Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,092.8 |
1,094.1 |
1.3 |
0.1% |
1,055.5 |
High |
1,098.5 |
1,095.2 |
-3.3 |
-0.3% |
1,060.8 |
Low |
1,080.5 |
1,084.3 |
3.8 |
0.4% |
1,026.9 |
Close |
1,087.3 |
1,089.3 |
2.0 |
0.2% |
1,040.4 |
Range |
18.0 |
10.9 |
-7.1 |
-39.4% |
33.9 |
ATR |
18.2 |
17.7 |
-0.5 |
-2.9% |
0.0 |
Volume |
208,684 |
190,846 |
-17,838 |
-8.5% |
752,372 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.3 |
1,116.7 |
1,095.3 |
|
R3 |
1,111.4 |
1,105.8 |
1,092.3 |
|
R2 |
1,100.5 |
1,100.5 |
1,091.3 |
|
R1 |
1,094.9 |
1,094.9 |
1,090.3 |
1,092.3 |
PP |
1,089.6 |
1,089.6 |
1,089.6 |
1,088.3 |
S1 |
1,084.0 |
1,084.0 |
1,088.3 |
1,081.4 |
S2 |
1,078.7 |
1,078.7 |
1,087.3 |
|
S3 |
1,067.8 |
1,073.1 |
1,086.3 |
|
S4 |
1,056.9 |
1,062.2 |
1,083.3 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.4 |
1,126.3 |
1,059.0 |
|
R3 |
1,110.5 |
1,092.4 |
1,049.7 |
|
R2 |
1,076.6 |
1,076.6 |
1,046.6 |
|
R1 |
1,058.5 |
1,058.5 |
1,043.5 |
1,050.6 |
PP |
1,042.7 |
1,042.7 |
1,042.7 |
1,038.8 |
S1 |
1,024.6 |
1,024.6 |
1,037.3 |
1,016.7 |
S2 |
1,008.8 |
1,008.8 |
1,034.2 |
|
S3 |
974.9 |
990.7 |
1,031.1 |
|
S4 |
941.0 |
956.8 |
1,021.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.5 |
1,035.4 |
63.1 |
5.8% |
16.5 |
1.5% |
85% |
False |
False |
158,339 |
10 |
1,098.5 |
1,026.9 |
71.6 |
6.6% |
17.2 |
1.6% |
87% |
False |
False |
152,463 |
20 |
1,098.5 |
1,026.9 |
71.6 |
6.6% |
16.3 |
1.5% |
87% |
False |
False |
141,615 |
40 |
1,098.5 |
985.5 |
113.0 |
10.4% |
16.5 |
1.5% |
92% |
False |
False |
127,969 |
60 |
1,098.5 |
931.3 |
167.2 |
15.3% |
16.3 |
1.5% |
94% |
False |
False |
115,999 |
80 |
1,098.5 |
927.6 |
170.9 |
15.7% |
15.5 |
1.4% |
95% |
False |
False |
101,453 |
100 |
1,098.5 |
907.6 |
190.9 |
17.5% |
15.2 |
1.4% |
95% |
False |
False |
82,525 |
120 |
1,098.5 |
907.6 |
190.9 |
17.5% |
15.6 |
1.4% |
95% |
False |
False |
69,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,141.5 |
2.618 |
1,123.7 |
1.618 |
1,112.8 |
1.000 |
1,106.1 |
0.618 |
1,101.9 |
HIGH |
1,095.2 |
0.618 |
1,091.0 |
0.500 |
1,089.8 |
0.382 |
1,088.5 |
LOW |
1,084.3 |
0.618 |
1,077.6 |
1.000 |
1,073.4 |
1.618 |
1,066.7 |
2.618 |
1,055.8 |
4.250 |
1,038.0 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,089.8 |
1,085.6 |
PP |
1,089.6 |
1,081.9 |
S1 |
1,089.5 |
1,078.3 |
|