Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,220 |
10,258 |
38 |
0.4% |
9,658 |
High |
10,309 |
10,289 |
-20 |
-0.2% |
10,007 |
Low |
10,211 |
10,137 |
-74 |
-0.7% |
9,596 |
Close |
10,259 |
10,189 |
-70 |
-0.7% |
9,978 |
Range |
98 |
152 |
54 |
55.1% |
411 |
ATR |
163 |
162 |
-1 |
-0.5% |
0 |
Volume |
123,406 |
131,313 |
7,907 |
6.4% |
1,034,621 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,661 |
10,577 |
10,273 |
|
R3 |
10,509 |
10,425 |
10,231 |
|
R2 |
10,357 |
10,357 |
10,217 |
|
R1 |
10,273 |
10,273 |
10,203 |
10,239 |
PP |
10,205 |
10,205 |
10,205 |
10,188 |
S1 |
10,121 |
10,121 |
10,175 |
10,087 |
S2 |
10,053 |
10,053 |
10,161 |
|
S3 |
9,901 |
9,969 |
10,147 |
|
S4 |
9,749 |
9,817 |
10,106 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,093 |
10,947 |
10,204 |
|
R3 |
10,682 |
10,536 |
10,091 |
|
R2 |
10,271 |
10,271 |
10,053 |
|
R1 |
10,125 |
10,125 |
10,016 |
10,198 |
PP |
9,860 |
9,860 |
9,860 |
9,897 |
S1 |
9,714 |
9,714 |
9,940 |
9,787 |
S2 |
9,449 |
9,449 |
9,903 |
|
S3 |
9,038 |
9,303 |
9,865 |
|
S4 |
8,627 |
8,892 |
9,752 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,309 |
9,874 |
435 |
4.3% |
137 |
1.3% |
72% |
False |
False |
136,972 |
10 |
10,309 |
9,596 |
713 |
7.0% |
175 |
1.7% |
83% |
False |
False |
172,652 |
20 |
10,309 |
9,596 |
713 |
7.0% |
177 |
1.7% |
83% |
False |
False |
169,965 |
40 |
10,309 |
9,336 |
973 |
9.5% |
154 |
1.5% |
88% |
False |
False |
153,858 |
60 |
10,309 |
9,186 |
1,123 |
11.0% |
147 |
1.4% |
89% |
False |
False |
113,530 |
80 |
10,309 |
8,769 |
1,540 |
15.1% |
148 |
1.5% |
92% |
False |
False |
85,180 |
100 |
10,309 |
7,961 |
2,348 |
23.0% |
147 |
1.4% |
95% |
False |
False |
68,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,935 |
2.618 |
10,687 |
1.618 |
10,535 |
1.000 |
10,441 |
0.618 |
10,383 |
HIGH |
10,289 |
0.618 |
10,231 |
0.500 |
10,213 |
0.382 |
10,195 |
LOW |
10,137 |
0.618 |
10,043 |
1.000 |
9,985 |
1.618 |
9,891 |
2.618 |
9,739 |
4.250 |
9,491 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,213 |
10,223 |
PP |
10,205 |
10,212 |
S1 |
10,197 |
10,200 |
|