Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,088.75 |
1,091.25 |
2.50 |
0.2% |
1,027.50 |
High |
1,098.25 |
1,096.00 |
-2.25 |
-0.2% |
1,065.50 |
Low |
1,086.75 |
1,077.75 |
-9.00 |
-0.8% |
1,021.00 |
Close |
1,091.50 |
1,082.50 |
-9.00 |
-0.8% |
1,061.25 |
Range |
11.50 |
18.25 |
6.75 |
58.7% |
44.50 |
ATR |
18.62 |
18.59 |
-0.03 |
-0.1% |
0.00 |
Volume |
4,237 |
3,581 |
-656 |
-15.5% |
30,652 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.25 |
1,129.50 |
1,092.50 |
|
R3 |
1,122.00 |
1,111.25 |
1,087.50 |
|
R2 |
1,103.75 |
1,103.75 |
1,085.75 |
|
R1 |
1,093.00 |
1,093.00 |
1,084.25 |
1,089.25 |
PP |
1,085.50 |
1,085.50 |
1,085.50 |
1,083.50 |
S1 |
1,074.75 |
1,074.75 |
1,080.75 |
1,071.00 |
S2 |
1,067.25 |
1,067.25 |
1,079.25 |
|
S3 |
1,049.00 |
1,056.50 |
1,077.50 |
|
S4 |
1,030.75 |
1,038.25 |
1,072.50 |
|
|
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 |
1,049.00 |
49.25 |
4.5% |
16.25 |
1.5% |
68% |
False |
False |
3,950 |
10 |
1,098.25 |
1,021.00 |
77.25 |
7.1% |
19.50 |
1.8% |
80% |
False |
False |
5,102 |
20 |
1,098.25 |
1,021.00 |
77.25 |
7.1% |
20.50 |
1.9% |
80% |
False |
False |
4,465 |
40 |
1,098.25 |
1,007.25 |
91.00 |
8.4% |
17.75 |
1.6% |
83% |
False |
False |
2,881 |
60 |
1,098.25 |
984.25 |
114.00 |
10.5% |
16.25 |
1.5% |
86% |
False |
False |
1,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.50 |
2.618 |
1,143.75 |
1.618 |
1,125.50 |
1.000 |
1,114.25 |
0.618 |
1,107.25 |
HIGH |
1,096.00 |
0.618 |
1,089.00 |
0.500 |
1,087.00 |
0.382 |
1,084.75 |
LOW |
1,077.75 |
0.618 |
1,066.50 |
1.000 |
1,059.50 |
1.618 |
1,048.25 |
2.618 |
1,030.00 |
4.250 |
1,000.25 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,087.00 |
1,088.00 |
PP |
1,085.50 |
1,086.25 |
S1 |
1,084.00 |
1,084.25 |
|