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 |
4,815.0 |
4,779.0 |
-36.0 |
-0.7% |
4,615.0 |
High |
4,820.0 |
4,797.0 |
-23.0 |
-0.5% |
4,809.0 |
Low |
4,743.0 |
4,745.0 |
2.0 |
0.0% |
4,615.0 |
Close |
4,748.0 |
4,754.0 |
6.0 |
0.1% |
4,725.0 |
Range |
77.0 |
52.0 |
-25.0 |
-32.5% |
194.0 |
ATR |
70.7 |
69.4 |
-1.3 |
-1.9% |
0.0 |
Volume |
26,018 |
24,117 |
-1,901 |
-7.3% |
146,629 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,921.3 |
4,889.7 |
4,782.6 |
|
R3 |
4,869.3 |
4,837.7 |
4,768.3 |
|
R2 |
4,817.3 |
4,817.3 |
4,763.5 |
|
R1 |
4,785.7 |
4,785.7 |
4,758.8 |
4,775.5 |
PP |
4,765.3 |
4,765.3 |
4,765.3 |
4,760.3 |
S1 |
4,733.7 |
4,733.7 |
4,749.2 |
4,723.5 |
S2 |
4,713.3 |
4,713.3 |
4,744.5 |
|
S3 |
4,661.3 |
4,681.7 |
4,739.7 |
|
S4 |
4,609.3 |
4,629.7 |
4,725.4 |
|
|
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% |
50.2 |
1.1% |
43% |
False |
False |
24,052 |
10 |
4,820.0 |
4,501.0 |
319.0 |
6.7% |
51.9 |
1.1% |
79% |
False |
False |
27,540 |
20 |
4,875.0 |
4,501.0 |
374.0 |
7.9% |
51.4 |
1.1% |
68% |
False |
False |
28,183 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.4% |
52.7 |
1.1% |
63% |
False |
False |
26,189 |
60 |
4,900.0 |
4,418.0 |
482.0 |
10.1% |
50.4 |
1.1% |
70% |
False |
False |
23,233 |
80 |
4,900.0 |
4,153.0 |
747.0 |
15.7% |
44.6 |
0.9% |
80% |
False |
False |
17,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,018.0 |
2.618 |
4,933.1 |
1.618 |
4,881.1 |
1.000 |
4,849.0 |
0.618 |
4,829.1 |
HIGH |
4,797.0 |
0.618 |
4,777.1 |
0.500 |
4,771.0 |
0.382 |
4,764.9 |
LOW |
4,745.0 |
0.618 |
4,712.9 |
1.000 |
4,693.0 |
1.618 |
4,660.9 |
2.618 |
4,608.9 |
4.250 |
4,524.0 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4,771.0 |
4,781.5 |
PP |
4,765.3 |
4,772.3 |
S1 |
4,759.7 |
4,763.2 |
|