Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
3,160 |
3,249 |
89 |
2.8% |
3,265 |
High |
3,279 |
3,264 |
-15 |
-0.5% |
3,273 |
Low |
3,146 |
3,191 |
45 |
1.4% |
3,102 |
Close |
3,258 |
3,197 |
-61 |
-1.9% |
3,134 |
Range |
133 |
73 |
-60 |
-45.1% |
171 |
ATR |
82 |
81 |
-1 |
-0.8% |
0 |
Volume |
4,476 |
9,960 |
5,484 |
122.5% |
55,794 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,436 |
3,390 |
3,237 |
|
R3 |
3,363 |
3,317 |
3,217 |
|
R2 |
3,290 |
3,290 |
3,210 |
|
R1 |
3,244 |
3,244 |
3,204 |
3,231 |
PP |
3,217 |
3,217 |
3,217 |
3,211 |
S1 |
3,171 |
3,171 |
3,190 |
3,158 |
S2 |
3,144 |
3,144 |
3,184 |
|
S3 |
3,071 |
3,098 |
3,177 |
|
S4 |
2,998 |
3,025 |
3,157 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,683 |
3,579 |
3,228 |
|
R3 |
3,512 |
3,408 |
3,181 |
|
R2 |
3,341 |
3,341 |
3,165 |
|
R1 |
3,237 |
3,237 |
3,150 |
3,204 |
PP |
3,170 |
3,170 |
3,170 |
3,153 |
S1 |
3,066 |
3,066 |
3,118 |
3,033 |
S2 |
2,999 |
2,999 |
3,103 |
|
S3 |
2,828 |
2,895 |
3,087 |
|
S4 |
2,657 |
2,724 |
3,040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,279 |
3,103 |
176 |
5.5% |
72 |
2.2% |
53% |
False |
False |
8,022 |
10 |
3,298 |
3,102 |
196 |
6.1% |
78 |
2.4% |
48% |
False |
False |
9,377 |
20 |
3,439 |
3,102 |
337 |
10.5% |
77 |
2.4% |
28% |
False |
False |
7,158 |
40 |
3,439 |
2,990 |
449 |
14.0% |
82 |
2.6% |
46% |
False |
False |
4,660 |
60 |
3,439 |
2,784 |
655 |
20.5% |
82 |
2.6% |
63% |
False |
False |
3,496 |
80 |
3,439 |
2,725 |
714 |
22.3% |
81 |
2.5% |
66% |
False |
False |
2,893 |
100 |
3,439 |
2,488 |
951 |
29.7% |
77 |
2.4% |
75% |
False |
False |
2,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,574 |
2.618 |
3,455 |
1.618 |
3,382 |
1.000 |
3,337 |
0.618 |
3,309 |
HIGH |
3,264 |
0.618 |
3,236 |
0.500 |
3,228 |
0.382 |
3,219 |
LOW |
3,191 |
0.618 |
3,146 |
1.000 |
3,118 |
1.618 |
3,073 |
2.618 |
3,000 |
4.250 |
2,881 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
3,228 |
3,196 |
PP |
3,217 |
3,195 |
S1 |
3,207 |
3,195 |
|