Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,186 |
10,243 |
57 |
0.6% |
9,979 |
High |
10,271 |
10,404 |
133 |
1.3% |
10,309 |
Low |
10,158 |
10,240 |
82 |
0.8% |
9,969 |
Close |
10,242 |
10,368 |
126 |
1.2% |
10,242 |
Range |
113 |
164 |
51 |
45.1% |
340 |
ATR |
158 |
159 |
0 |
0.3% |
0 |
Volume |
144,443 |
116,549 |
-27,894 |
-19.3% |
670,594 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,829 |
10,763 |
10,458 |
|
R3 |
10,665 |
10,599 |
10,413 |
|
R2 |
10,501 |
10,501 |
10,398 |
|
R1 |
10,435 |
10,435 |
10,383 |
10,468 |
PP |
10,337 |
10,337 |
10,337 |
10,354 |
S1 |
10,271 |
10,271 |
10,353 |
10,304 |
S2 |
10,173 |
10,173 |
10,338 |
|
S3 |
10,009 |
10,107 |
10,323 |
|
S4 |
9,845 |
9,943 |
10,278 |
|
|
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 |
10,404 |
10,137 |
267 |
2.6% |
120 |
1.2% |
87% |
True |
False |
127,070 |
10 |
10,404 |
9,627 |
777 |
7.5% |
153 |
1.5% |
95% |
True |
False |
153,471 |
20 |
10,404 |
9,596 |
808 |
7.8% |
175 |
1.7% |
96% |
True |
False |
169,725 |
40 |
10,404 |
9,336 |
1,068 |
10.3% |
156 |
1.5% |
97% |
True |
False |
153,266 |
60 |
10,404 |
9,186 |
1,218 |
11.7% |
146 |
1.4% |
97% |
True |
False |
117,874 |
80 |
10,404 |
8,901 |
1,503 |
14.5% |
148 |
1.4% |
98% |
True |
False |
88,436 |
100 |
10,404 |
7,961 |
2,443 |
23.6% |
146 |
1.4% |
99% |
True |
False |
70,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,101 |
2.618 |
10,833 |
1.618 |
10,669 |
1.000 |
10,568 |
0.618 |
10,505 |
HIGH |
10,404 |
0.618 |
10,341 |
0.500 |
10,322 |
0.382 |
10,303 |
LOW |
10,240 |
0.618 |
10,139 |
1.000 |
10,076 |
1.618 |
9,975 |
2.618 |
9,811 |
4.250 |
9,543 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,353 |
10,336 |
PP |
10,337 |
10,303 |
S1 |
10,322 |
10,271 |
|