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 |
10,289.82 |
10,197.85 |
-91.97 |
-0.9% |
10,020.62 |
High |
10,321.64 |
10,305.69 |
-15.95 |
-0.2% |
10,341.97 |
Low |
10,171.24 |
10,192.03 |
20.79 |
0.2% |
10,020.62 |
Close |
10,197.47 |
10,270.47 |
73.00 |
0.7% |
10,270.47 |
Range |
150.40 |
113.66 |
-36.74 |
-24.4% |
321.35 |
ATR |
144.29 |
142.10 |
-2.19 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,597.04 |
10,547.42 |
10,332.98 |
|
R3 |
10,483.38 |
10,433.76 |
10,301.73 |
|
R2 |
10,369.72 |
10,369.72 |
10,291.31 |
|
R1 |
10,320.10 |
10,320.10 |
10,280.89 |
10,344.91 |
PP |
10,256.06 |
10,256.06 |
10,256.06 |
10,268.47 |
S1 |
10,206.44 |
10,206.44 |
10,260.05 |
10,231.25 |
S2 |
10,142.40 |
10,142.40 |
10,249.63 |
|
S3 |
10,028.74 |
10,092.78 |
10,239.21 |
|
S4 |
9,915.08 |
9,979.12 |
10,207.96 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,175.07 |
11,044.12 |
10,447.21 |
|
R3 |
10,853.72 |
10,722.77 |
10,358.84 |
|
R2 |
10,532.37 |
10,532.37 |
10,329.38 |
|
R1 |
10,401.42 |
10,401.42 |
10,299.93 |
10,466.90 |
PP |
10,211.02 |
10,211.02 |
10,211.02 |
10,243.76 |
S1 |
10,080.07 |
10,080.07 |
10,241.01 |
10,145.55 |
S2 |
9,889.67 |
9,889.67 |
10,211.56 |
|
S3 |
9,568.32 |
9,758.72 |
10,182.10 |
|
S4 |
9,246.97 |
9,437.37 |
10,093.73 |
|
|
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 |
10,020.62 |
321.35 |
3.1% |
126.12 |
1.2% |
78% |
False |
False |
|
10 |
10,341.97 |
9,678.95 |
663.02 |
6.5% |
136.77 |
1.3% |
89% |
False |
False |
|
20 |
10,341.97 |
9,678.95 |
663.02 |
6.5% |
155.12 |
1.5% |
89% |
False |
False |
|
40 |
10,341.97 |
9,430.08 |
911.89 |
8.9% |
138.07 |
1.3% |
92% |
False |
False |
|
60 |
10,341.97 |
9,252.93 |
1,089.04 |
10.6% |
130.72 |
1.3% |
93% |
False |
False |
|
80 |
10,341.97 |
9,007.39 |
1,334.58 |
13.0% |
129.14 |
1.3% |
95% |
False |
False |
|
100 |
10,341.97 |
8,087.19 |
2,254.78 |
22.0% |
131.77 |
1.3% |
97% |
False |
False |
|
120 |
10,341.97 |
8,087.19 |
2,254.78 |
22.0% |
134.36 |
1.3% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,788.75 |
2.618 |
10,603.25 |
1.618 |
10,489.59 |
1.000 |
10,419.35 |
0.618 |
10,375.93 |
HIGH |
10,305.69 |
0.618 |
10,262.27 |
0.500 |
10,248.86 |
0.382 |
10,235.45 |
LOW |
10,192.03 |
0.618 |
10,121.79 |
1.000 |
10,078.37 |
1.618 |
10,008.13 |
2.618 |
9,894.47 |
4.250 |
9,708.98 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,263.27 |
10,265.85 |
PP |
10,256.06 |
10,261.23 |
S1 |
10,248.86 |
10,256.61 |
|