Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,091.25 |
1,081.75 |
-9.50 |
-0.9% |
1,061.25 |
High |
1,096.00 |
1,091.25 |
-4.75 |
-0.4% |
1,098.25 |
Low |
1,077.75 |
1,078.25 |
0.50 |
0.0% |
1,060.75 |
Close |
1,082.50 |
1,086.50 |
4.00 |
0.4% |
1,086.50 |
Range |
18.25 |
13.00 |
-5.25 |
-28.8% |
37.50 |
ATR |
18.59 |
18.19 |
-0.40 |
-2.1% |
0.00 |
Volume |
3,581 |
4,638 |
1,057 |
29.5% |
18,762 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.25 |
1,118.50 |
1,093.75 |
|
R3 |
1,111.25 |
1,105.50 |
1,090.00 |
|
R2 |
1,098.25 |
1,098.25 |
1,089.00 |
|
R1 |
1,092.50 |
1,092.50 |
1,087.75 |
1,095.50 |
PP |
1,085.25 |
1,085.25 |
1,085.25 |
1,086.75 |
S1 |
1,079.50 |
1,079.50 |
1,085.25 |
1,082.50 |
S2 |
1,072.25 |
1,072.25 |
1,084.00 |
|
S3 |
1,059.25 |
1,066.50 |
1,083.00 |
|
S4 |
1,046.25 |
1,053.50 |
1,079.25 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.25 |
1,178.00 |
1,107.00 |
|
R3 |
1,156.75 |
1,140.50 |
1,096.75 |
|
R2 |
1,119.25 |
1,119.25 |
1,093.50 |
|
R1 |
1,103.00 |
1,103.00 |
1,090.00 |
1,111.00 |
PP |
1,081.75 |
1,081.75 |
1,081.75 |
1,086.00 |
S1 |
1,065.50 |
1,065.50 |
1,083.00 |
1,073.50 |
S2 |
1,044.25 |
1,044.25 |
1,079.50 |
|
S3 |
1,006.75 |
1,028.00 |
1,076.25 |
|
S4 |
969.25 |
990.50 |
1,066.00 |
|
|
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 |
1,060.75 |
37.50 |
3.5% |
15.50 |
1.4% |
69% |
False |
False |
3,752 |
10 |
1,098.25 |
1,021.00 |
77.25 |
7.1% |
17.50 |
1.6% |
85% |
False |
False |
4,941 |
20 |
1,098.25 |
1,021.00 |
77.25 |
7.1% |
20.25 |
1.9% |
85% |
False |
False |
4,624 |
40 |
1,098.25 |
1,007.25 |
91.00 |
8.4% |
18.00 |
1.6% |
87% |
False |
False |
2,993 |
60 |
1,098.25 |
984.25 |
114.00 |
10.5% |
16.50 |
1.5% |
90% |
False |
False |
2,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.50 |
2.618 |
1,125.25 |
1.618 |
1,112.25 |
1.000 |
1,104.25 |
0.618 |
1,099.25 |
HIGH |
1,091.25 |
0.618 |
1,086.25 |
0.500 |
1,084.75 |
0.382 |
1,083.25 |
LOW |
1,078.25 |
0.618 |
1,070.25 |
1.000 |
1,065.25 |
1.618 |
1,057.25 |
2.618 |
1,044.25 |
4.250 |
1,023.00 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,086.00 |
1,088.00 |
PP |
1,085.25 |
1,087.50 |
S1 |
1,084.75 |
1,087.00 |
|