Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,395 |
10,404 |
9 |
0.1% |
9,979 |
High |
10,427 |
10,412 |
-15 |
-0.1% |
10,309 |
Low |
10,338 |
10,233 |
-105 |
-1.0% |
9,969 |
Close |
10,404 |
10,327 |
-77 |
-0.7% |
10,242 |
Range |
89 |
179 |
90 |
101.1% |
340 |
ATR |
149 |
151 |
2 |
1.5% |
0 |
Volume |
107,448 |
96,278 |
-11,170 |
-10.4% |
670,594 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,861 |
10,773 |
10,426 |
|
R3 |
10,682 |
10,594 |
10,376 |
|
R2 |
10,503 |
10,503 |
10,360 |
|
R1 |
10,415 |
10,415 |
10,344 |
10,370 |
PP |
10,324 |
10,324 |
10,324 |
10,301 |
S1 |
10,236 |
10,236 |
10,311 |
10,191 |
S2 |
10,145 |
10,145 |
10,294 |
|
S3 |
9,966 |
10,057 |
10,278 |
|
S4 |
9,787 |
9,878 |
10,229 |
|
|
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 |
10,158 |
269 |
2.6% |
125 |
1.2% |
63% |
False |
False |
119,129 |
10 |
10,427 |
9,874 |
553 |
5.4% |
131 |
1.3% |
82% |
False |
False |
128,050 |
20 |
10,427 |
9,596 |
831 |
8.0% |
164 |
1.6% |
88% |
False |
False |
163,418 |
40 |
10,427 |
9,336 |
1,091 |
10.6% |
155 |
1.5% |
91% |
False |
False |
152,203 |
60 |
10,427 |
9,186 |
1,241 |
12.0% |
146 |
1.4% |
92% |
False |
False |
123,424 |
80 |
10,427 |
8,982 |
1,445 |
14.0% |
147 |
1.4% |
93% |
False |
False |
92,617 |
100 |
10,427 |
7,961 |
2,466 |
23.9% |
146 |
1.4% |
96% |
False |
False |
74,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,173 |
2.618 |
10,881 |
1.618 |
10,702 |
1.000 |
10,591 |
0.618 |
10,523 |
HIGH |
10,412 |
0.618 |
10,344 |
0.500 |
10,323 |
0.382 |
10,302 |
LOW |
10,233 |
0.618 |
10,123 |
1.000 |
10,054 |
1.618 |
9,944 |
2.618 |
9,765 |
4.250 |
9,472 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,326 |
10,330 |
PP |
10,324 |
10,329 |
S1 |
10,323 |
10,328 |
|