Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,258 |
10,186 |
-72 |
-0.7% |
9,979 |
High |
10,289 |
10,271 |
-18 |
-0.2% |
10,309 |
Low |
10,137 |
10,158 |
21 |
0.2% |
9,969 |
Close |
10,189 |
10,242 |
53 |
0.5% |
10,242 |
Range |
152 |
113 |
-39 |
-25.7% |
340 |
ATR |
162 |
158 |
-3 |
-2.2% |
0 |
Volume |
131,313 |
144,443 |
13,130 |
10.0% |
670,594 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,563 |
10,515 |
10,304 |
|
R3 |
10,450 |
10,402 |
10,273 |
|
R2 |
10,337 |
10,337 |
10,263 |
|
R1 |
10,289 |
10,289 |
10,252 |
10,313 |
PP |
10,224 |
10,224 |
10,224 |
10,236 |
S1 |
10,176 |
10,176 |
10,232 |
10,200 |
S2 |
10,111 |
10,111 |
10,221 |
|
S3 |
9,998 |
10,063 |
10,211 |
|
S4 |
9,885 |
9,950 |
10,180 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,193 |
11,058 |
10,429 |
|
R3 |
10,853 |
10,718 |
10,336 |
|
R2 |
10,513 |
10,513 |
10,304 |
|
R1 |
10,378 |
10,378 |
10,273 |
10,446 |
PP |
10,173 |
10,173 |
10,173 |
10,207 |
S1 |
10,038 |
10,038 |
10,211 |
10,106 |
S2 |
9,833 |
9,833 |
10,180 |
|
S3 |
9,493 |
9,698 |
10,149 |
|
S4 |
9,153 |
9,358 |
10,055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,309 |
9,969 |
340 |
3.3% |
133 |
1.3% |
80% |
False |
False |
134,118 |
10 |
10,309 |
9,596 |
713 |
7.0% |
159 |
1.5% |
91% |
False |
False |
170,521 |
20 |
10,309 |
9,596 |
713 |
7.0% |
176 |
1.7% |
91% |
False |
False |
171,402 |
40 |
10,309 |
9,336 |
973 |
9.5% |
154 |
1.5% |
93% |
False |
False |
153,541 |
60 |
10,309 |
9,186 |
1,123 |
11.0% |
148 |
1.4% |
94% |
False |
False |
115,935 |
80 |
10,309 |
8,893 |
1,416 |
13.8% |
147 |
1.4% |
95% |
False |
False |
86,981 |
100 |
10,309 |
7,961 |
2,348 |
22.9% |
146 |
1.4% |
97% |
False |
False |
69,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,751 |
2.618 |
10,567 |
1.618 |
10,454 |
1.000 |
10,384 |
0.618 |
10,341 |
HIGH |
10,271 |
0.618 |
10,228 |
0.500 |
10,215 |
0.382 |
10,201 |
LOW |
10,158 |
0.618 |
10,088 |
1.000 |
10,045 |
1.618 |
9,975 |
2.618 |
9,862 |
4.250 |
9,678 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,233 |
10,236 |
PP |
10,224 |
10,229 |
S1 |
10,215 |
10,223 |
|