Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,674.5 |
5,733.0 |
58.5 |
1.0% |
5,527.0 |
High |
5,705.0 |
5,815.0 |
110.0 |
1.9% |
5,725.5 |
Low |
5,624.5 |
5,733.0 |
108.5 |
1.9% |
5,527.0 |
Close |
5,694.5 |
5,807.0 |
112.5 |
2.0% |
5,694.5 |
Range |
80.5 |
82.0 |
1.5 |
1.9% |
198.5 |
ATR |
110.4 |
111.1 |
0.7 |
0.7% |
0.0 |
Volume |
3,244 |
371 |
-2,873 |
-88.6% |
7,794 |
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,031.0 |
6,001.0 |
5,852.1 |
|
R3 |
5,949.0 |
5,919.0 |
5,829.6 |
|
R2 |
5,867.0 |
5,867.0 |
5,822.0 |
|
R1 |
5,837.0 |
5,837.0 |
5,814.5 |
5,852.0 |
PP |
5,785.0 |
5,785.0 |
5,785.0 |
5,792.5 |
S1 |
5,755.0 |
5,755.0 |
5,799.5 |
5,770.0 |
S2 |
5,703.0 |
5,703.0 |
5,792.0 |
|
S3 |
5,621.0 |
5,673.0 |
5,784.5 |
|
S4 |
5,539.0 |
5,591.0 |
5,761.9 |
|
|
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 |
5,815.0 |
5,604.0 |
211.0 |
3.6% |
67.6 |
1.2% |
96% |
True |
False |
1,465 |
10 |
5,815.0 |
5,324.0 |
491.0 |
8.5% |
87.7 |
1.5% |
98% |
True |
False |
964 |
20 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
110.7 |
1.9% |
85% |
False |
False |
789 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
103.3 |
1.8% |
85% |
False |
False |
770 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.7% |
96.2 |
1.7% |
86% |
False |
False |
1,171 |
80 |
5,895.0 |
5,166.5 |
728.5 |
12.5% |
98.0 |
1.7% |
88% |
False |
False |
931 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.0% |
94.6 |
1.6% |
93% |
False |
False |
766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,163.5 |
2.618 |
6,029.7 |
1.618 |
5,947.7 |
1.000 |
5,897.0 |
0.618 |
5,865.7 |
HIGH |
5,815.0 |
0.618 |
5,783.7 |
0.500 |
5,774.0 |
0.382 |
5,764.3 |
LOW |
5,733.0 |
0.618 |
5,682.3 |
1.000 |
5,651.0 |
1.618 |
5,600.3 |
2.618 |
5,518.3 |
4.250 |
5,384.5 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,796.0 |
5,777.9 |
PP |
5,785.0 |
5,748.8 |
S1 |
5,774.0 |
5,719.8 |
|