Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,267.53 |
10,404.77 |
137.24 |
1.3% |
10,020.62 |
High |
10,434.24 |
10,438.17 |
3.93 |
0.0% |
10,341.97 |
Low |
10,267.45 |
10,361.99 |
94.54 |
0.9% |
10,020.62 |
Close |
10,406.96 |
10,437.42 |
30.46 |
0.3% |
10,270.47 |
Range |
166.79 |
76.18 |
-90.61 |
-54.3% |
321.35 |
ATR |
143.86 |
139.03 |
-4.83 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,641.07 |
10,615.42 |
10,479.32 |
|
R3 |
10,564.89 |
10,539.24 |
10,458.37 |
|
R2 |
10,488.71 |
10,488.71 |
10,451.39 |
|
R1 |
10,463.06 |
10,463.06 |
10,444.40 |
10,475.89 |
PP |
10,412.53 |
10,412.53 |
10,412.53 |
10,418.94 |
S1 |
10,386.88 |
10,386.88 |
10,430.44 |
10,399.71 |
S2 |
10,336.35 |
10,336.35 |
10,423.45 |
|
S3 |
10,260.17 |
10,310.70 |
10,416.47 |
|
S4 |
10,183.99 |
10,234.52 |
10,395.52 |
|
|
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 |
10,438.17 |
10,171.24 |
266.93 |
2.6% |
120.57 |
1.2% |
100% |
True |
False |
|
10 |
10,438.17 |
9,767.14 |
671.03 |
6.4% |
134.74 |
1.3% |
100% |
True |
False |
|
20 |
10,438.17 |
9,678.95 |
759.22 |
7.3% |
155.85 |
1.5% |
100% |
True |
False |
|
40 |
10,438.17 |
9,430.08 |
1,008.09 |
9.7% |
140.03 |
1.3% |
100% |
True |
False |
|
60 |
10,438.17 |
9,252.93 |
1,185.24 |
11.4% |
130.22 |
1.2% |
100% |
True |
False |
|
80 |
10,438.17 |
9,007.47 |
1,430.70 |
13.7% |
129.90 |
1.2% |
100% |
True |
False |
|
100 |
10,438.17 |
8,087.19 |
2,350.98 |
22.5% |
131.22 |
1.3% |
100% |
True |
False |
|
120 |
10,438.17 |
8,087.19 |
2,350.98 |
22.5% |
133.54 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,761.94 |
2.618 |
10,637.61 |
1.618 |
10,561.43 |
1.000 |
10,514.35 |
0.618 |
10,485.25 |
HIGH |
10,438.17 |
0.618 |
10,409.07 |
0.500 |
10,400.08 |
0.382 |
10,391.09 |
LOW |
10,361.99 |
0.618 |
10,314.91 |
1.000 |
10,285.81 |
1.618 |
10,238.73 |
2.618 |
10,162.55 |
4.250 |
10,038.23 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,424.97 |
10,396.65 |
PP |
10,412.53 |
10,355.87 |
S1 |
10,400.08 |
10,315.10 |
|