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 |
1,142.8 |
1,146.0 |
3.2 |
0.3% |
1,095.8 |
High |
1,154.7 |
1,147.9 |
-6.8 |
-0.6% |
1,124.8 |
Low |
1,138.0 |
1,131.4 |
-6.6 |
-0.6% |
1,095.8 |
Close |
1,142.7 |
1,143.4 |
0.7 |
0.1% |
1,118.1 |
Range |
16.7 |
16.5 |
-0.2 |
-1.2% |
29.0 |
ATR |
17.4 |
17.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
15,575 |
30,264 |
14,689 |
94.3% |
109,470 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.4 |
1,183.4 |
1,152.5 |
|
R3 |
1,173.9 |
1,166.9 |
1,147.9 |
|
R2 |
1,157.4 |
1,157.4 |
1,146.4 |
|
R1 |
1,150.4 |
1,150.4 |
1,144.9 |
1,145.7 |
PP |
1,140.9 |
1,140.9 |
1,140.9 |
1,138.5 |
S1 |
1,133.9 |
1,133.9 |
1,141.9 |
1,129.2 |
S2 |
1,124.4 |
1,124.4 |
1,140.4 |
|
S3 |
1,107.9 |
1,117.4 |
1,138.9 |
|
S4 |
1,091.4 |
1,100.9 |
1,134.3 |
|
|
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% |
18.1 |
1.6% |
78% |
False |
False |
22,048 |
10 |
1,154.7 |
1,088.4 |
66.3 |
5.8% |
16.8 |
1.5% |
83% |
False |
False |
20,690 |
20 |
1,154.7 |
1,028.0 |
126.7 |
11.1% |
17.4 |
1.5% |
91% |
False |
False |
13,408 |
40 |
1,154.7 |
987.3 |
167.4 |
14.6% |
16.3 |
1.4% |
93% |
False |
False |
8,217 |
60 |
1,154.7 |
944.4 |
210.3 |
18.4% |
15.7 |
1.4% |
95% |
False |
False |
5,941 |
80 |
1,154.7 |
933.3 |
221.4 |
19.4% |
14.6 |
1.3% |
95% |
False |
False |
4,816 |
100 |
1,154.7 |
909.5 |
245.2 |
21.4% |
13.5 |
1.2% |
95% |
False |
False |
4,039 |
120 |
1,154.7 |
909.5 |
245.2 |
21.4% |
13.1 |
1.1% |
95% |
False |
False |
3,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.0 |
2.618 |
1,191.1 |
1.618 |
1,174.6 |
1.000 |
1,164.4 |
0.618 |
1,158.1 |
HIGH |
1,147.9 |
0.618 |
1,141.6 |
0.500 |
1,139.7 |
0.382 |
1,137.7 |
LOW |
1,131.4 |
0.618 |
1,121.2 |
1.000 |
1,114.9 |
1.618 |
1,104.7 |
2.618 |
1,088.2 |
4.250 |
1,061.3 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,142.2 |
1,142.9 |
PP |
1,140.9 |
1,142.4 |
S1 |
1,139.7 |
1,142.0 |
|