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 |
10,247.42 |
10,289.82 |
42.40 |
0.4% |
9,712.13 |
High |
10,341.97 |
10,321.64 |
-20.33 |
-0.2% |
10,044.50 |
Low |
10,246.14 |
10,171.24 |
-74.90 |
-0.7% |
9,678.95 |
Close |
10,291.26 |
10,197.47 |
-93.79 |
-0.9% |
10,023.42 |
Range |
95.83 |
150.40 |
54.57 |
56.9% |
365.55 |
ATR |
143.81 |
144.29 |
0.47 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,681.32 |
10,589.79 |
10,280.19 |
|
R3 |
10,530.92 |
10,439.39 |
10,238.83 |
|
R2 |
10,380.52 |
10,380.52 |
10,225.04 |
|
R1 |
10,288.99 |
10,288.99 |
10,211.26 |
10,259.56 |
PP |
10,230.12 |
10,230.12 |
10,230.12 |
10,215.40 |
S1 |
10,138.59 |
10,138.59 |
10,183.68 |
10,109.16 |
S2 |
10,079.72 |
10,079.72 |
10,169.90 |
|
S3 |
9,929.32 |
9,988.19 |
10,156.11 |
|
S4 |
9,778.92 |
9,837.79 |
10,114.75 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012.27 |
10,883.40 |
10,224.47 |
|
R3 |
10,646.72 |
10,517.85 |
10,123.95 |
|
R2 |
10,281.17 |
10,281.17 |
10,090.44 |
|
R1 |
10,152.30 |
10,152.30 |
10,056.93 |
10,216.74 |
PP |
9,915.62 |
9,915.62 |
9,915.62 |
9,947.84 |
S1 |
9,786.75 |
9,786.75 |
9,989.91 |
9,851.19 |
S2 |
9,550.07 |
9,550.07 |
9,956.40 |
|
S3 |
9,184.52 |
9,421.20 |
9,922.89 |
|
S4 |
8,818.97 |
9,055.65 |
9,822.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,341.97 |
9,936.81 |
405.16 |
4.0% |
124.93 |
1.2% |
64% |
False |
False |
|
10 |
10,341.97 |
9,678.95 |
663.02 |
6.5% |
153.16 |
1.5% |
78% |
False |
False |
|
20 |
10,341.97 |
9,678.95 |
663.02 |
6.5% |
155.53 |
1.5% |
78% |
False |
False |
|
40 |
10,341.97 |
9,430.08 |
911.89 |
8.9% |
136.80 |
1.3% |
84% |
False |
False |
|
60 |
10,341.97 |
9,252.93 |
1,089.04 |
10.7% |
130.43 |
1.3% |
87% |
False |
False |
|
80 |
10,341.97 |
8,866.44 |
1,475.53 |
14.5% |
130.60 |
1.3% |
90% |
False |
False |
|
100 |
10,341.97 |
8,087.19 |
2,254.78 |
22.1% |
132.32 |
1.3% |
94% |
False |
False |
|
120 |
10,341.97 |
8,087.19 |
2,254.78 |
22.1% |
135.14 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,960.84 |
2.618 |
10,715.39 |
1.618 |
10,564.99 |
1.000 |
10,472.04 |
0.618 |
10,414.59 |
HIGH |
10,321.64 |
0.618 |
10,264.19 |
0.500 |
10,246.44 |
0.382 |
10,228.69 |
LOW |
10,171.24 |
0.618 |
10,078.29 |
1.000 |
10,020.84 |
1.618 |
9,927.89 |
2.618 |
9,777.49 |
4.250 |
9,532.04 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,246.44 |
10,256.61 |
PP |
10,230.12 |
10,236.89 |
S1 |
10,213.79 |
10,217.18 |
|