Trading Metrics calculated at close of trading on 16-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,197.85 |
10,267.53 |
69.68 |
0.7% |
10,020.62 |
High |
10,305.69 |
10,434.24 |
128.55 |
1.2% |
10,341.97 |
Low |
10,192.03 |
10,267.45 |
75.42 |
0.7% |
10,020.62 |
Close |
10,270.47 |
10,406.96 |
136.49 |
1.3% |
10,270.47 |
Range |
113.66 |
166.79 |
53.13 |
46.7% |
321.35 |
ATR |
142.10 |
143.86 |
1.76 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,869.92 |
10,805.23 |
10,498.69 |
|
R3 |
10,703.13 |
10,638.44 |
10,452.83 |
|
R2 |
10,536.34 |
10,536.34 |
10,437.54 |
|
R1 |
10,471.65 |
10,471.65 |
10,422.25 |
10,504.00 |
PP |
10,369.55 |
10,369.55 |
10,369.55 |
10,385.72 |
S1 |
10,304.86 |
10,304.86 |
10,391.67 |
10,337.21 |
S2 |
10,202.76 |
10,202.76 |
10,376.38 |
|
S3 |
10,035.97 |
10,138.07 |
10,361.09 |
|
S4 |
9,869.18 |
9,971.28 |
10,315.23 |
|
|
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 |
10,434.24 |
10,171.24 |
263.00 |
2.5% |
117.96 |
1.1% |
90% |
True |
False |
|
10 |
10,434.24 |
9,703.89 |
730.35 |
7.0% |
135.48 |
1.3% |
96% |
True |
False |
|
20 |
10,434.24 |
9,678.95 |
755.29 |
7.3% |
157.32 |
1.5% |
96% |
True |
False |
|
40 |
10,434.24 |
9,430.08 |
1,004.16 |
9.6% |
139.91 |
1.3% |
97% |
True |
False |
|
60 |
10,434.24 |
9,252.93 |
1,181.31 |
11.4% |
130.64 |
1.3% |
98% |
True |
False |
|
80 |
10,434.24 |
9,007.47 |
1,426.77 |
13.7% |
130.06 |
1.2% |
98% |
True |
False |
|
100 |
10,434.24 |
8,087.19 |
2,347.05 |
22.6% |
131.13 |
1.3% |
99% |
True |
False |
|
120 |
10,434.24 |
8,087.19 |
2,347.05 |
22.6% |
134.19 |
1.3% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,143.10 |
2.618 |
10,870.90 |
1.618 |
10,704.11 |
1.000 |
10,601.03 |
0.618 |
10,537.32 |
HIGH |
10,434.24 |
0.618 |
10,370.53 |
0.500 |
10,350.85 |
0.382 |
10,331.16 |
LOW |
10,267.45 |
0.618 |
10,164.37 |
1.000 |
10,100.66 |
1.618 |
9,997.58 |
2.618 |
9,830.79 |
4.250 |
9,558.59 |
|
|
Fisher Pivots for day following 16-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,388.26 |
10,372.22 |
PP |
10,369.55 |
10,337.48 |
S1 |
10,350.85 |
10,302.74 |
|