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 |
10,243 |
10,364 |
121 |
1.2% |
9,979 |
High |
10,404 |
10,410 |
6 |
0.1% |
10,309 |
Low |
10,240 |
10,329 |
89 |
0.9% |
9,969 |
Close |
10,368 |
10,398 |
30 |
0.3% |
10,242 |
Range |
164 |
81 |
-83 |
-50.6% |
340 |
ATR |
159 |
153 |
-6 |
-3.5% |
0 |
Volume |
116,549 |
130,931 |
14,382 |
12.3% |
670,594 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,622 |
10,591 |
10,443 |
|
R3 |
10,541 |
10,510 |
10,420 |
|
R2 |
10,460 |
10,460 |
10,413 |
|
R1 |
10,429 |
10,429 |
10,406 |
10,445 |
PP |
10,379 |
10,379 |
10,379 |
10,387 |
S1 |
10,348 |
10,348 |
10,391 |
10,364 |
S2 |
10,298 |
10,298 |
10,383 |
|
S3 |
10,217 |
10,267 |
10,376 |
|
S4 |
10,136 |
10,186 |
10,354 |
|
|
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 |
10,410 |
10,137 |
273 |
2.6% |
122 |
1.2% |
96% |
True |
False |
129,328 |
10 |
10,410 |
9,712 |
698 |
6.7% |
147 |
1.4% |
98% |
True |
False |
144,587 |
20 |
10,410 |
9,596 |
814 |
7.8% |
172 |
1.7% |
99% |
True |
False |
169,797 |
40 |
10,410 |
9,336 |
1,074 |
10.3% |
156 |
1.5% |
99% |
True |
False |
153,558 |
60 |
10,410 |
9,186 |
1,224 |
11.8% |
146 |
1.4% |
99% |
True |
False |
120,053 |
80 |
10,410 |
8,901 |
1,509 |
14.5% |
147 |
1.4% |
99% |
True |
False |
90,071 |
100 |
10,410 |
7,961 |
2,449 |
23.6% |
146 |
1.4% |
100% |
True |
False |
72,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,754 |
2.618 |
10,622 |
1.618 |
10,541 |
1.000 |
10,491 |
0.618 |
10,460 |
HIGH |
10,410 |
0.618 |
10,379 |
0.500 |
10,370 |
0.382 |
10,360 |
LOW |
10,329 |
0.618 |
10,279 |
1.000 |
10,248 |
1.618 |
10,198 |
2.618 |
10,117 |
4.250 |
9,985 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,389 |
10,360 |
PP |
10,379 |
10,322 |
S1 |
10,370 |
10,284 |
|