |
4,501.0 |
319.0 |
6.7% |
51.0 |
1.1% |
77% |
True |
False |
27,371 |
20 |
4,875.0 |
4,501.0 |
374.0 |
7.9% |
50.4 |
1.1% |
66% |
False |
False |
27,918 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.4% |
52.4 |
1.1% |
62% |
False |
False |
26,120 |
60 |
4,900.0 |
4,416.0 |
484.0 |
10.2% |
50.3 |
1.1% |
69% |
False |
False |
22,836 |
80 |
4,900.0 |
4,146.0 |
754.0 |
15.9% |
43.9 |
0.9% |
80% |
False |
False |
17,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,147.3 |
2.618 |
5,021.6 |
1.618 |
4,944.6 |
1.000 |
4,897.0 |
0.618 |
4,867.6 |
HIGH |
4,820.0 |
0.618 |
4,790.6 |
0.500 |
4,781.5 |
0.382 |
4,772.4 |
LOW |
4,743.0 |
0.618 |
4,695.4 |
1.000 |
4,666.0 |
1.618 |
4,618.4 |
2.618 |
4,541.4 |
4.250 |
4,415.8 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4,781.5 |
4,762.5 |
PP |
4,770.3 |
4,757.7 |
S1 |
4,759.2 |
4,752.8 |
|