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 |
5,654.5 |
5,660.0 |
5.5 |
0.1% |
5,420.0 |
High |
5,654.5 |
5,704.0 |
49.5 |
0.9% |
5,530.0 |
Low |
5,604.0 |
5,660.0 |
56.0 |
1.0% |
5,324.0 |
Close |
5,623.0 |
5,674.0 |
51.0 |
0.9% |
5,493.5 |
Range |
50.5 |
44.0 |
-6.5 |
-12.9% |
206.0 |
ATR |
117.8 |
115.2 |
-2.6 |
-2.2% |
0.0 |
Volume |
156 |
2,303 |
2,147 |
1,376.3% |
1,740 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,811.3 |
5,786.7 |
5,698.2 |
|
R3 |
5,767.3 |
5,742.7 |
5,686.1 |
|
R2 |
5,723.3 |
5,723.3 |
5,682.1 |
|
R1 |
5,698.7 |
5,698.7 |
5,678.0 |
5,711.0 |
PP |
5,679.3 |
5,679.3 |
5,679.3 |
5,685.5 |
S1 |
5,654.7 |
5,654.7 |
5,670.0 |
5,667.0 |
S2 |
5,635.3 |
5,635.3 |
5,665.9 |
|
S3 |
5,591.3 |
5,610.7 |
5,661.9 |
|
S4 |
5,547.3 |
5,566.7 |
5,649.8 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,067.2 |
5,986.3 |
5,606.8 |
|
R3 |
5,861.2 |
5,780.3 |
5,550.2 |
|
R2 |
5,655.2 |
5,655.2 |
5,531.3 |
|
R1 |
5,574.3 |
5,574.3 |
5,512.4 |
5,614.8 |
PP |
5,449.2 |
5,449.2 |
5,449.2 |
5,469.4 |
S1 |
5,368.3 |
5,368.3 |
5,474.6 |
5,408.8 |
S2 |
5,243.2 |
5,243.2 |
5,455.7 |
|
S3 |
5,037.2 |
5,162.3 |
5,436.9 |
|
S4 |
4,831.2 |
4,956.3 |
5,380.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,704.0 |
5,367.5 |
336.5 |
5.9% |
95.6 |
1.7% |
91% |
True |
False |
829 |
10 |
5,704.0 |
5,324.0 |
380.0 |
6.7% |
112.6 |
2.0% |
92% |
True |
False |
742 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
112.9 |
2.0% |
61% |
False |
False |
623 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
102.0 |
1.8% |
61% |
False |
False |
1,102 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.9% |
97.1 |
1.7% |
64% |
False |
False |
1,103 |
80 |
5,895.0 |
5,117.0 |
778.0 |
13.7% |
99.0 |
1.7% |
72% |
False |
False |
877 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.6% |
93.1 |
1.6% |
83% |
False |
False |
720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,891.0 |
2.618 |
5,819.2 |
1.618 |
5,775.2 |
1.000 |
5,748.0 |
0.618 |
5,731.2 |
HIGH |
5,704.0 |
0.618 |
5,687.2 |
0.500 |
5,682.0 |
0.382 |
5,676.8 |
LOW |
5,660.0 |
0.618 |
5,632.8 |
1.000 |
5,616.0 |
1.618 |
5,588.8 |
2.618 |
5,544.8 |
4.250 |
5,473.0 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,682.0 |
5,654.5 |
PP |
5,679.3 |
5,635.0 |
S1 |
5,676.7 |
5,615.5 |
|