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 |
1,142.3 |
1,142.8 |
0.5 |
0.0% |
1,095.8 |
High |
1,143.5 |
1,154.7 |
11.2 |
1.0% |
1,124.8 |
Low |
1,129.2 |
1,138.0 |
8.8 |
0.8% |
1,095.8 |
Close |
1,140.9 |
1,142.7 |
1.8 |
0.2% |
1,118.1 |
Range |
14.3 |
16.7 |
2.4 |
16.8% |
29.0 |
ATR |
17.4 |
17.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
27,179 |
15,575 |
-11,604 |
-42.7% |
109,470 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.2 |
1,185.7 |
1,151.9 |
|
R3 |
1,178.5 |
1,169.0 |
1,147.3 |
|
R2 |
1,161.8 |
1,161.8 |
1,145.8 |
|
R1 |
1,152.3 |
1,152.3 |
1,144.2 |
1,148.7 |
PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,143.4 |
S1 |
1,135.6 |
1,135.6 |
1,141.2 |
1,132.0 |
S2 |
1,128.4 |
1,128.4 |
1,139.6 |
|
S3 |
1,111.7 |
1,118.9 |
1,138.1 |
|
S4 |
1,095.0 |
1,102.2 |
1,133.5 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.9 |
1,188.0 |
1,134.1 |
|
R3 |
1,170.9 |
1,159.0 |
1,126.1 |
|
R2 |
1,141.9 |
1,141.9 |
1,123.4 |
|
R1 |
1,130.0 |
1,130.0 |
1,120.8 |
1,136.0 |
PP |
1,112.9 |
1,112.9 |
1,112.9 |
1,115.9 |
S1 |
1,101.0 |
1,101.0 |
1,115.4 |
1,107.0 |
S2 |
1,083.9 |
1,083.9 |
1,112.8 |
|
S3 |
1,054.9 |
1,072.0 |
1,110.1 |
|
S4 |
1,025.9 |
1,043.0 |
1,102.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,154.7 |
1,102.6 |
52.1 |
4.6% |
18.9 |
1.7% |
77% |
True |
False |
21,842 |
10 |
1,154.7 |
1,085.6 |
69.1 |
6.0% |
16.2 |
1.4% |
83% |
True |
False |
19,384 |
20 |
1,154.7 |
1,028.0 |
126.7 |
11.1% |
17.0 |
1.5% |
91% |
True |
False |
12,360 |
40 |
1,154.7 |
987.3 |
167.4 |
14.6% |
16.5 |
1.4% |
93% |
True |
False |
7,504 |
60 |
1,154.7 |
942.9 |
211.8 |
18.5% |
15.6 |
1.4% |
94% |
True |
False |
5,459 |
80 |
1,154.7 |
929.2 |
225.5 |
19.7% |
14.5 |
1.3% |
95% |
True |
False |
4,471 |
100 |
1,154.7 |
909.5 |
245.2 |
21.5% |
13.5 |
1.2% |
95% |
True |
False |
3,737 |
120 |
1,154.7 |
909.5 |
245.2 |
21.5% |
13.0 |
1.1% |
95% |
True |
False |
3,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,225.7 |
2.618 |
1,198.4 |
1.618 |
1,181.7 |
1.000 |
1,171.4 |
0.618 |
1,165.0 |
HIGH |
1,154.7 |
0.618 |
1,148.3 |
0.500 |
1,146.4 |
0.382 |
1,144.4 |
LOW |
1,138.0 |
0.618 |
1,127.7 |
1.000 |
1,121.3 |
1.618 |
1,111.0 |
2.618 |
1,094.3 |
4.250 |
1,067.0 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,146.4 |
1,141.1 |
PP |
1,145.1 |
1,139.5 |
S1 |
1,143.9 |
1,137.9 |
|