Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,404.77 |
10,426.27 |
21.50 |
0.2% |
10,020.62 |
High |
10,438.17 |
10,432.66 |
-5.51 |
-0.1% |
10,341.97 |
Low |
10,361.99 |
10,360.10 |
-1.89 |
0.0% |
10,020.62 |
Close |
10,437.42 |
10,426.31 |
-11.11 |
-0.1% |
10,270.47 |
Range |
76.18 |
72.56 |
-3.62 |
-4.8% |
321.35 |
ATR |
139.03 |
134.62 |
-4.41 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,624.04 |
10,597.73 |
10,466.22 |
|
R3 |
10,551.48 |
10,525.17 |
10,446.26 |
|
R2 |
10,478.92 |
10,478.92 |
10,439.61 |
|
R1 |
10,452.61 |
10,452.61 |
10,432.96 |
10,465.77 |
PP |
10,406.36 |
10,406.36 |
10,406.36 |
10,412.93 |
S1 |
10,380.05 |
10,380.05 |
10,419.66 |
10,393.21 |
S2 |
10,333.80 |
10,333.80 |
10,413.01 |
|
S3 |
10,261.24 |
10,307.49 |
10,406.36 |
|
S4 |
10,188.68 |
10,234.93 |
10,386.40 |
|
|
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% |
115.92 |
1.1% |
96% |
False |
False |
|
10 |
10,438.17 |
9,807.80 |
630.37 |
6.0% |
125.91 |
1.2% |
98% |
False |
False |
|
20 |
10,438.17 |
9,678.95 |
759.22 |
7.3% |
150.69 |
1.4% |
98% |
False |
False |
|
40 |
10,438.17 |
9,430.08 |
1,008.09 |
9.7% |
137.42 |
1.3% |
99% |
False |
False |
|
60 |
10,438.17 |
9,252.93 |
1,185.24 |
11.4% |
129.58 |
1.2% |
99% |
False |
False |
|
80 |
10,438.17 |
9,014.19 |
1,423.98 |
13.7% |
129.34 |
1.2% |
99% |
False |
False |
|
100 |
10,438.17 |
8,087.19 |
2,350.98 |
22.5% |
130.90 |
1.3% |
99% |
False |
False |
|
120 |
10,438.17 |
8,087.19 |
2,350.98 |
22.5% |
131.98 |
1.3% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,741.04 |
2.618 |
10,622.62 |
1.618 |
10,550.06 |
1.000 |
10,505.22 |
0.618 |
10,477.50 |
HIGH |
10,432.66 |
0.618 |
10,404.94 |
0.500 |
10,396.38 |
0.382 |
10,387.82 |
LOW |
10,360.10 |
0.618 |
10,315.26 |
1.000 |
10,287.54 |
1.618 |
10,242.70 |
2.618 |
10,170.14 |
4.250 |
10,051.72 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,416.33 |
10,401.81 |
PP |
10,406.36 |
10,377.31 |
S1 |
10,396.38 |
10,352.81 |
|