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 |
1,041.75 |
1,046.75 |
5.00 |
0.5% |
1,076.50 |
High |
1,058.50 |
1,064.00 |
5.50 |
0.5% |
1,088.50 |
Low |
1,040.75 |
1,039.00 |
-1.75 |
-0.2% |
1,029.50 |
Close |
1,047.00 |
1,063.25 |
16.25 |
1.6% |
1,033.00 |
Range |
17.75 |
25.00 |
7.25 |
40.8% |
59.00 |
ATR |
20.11 |
20.46 |
0.35 |
1.7% |
0.00 |
Volume |
2,315,679 |
2,360,779 |
45,100 |
1.9% |
12,289,622 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.50 |
1,121.75 |
1,077.00 |
|
R3 |
1,105.50 |
1,096.75 |
1,070.00 |
|
R2 |
1,080.50 |
1,080.50 |
1,067.75 |
|
R1 |
1,071.75 |
1,071.75 |
1,065.50 |
1,076.00 |
PP |
1,055.50 |
1,055.50 |
1,055.50 |
1,057.50 |
S1 |
1,046.75 |
1,046.75 |
1,061.00 |
1,051.00 |
S2 |
1,030.50 |
1,030.50 |
1,058.75 |
|
S3 |
1,005.50 |
1,021.75 |
1,056.50 |
|
S4 |
980.50 |
996.75 |
1,049.50 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.25 |
1,189.25 |
1,065.50 |
|
R3 |
1,168.25 |
1,130.25 |
1,049.25 |
|
R2 |
1,109.25 |
1,109.25 |
1,043.75 |
|
R1 |
1,071.25 |
1,071.25 |
1,038.50 |
1,060.75 |
PP |
1,050.25 |
1,050.25 |
1,050.25 |
1,045.00 |
S1 |
1,012.25 |
1,012.25 |
1,027.50 |
1,001.75 |
S2 |
991.25 |
991.25 |
1,022.25 |
|
S3 |
932.25 |
953.25 |
1,016.75 |
|
S4 |
873.25 |
894.25 |
1,000.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,064.00 |
1,026.00 |
38.00 |
3.6% |
23.50 |
2.2% |
98% |
True |
False |
2,627,052 |
10 |
1,095.25 |
1,026.00 |
69.25 |
6.5% |
23.25 |
2.2% |
54% |
False |
False |
2,531,091 |
20 |
1,099.00 |
1,026.00 |
73.00 |
6.9% |
19.75 |
1.9% |
51% |
False |
False |
2,144,317 |
40 |
1,099.00 |
1,012.00 |
87.00 |
8.2% |
18.50 |
1.7% |
59% |
False |
False |
2,096,456 |
60 |
1,099.00 |
971.25 |
127.75 |
12.0% |
18.25 |
1.7% |
72% |
False |
False |
1,409,725 |
80 |
1,099.00 |
917.00 |
182.00 |
17.1% |
17.75 |
1.7% |
80% |
False |
False |
1,057,745 |
100 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.75 |
1.7% |
85% |
False |
False |
846,550 |
120 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.75 |
1.7% |
85% |
False |
False |
705,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.25 |
2.618 |
1,129.50 |
1.618 |
1,104.50 |
1.000 |
1,089.00 |
0.618 |
1,079.50 |
HIGH |
1,064.00 |
0.618 |
1,054.50 |
0.500 |
1,051.50 |
0.382 |
1,048.50 |
LOW |
1,039.00 |
0.618 |
1,023.50 |
1.000 |
1,014.00 |
1.618 |
998.50 |
2.618 |
973.50 |
4.250 |
932.75 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,059.25 |
1,057.25 |
PP |
1,055.50 |
1,051.25 |
S1 |
1,051.50 |
1,045.25 |
|