Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,086.75 |
1,088.75 |
2.00 |
0.2% |
1,027.50 |
High |
1,089.25 |
1,098.25 |
9.00 |
0.8% |
1,065.50 |
Low |
1,080.25 |
1,086.75 |
6.50 |
0.6% |
1,021.00 |
Close |
1,087.00 |
1,091.50 |
4.50 |
0.4% |
1,061.25 |
Range |
9.00 |
11.50 |
2.50 |
27.8% |
44.50 |
ATR |
19.17 |
18.62 |
-0.55 |
-2.9% |
0.00 |
Volume |
3,715 |
4,237 |
522 |
14.1% |
30,652 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.75 |
1,120.50 |
1,097.75 |
|
R3 |
1,115.25 |
1,109.00 |
1,094.75 |
|
R2 |
1,103.75 |
1,103.75 |
1,093.50 |
|
R1 |
1,097.50 |
1,097.50 |
1,092.50 |
1,100.50 |
PP |
1,092.25 |
1,092.25 |
1,092.25 |
1,093.75 |
S1 |
1,086.00 |
1,086.00 |
1,090.50 |
1,089.00 |
S2 |
1,080.75 |
1,080.75 |
1,089.50 |
|
S3 |
1,069.25 |
1,074.50 |
1,088.25 |
|
S4 |
1,057.75 |
1,063.00 |
1,085.25 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.75 |
1,166.50 |
1,085.75 |
|
R3 |
1,138.25 |
1,122.00 |
1,073.50 |
|
R2 |
1,093.75 |
1,093.75 |
1,069.50 |
|
R1 |
1,077.50 |
1,077.50 |
1,065.25 |
1,085.50 |
PP |
1,049.25 |
1,049.25 |
1,049.25 |
1,053.25 |
S1 |
1,033.00 |
1,033.00 |
1,057.25 |
1,041.00 |
S2 |
1,004.75 |
1,004.75 |
1,053.00 |
|
S3 |
960.25 |
988.50 |
1,049.00 |
|
S4 |
915.75 |
944.00 |
1,036.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.25 |
1,034.50 |
63.75 |
5.8% |
17.50 |
1.6% |
89% |
True |
False |
4,236 |
10 |
1,098.25 |
1,021.00 |
77.25 |
7.1% |
20.50 |
1.9% |
91% |
True |
False |
5,045 |
20 |
1,098.25 |
1,021.00 |
77.25 |
7.1% |
20.25 |
1.8% |
91% |
True |
False |
4,453 |
40 |
1,098.25 |
1,007.25 |
91.00 |
8.3% |
17.75 |
1.6% |
93% |
True |
False |
2,793 |
60 |
1,098.25 |
971.00 |
127.25 |
11.7% |
16.25 |
1.5% |
95% |
True |
False |
1,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.00 |
2.618 |
1,128.25 |
1.618 |
1,116.75 |
1.000 |
1,109.75 |
0.618 |
1,105.25 |
HIGH |
1,098.25 |
0.618 |
1,093.75 |
0.500 |
1,092.50 |
0.382 |
1,091.25 |
LOW |
1,086.75 |
0.618 |
1,079.75 |
1.000 |
1,075.25 |
1.618 |
1,068.25 |
2.618 |
1,056.75 |
4.250 |
1,038.00 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,092.50 |
1,087.50 |
PP |
1,092.25 |
1,083.50 |
S1 |
1,091.75 |
1,079.50 |
|