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 |
10,364 |
10,395 |
31 |
0.3% |
9,979 |
High |
10,410 |
10,427 |
17 |
0.2% |
10,309 |
Low |
10,329 |
10,338 |
9 |
0.1% |
9,969 |
Close |
10,398 |
10,404 |
6 |
0.1% |
10,242 |
Range |
81 |
89 |
8 |
9.9% |
340 |
ATR |
153 |
149 |
-5 |
-3.0% |
0 |
Volume |
130,931 |
107,448 |
-23,483 |
-17.9% |
670,594 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,657 |
10,619 |
10,453 |
|
R3 |
10,568 |
10,530 |
10,429 |
|
R2 |
10,479 |
10,479 |
10,420 |
|
R1 |
10,441 |
10,441 |
10,412 |
10,460 |
PP |
10,390 |
10,390 |
10,390 |
10,399 |
S1 |
10,352 |
10,352 |
10,396 |
10,371 |
S2 |
10,301 |
10,301 |
10,388 |
|
S3 |
10,212 |
10,263 |
10,380 |
|
S4 |
10,123 |
10,174 |
10,355 |
|
|
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 |
10,427 |
10,137 |
290 |
2.8% |
120 |
1.2% |
92% |
True |
False |
126,136 |
10 |
10,427 |
9,722 |
705 |
6.8% |
138 |
1.3% |
97% |
True |
False |
137,975 |
20 |
10,427 |
9,596 |
831 |
8.0% |
165 |
1.6% |
97% |
True |
False |
167,255 |
40 |
10,427 |
9,336 |
1,091 |
10.5% |
154 |
1.5% |
98% |
True |
False |
153,580 |
60 |
10,427 |
9,186 |
1,241 |
11.9% |
145 |
1.4% |
98% |
True |
False |
121,834 |
80 |
10,427 |
8,901 |
1,526 |
14.7% |
147 |
1.4% |
98% |
True |
False |
91,414 |
100 |
10,427 |
7,961 |
2,466 |
23.7% |
145 |
1.4% |
99% |
True |
False |
73,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,805 |
2.618 |
10,660 |
1.618 |
10,571 |
1.000 |
10,516 |
0.618 |
10,482 |
HIGH |
10,427 |
0.618 |
10,393 |
0.500 |
10,383 |
0.382 |
10,372 |
LOW |
10,338 |
0.618 |
10,283 |
1.000 |
10,249 |
1.618 |
10,194 |
2.618 |
10,105 |
4.250 |
9,960 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,397 |
10,381 |
PP |
10,390 |
10,357 |
S1 |
10,383 |
10,334 |
|