Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,667.5 |
5,674.5 |
7.0 |
0.1% |
5,527.0 |
High |
5,725.5 |
5,705.0 |
-20.5 |
-0.4% |
5,725.5 |
Low |
5,644.5 |
5,624.5 |
-20.0 |
-0.4% |
5,527.0 |
Close |
5,677.5 |
5,694.5 |
17.0 |
0.3% |
5,694.5 |
Range |
81.0 |
80.5 |
-0.5 |
-0.6% |
198.5 |
ATR |
112.7 |
110.4 |
-2.3 |
-2.0% |
0.0 |
Volume |
1,253 |
3,244 |
1,991 |
158.9% |
7,794 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,916.2 |
5,885.8 |
5,738.8 |
|
R3 |
5,835.7 |
5,805.3 |
5,716.6 |
|
R2 |
5,755.2 |
5,755.2 |
5,709.3 |
|
R1 |
5,724.8 |
5,724.8 |
5,701.9 |
5,740.0 |
PP |
5,674.7 |
5,674.7 |
5,674.7 |
5,682.3 |
S1 |
5,644.3 |
5,644.3 |
5,687.1 |
5,659.5 |
S2 |
5,594.2 |
5,594.2 |
5,679.7 |
|
S3 |
5,513.7 |
5,563.8 |
5,672.4 |
|
S4 |
5,433.2 |
5,483.3 |
5,650.2 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,244.5 |
6,168.0 |
5,803.7 |
|
R3 |
6,046.0 |
5,969.5 |
5,749.1 |
|
R2 |
5,847.5 |
5,847.5 |
5,730.9 |
|
R1 |
5,771.0 |
5,771.0 |
5,712.7 |
5,809.3 |
PP |
5,649.0 |
5,649.0 |
5,649.0 |
5,668.1 |
S1 |
5,572.5 |
5,572.5 |
5,676.3 |
5,610.8 |
S2 |
5,450.5 |
5,450.5 |
5,658.1 |
|
S3 |
5,252.0 |
5,374.0 |
5,639.9 |
|
S4 |
5,053.5 |
5,175.5 |
5,585.3 |
|
|
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 |
5,527.0 |
198.5 |
3.5% |
75.8 |
1.3% |
84% |
False |
False |
1,558 |
10 |
5,725.5 |
5,324.0 |
401.5 |
7.1% |
92.5 |
1.6% |
92% |
False |
False |
953 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
111.3 |
2.0% |
65% |
False |
False |
783 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
103.4 |
1.8% |
65% |
False |
False |
766 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.9% |
95.8 |
1.7% |
68% |
False |
False |
1,168 |
80 |
5,895.0 |
5,166.5 |
728.5 |
12.8% |
98.0 |
1.7% |
72% |
False |
False |
928 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.5% |
94.0 |
1.7% |
85% |
False |
False |
763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,047.1 |
2.618 |
5,915.7 |
1.618 |
5,835.2 |
1.000 |
5,785.5 |
0.618 |
5,754.7 |
HIGH |
5,705.0 |
0.618 |
5,674.2 |
0.500 |
5,664.8 |
0.382 |
5,655.3 |
LOW |
5,624.5 |
0.618 |
5,574.8 |
1.000 |
5,544.0 |
1.618 |
5,494.3 |
2.618 |
5,413.8 |
4.250 |
5,282.4 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,684.6 |
5,688.0 |
PP |
5,674.7 |
5,681.5 |
S1 |
5,664.8 |
5,675.0 |
|