Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,090.6 |
1,108.4 |
17.8 |
1.6% |
1,057.9 |
High |
1,101.9 |
1,111.7 |
9.8 |
0.9% |
1,101.9 |
Low |
1,086.5 |
1,096.0 |
9.5 |
0.9% |
1,053.3 |
Close |
1,095.7 |
1,101.4 |
5.7 |
0.5% |
1,095.7 |
Range |
15.4 |
15.7 |
0.3 |
1.9% |
48.6 |
ATR |
17.5 |
17.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
111,073 |
1,048 |
-110,025 |
-99.1% |
772,690 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.1 |
1,141.5 |
1,110.0 |
|
R3 |
1,134.4 |
1,125.8 |
1,105.7 |
|
R2 |
1,118.7 |
1,118.7 |
1,104.3 |
|
R1 |
1,110.1 |
1,110.1 |
1,102.8 |
1,106.6 |
PP |
1,103.0 |
1,103.0 |
1,103.0 |
1,101.3 |
S1 |
1,094.4 |
1,094.4 |
1,100.0 |
1,090.9 |
S2 |
1,087.3 |
1,087.3 |
1,098.5 |
|
S3 |
1,071.6 |
1,078.7 |
1,097.1 |
|
S4 |
1,055.9 |
1,063.0 |
1,092.8 |
|
|
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 |
1,111.7 |
1,058.0 |
53.7 |
4.9% |
18.1 |
1.6% |
81% |
True |
False |
128,856 |
10 |
1,111.7 |
1,026.9 |
84.8 |
7.7% |
16.2 |
1.5% |
88% |
True |
False |
137,224 |
20 |
1,111.7 |
1,026.9 |
84.8 |
7.7% |
16.6 |
1.5% |
88% |
True |
False |
130,864 |
40 |
1,111.7 |
985.5 |
126.2 |
11.5% |
16.4 |
1.5% |
92% |
True |
False |
124,207 |
60 |
1,111.7 |
931.3 |
180.4 |
16.4% |
16.3 |
1.5% |
94% |
True |
False |
115,624 |
80 |
1,111.7 |
927.6 |
184.1 |
16.7% |
15.7 |
1.4% |
94% |
True |
False |
102,426 |
100 |
1,111.7 |
907.6 |
204.1 |
18.5% |
15.2 |
1.4% |
95% |
True |
False |
83,562 |
120 |
1,111.7 |
907.6 |
204.1 |
18.5% |
15.7 |
1.4% |
95% |
True |
False |
70,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,178.4 |
2.618 |
1,152.8 |
1.618 |
1,137.1 |
1.000 |
1,127.4 |
0.618 |
1,121.4 |
HIGH |
1,111.7 |
0.618 |
1,105.7 |
0.500 |
1,103.9 |
0.382 |
1,102.0 |
LOW |
1,096.0 |
0.618 |
1,086.3 |
1.000 |
1,080.3 |
1.618 |
1,070.6 |
2.618 |
1,054.9 |
4.250 |
1,029.3 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,103.9 |
1,100.3 |
PP |
1,103.0 |
1,099.1 |
S1 |
1,102.2 |
1,098.0 |
|