Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,660.0 |
5,667.5 |
7.5 |
0.1% |
5,420.0 |
High |
5,704.0 |
5,725.5 |
21.5 |
0.4% |
5,530.0 |
Low |
5,660.0 |
5,644.5 |
-15.5 |
-0.3% |
5,324.0 |
Close |
5,674.0 |
5,677.5 |
3.5 |
0.1% |
5,493.5 |
Range |
44.0 |
81.0 |
37.0 |
84.1% |
206.0 |
ATR |
115.2 |
112.7 |
-2.4 |
-2.1% |
0.0 |
Volume |
2,303 |
1,253 |
-1,050 |
-45.6% |
1,740 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,925.5 |
5,882.5 |
5,722.1 |
|
R3 |
5,844.5 |
5,801.5 |
5,699.8 |
|
R2 |
5,763.5 |
5,763.5 |
5,692.4 |
|
R1 |
5,720.5 |
5,720.5 |
5,684.9 |
5,742.0 |
PP |
5,682.5 |
5,682.5 |
5,682.5 |
5,693.3 |
S1 |
5,639.5 |
5,639.5 |
5,670.1 |
5,661.0 |
S2 |
5,601.5 |
5,601.5 |
5,662.7 |
|
S3 |
5,520.5 |
5,558.5 |
5,655.2 |
|
S4 |
5,439.5 |
5,477.5 |
5,633.0 |
|
|
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 |
5,725.5 |
5,417.0 |
308.5 |
5.4% |
82.3 |
1.4% |
84% |
True |
False |
1,020 |
10 |
5,725.5 |
5,324.0 |
401.5 |
7.1% |
105.9 |
1.9% |
88% |
True |
False |
789 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
114.1 |
2.0% |
62% |
False |
False |
665 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
102.7 |
1.8% |
62% |
False |
False |
762 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.9% |
97.5 |
1.7% |
65% |
False |
False |
1,116 |
80 |
5,895.0 |
5,166.5 |
728.5 |
12.8% |
98.0 |
1.7% |
70% |
False |
False |
890 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.5% |
93.6 |
1.6% |
84% |
False |
False |
731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,069.8 |
2.618 |
5,937.6 |
1.618 |
5,856.6 |
1.000 |
5,806.5 |
0.618 |
5,775.6 |
HIGH |
5,725.5 |
0.618 |
5,694.6 |
0.500 |
5,685.0 |
0.382 |
5,675.4 |
LOW |
5,644.5 |
0.618 |
5,594.4 |
1.000 |
5,563.5 |
1.618 |
5,513.4 |
2.618 |
5,432.4 |
4.250 |
5,300.3 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,685.0 |
5,673.3 |
PP |
5,682.5 |
5,669.0 |
S1 |
5,680.0 |
5,664.8 |
|