Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,789.0 |
5,818.0 |
29.0 |
0.5% |
5,527.0 |
High |
5,815.5 |
5,850.0 |
34.5 |
0.6% |
5,725.5 |
Low |
5,770.0 |
5,780.0 |
10.0 |
0.2% |
5,527.0 |
Close |
5,787.0 |
5,803.0 |
16.0 |
0.3% |
5,694.5 |
Range |
45.5 |
70.0 |
24.5 |
53.8% |
198.5 |
ATR |
106.5 |
103.8 |
-2.6 |
-2.4% |
0.0 |
Volume |
356 |
133 |
-223 |
-62.6% |
7,794 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,021.0 |
5,982.0 |
5,841.5 |
|
R3 |
5,951.0 |
5,912.0 |
5,822.3 |
|
R2 |
5,881.0 |
5,881.0 |
5,815.8 |
|
R1 |
5,842.0 |
5,842.0 |
5,809.4 |
5,826.5 |
PP |
5,811.0 |
5,811.0 |
5,811.0 |
5,803.3 |
S1 |
5,772.0 |
5,772.0 |
5,796.6 |
5,756.5 |
S2 |
5,741.0 |
5,741.0 |
5,790.2 |
|
S3 |
5,671.0 |
5,702.0 |
5,783.8 |
|
S4 |
5,601.0 |
5,632.0 |
5,764.5 |
|
|
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 |
5,850.0 |
5,624.5 |
225.5 |
3.9% |
71.8 |
1.2% |
79% |
True |
False |
1,071 |
10 |
5,850.0 |
5,367.5 |
482.5 |
8.3% |
83.7 |
1.4% |
90% |
True |
False |
950 |
20 |
5,854.0 |
5,324.0 |
530.0 |
9.1% |
105.5 |
1.8% |
90% |
False |
False |
769 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
102.8 |
1.8% |
84% |
False |
False |
717 |
60 |
5,895.0 |
5,275.0 |
620.0 |
10.7% |
95.3 |
1.6% |
85% |
False |
False |
1,173 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
96.0 |
1.7% |
87% |
False |
False |
932 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.0% |
94.1 |
1.6% |
93% |
False |
False |
768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,147.5 |
2.618 |
6,033.3 |
1.618 |
5,963.3 |
1.000 |
5,920.0 |
0.618 |
5,893.3 |
HIGH |
5,850.0 |
0.618 |
5,823.3 |
0.500 |
5,815.0 |
0.382 |
5,806.7 |
LOW |
5,780.0 |
0.618 |
5,736.7 |
1.000 |
5,710.0 |
1.618 |
5,666.7 |
2.618 |
5,596.7 |
4.250 |
5,482.5 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,815.0 |
5,799.2 |
PP |
5,811.0 |
5,795.3 |
S1 |
5,807.0 |
5,791.5 |
|