Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,103.9 |
1,116.0 |
12.1 |
1.1% |
1,045.0 |
High |
1,110.9 |
1,120.6 |
9.7 |
0.9% |
1,103.0 |
Low |
1,098.6 |
1,107.5 |
8.9 |
0.8% |
1,045.0 |
Close |
1,103.9 |
1,116.0 |
12.1 |
1.1% |
1,097.0 |
Range |
12.3 |
13.1 |
0.8 |
6.5% |
58.0 |
ATR |
16.5 |
16.5 |
0.0 |
0.1% |
0.0 |
Volume |
17,059 |
16,354 |
-705 |
-4.1% |
45,093 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.0 |
1,148.1 |
1,123.2 |
|
R3 |
1,140.9 |
1,135.0 |
1,119.6 |
|
R2 |
1,127.8 |
1,127.8 |
1,118.4 |
|
R1 |
1,121.9 |
1,121.9 |
1,117.2 |
1,122.6 |
PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,115.0 |
S1 |
1,108.8 |
1,108.8 |
1,114.8 |
1,109.5 |
S2 |
1,101.6 |
1,101.6 |
1,113.6 |
|
S3 |
1,088.5 |
1,095.7 |
1,112.4 |
|
S4 |
1,075.4 |
1,082.6 |
1,108.8 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.7 |
1,234.3 |
1,128.9 |
|
R3 |
1,197.7 |
1,176.3 |
1,113.0 |
|
R2 |
1,139.7 |
1,139.7 |
1,107.6 |
|
R1 |
1,118.3 |
1,118.3 |
1,102.3 |
1,129.0 |
PP |
1,081.7 |
1,081.7 |
1,081.7 |
1,087.0 |
S1 |
1,060.3 |
1,060.3 |
1,091.7 |
1,071.0 |
S2 |
1,023.7 |
1,023.7 |
1,086.4 |
|
S3 |
965.7 |
1,002.3 |
1,081.1 |
|
S4 |
907.7 |
944.3 |
1,065.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,120.6 |
1,085.6 |
35.0 |
3.1% |
13.4 |
1.2% |
87% |
True |
False |
16,926 |
10 |
1,120.6 |
1,028.1 |
92.5 |
8.3% |
17.1 |
1.5% |
95% |
True |
False |
11,410 |
20 |
1,120.6 |
1,028.0 |
92.6 |
8.3% |
16.5 |
1.5% |
95% |
True |
False |
7,492 |
40 |
1,120.6 |
987.3 |
133.3 |
11.9% |
15.7 |
1.4% |
97% |
True |
False |
5,011 |
60 |
1,120.6 |
935.0 |
185.6 |
16.6% |
15.1 |
1.4% |
98% |
True |
False |
3,722 |
80 |
1,120.6 |
929.2 |
191.4 |
17.2% |
13.9 |
1.2% |
98% |
True |
False |
3,201 |
100 |
1,120.6 |
909.5 |
211.1 |
18.9% |
13.0 |
1.2% |
98% |
True |
False |
2,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.3 |
2.618 |
1,154.9 |
1.618 |
1,141.8 |
1.000 |
1,133.7 |
0.618 |
1,128.7 |
HIGH |
1,120.6 |
0.618 |
1,115.6 |
0.500 |
1,114.1 |
0.382 |
1,112.5 |
LOW |
1,107.5 |
0.618 |
1,099.4 |
1.000 |
1,094.4 |
1.618 |
1,086.3 |
2.618 |
1,073.2 |
4.250 |
1,051.8 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,115.4 |
1,113.4 |
PP |
1,114.7 |
1,110.8 |
S1 |
1,114.1 |
1,108.2 |
|