Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,094.1 |
1,090.6 |
-3.5 |
-0.3% |
1,057.9 |
High |
1,095.2 |
1,101.9 |
6.7 |
0.6% |
1,101.9 |
Low |
1,084.3 |
1,086.5 |
2.2 |
0.2% |
1,053.3 |
Close |
1,089.3 |
1,095.7 |
6.4 |
0.6% |
1,095.7 |
Range |
10.9 |
15.4 |
4.5 |
41.3% |
48.6 |
ATR |
17.7 |
17.5 |
-0.2 |
-0.9% |
0.0 |
Volume |
190,846 |
111,073 |
-79,773 |
-41.8% |
772,690 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.9 |
1,133.7 |
1,104.2 |
|
R3 |
1,125.5 |
1,118.3 |
1,099.9 |
|
R2 |
1,110.1 |
1,110.1 |
1,098.5 |
|
R1 |
1,102.9 |
1,102.9 |
1,097.1 |
1,106.5 |
PP |
1,094.7 |
1,094.7 |
1,094.7 |
1,096.5 |
S1 |
1,087.5 |
1,087.5 |
1,094.3 |
1,091.1 |
S2 |
1,079.3 |
1,079.3 |
1,092.9 |
|
S3 |
1,063.9 |
1,072.1 |
1,091.5 |
|
S4 |
1,048.5 |
1,056.7 |
1,087.2 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,229.4 |
1,211.2 |
1,122.4 |
|
R3 |
1,180.8 |
1,162.6 |
1,109.1 |
|
R2 |
1,132.2 |
1,132.2 |
1,104.6 |
|
R1 |
1,114.0 |
1,114.0 |
1,100.2 |
1,123.1 |
PP |
1,083.6 |
1,083.6 |
1,083.6 |
1,088.2 |
S1 |
1,065.4 |
1,065.4 |
1,091.2 |
1,074.5 |
S2 |
1,035.0 |
1,035.0 |
1,086.8 |
|
S3 |
986.4 |
1,016.8 |
1,082.3 |
|
S4 |
937.8 |
968.2 |
1,069.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,101.9 |
1,053.3 |
48.6 |
4.4% |
16.8 |
1.5% |
87% |
True |
False |
154,538 |
10 |
1,101.9 |
1,026.9 |
75.0 |
6.8% |
16.9 |
1.5% |
92% |
True |
False |
152,506 |
20 |
1,101.9 |
1,026.9 |
75.0 |
6.8% |
16.5 |
1.5% |
92% |
True |
False |
136,947 |
40 |
1,101.9 |
985.5 |
116.4 |
10.6% |
16.4 |
1.5% |
95% |
True |
False |
127,516 |
60 |
1,101.9 |
931.3 |
170.6 |
15.6% |
16.3 |
1.5% |
96% |
True |
False |
116,777 |
80 |
1,101.9 |
927.6 |
174.3 |
15.9% |
15.6 |
1.4% |
96% |
True |
False |
102,526 |
100 |
1,101.9 |
907.6 |
194.3 |
17.7% |
15.2 |
1.4% |
97% |
True |
False |
83,607 |
120 |
1,101.9 |
907.6 |
194.3 |
17.7% |
15.7 |
1.4% |
97% |
True |
False |
70,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.4 |
2.618 |
1,142.2 |
1.618 |
1,126.8 |
1.000 |
1,117.3 |
0.618 |
1,111.4 |
HIGH |
1,101.9 |
0.618 |
1,096.0 |
0.500 |
1,094.2 |
0.382 |
1,092.4 |
LOW |
1,086.5 |
0.618 |
1,077.0 |
1.000 |
1,071.1 |
1.618 |
1,061.6 |
2.618 |
1,046.2 |
4.250 |
1,021.1 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,095.2 |
1,094.2 |
PP |
1,094.7 |
1,092.7 |
S1 |
1,094.2 |
1,091.2 |
|