Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,733.0 |
5,789.0 |
56.0 |
1.0% |
5,527.0 |
High |
5,815.0 |
5,815.5 |
0.5 |
0.0% |
5,725.5 |
Low |
5,733.0 |
5,770.0 |
37.0 |
0.6% |
5,527.0 |
Close |
5,807.0 |
5,787.0 |
-20.0 |
-0.3% |
5,694.5 |
Range |
82.0 |
45.5 |
-36.5 |
-44.5% |
198.5 |
ATR |
111.1 |
106.5 |
-4.7 |
-4.2% |
0.0 |
Volume |
371 |
356 |
-15 |
-4.0% |
7,794 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,927.3 |
5,902.7 |
5,812.0 |
|
R3 |
5,881.8 |
5,857.2 |
5,799.5 |
|
R2 |
5,836.3 |
5,836.3 |
5,795.3 |
|
R1 |
5,811.7 |
5,811.7 |
5,791.2 |
5,801.3 |
PP |
5,790.8 |
5,790.8 |
5,790.8 |
5,785.6 |
S1 |
5,766.2 |
5,766.2 |
5,782.8 |
5,755.8 |
S2 |
5,745.3 |
5,745.3 |
5,778.7 |
|
S3 |
5,699.8 |
5,720.7 |
5,774.5 |
|
S4 |
5,654.3 |
5,675.2 |
5,762.0 |
|
|
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 |
5,815.5 |
5,624.5 |
191.0 |
3.3% |
66.6 |
1.2% |
85% |
True |
False |
1,505 |
10 |
5,815.5 |
5,367.5 |
448.0 |
7.7% |
85.0 |
1.5% |
94% |
True |
False |
960 |
20 |
5,865.0 |
5,324.0 |
541.0 |
9.3% |
107.9 |
1.9% |
86% |
False |
False |
794 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
103.0 |
1.8% |
81% |
False |
False |
738 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.7% |
95.1 |
1.6% |
83% |
False |
False |
1,173 |
80 |
5,895.0 |
5,166.5 |
728.5 |
12.6% |
96.9 |
1.7% |
85% |
False |
False |
934 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.1% |
94.2 |
1.6% |
92% |
False |
False |
768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,008.9 |
2.618 |
5,934.6 |
1.618 |
5,889.1 |
1.000 |
5,861.0 |
0.618 |
5,843.6 |
HIGH |
5,815.5 |
0.618 |
5,798.1 |
0.500 |
5,792.8 |
0.382 |
5,787.4 |
LOW |
5,770.0 |
0.618 |
5,741.9 |
1.000 |
5,724.5 |
1.618 |
5,696.4 |
2.618 |
5,650.9 |
4.250 |
5,576.6 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,792.8 |
5,764.7 |
PP |
5,790.8 |
5,742.3 |
S1 |
5,788.9 |
5,720.0 |
|