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 |
1,046.75 |
1,063.25 |
16.50 |
1.6% |
1,031.25 |
High |
1,064.00 |
1,069.50 |
5.50 |
0.5% |
1,069.50 |
Low |
1,039.00 |
1,053.50 |
14.50 |
1.4% |
1,026.00 |
Close |
1,063.25 |
1,066.25 |
3.00 |
0.3% |
1,066.25 |
Range |
25.00 |
16.00 |
-9.00 |
-36.0% |
43.50 |
ATR |
20.46 |
20.14 |
-0.32 |
-1.6% |
0.00 |
Volume |
2,360,779 |
1,949,016 |
-411,763 |
-17.4% |
12,785,909 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.00 |
1,104.75 |
1,075.00 |
|
R3 |
1,095.00 |
1,088.75 |
1,070.75 |
|
R2 |
1,079.00 |
1,079.00 |
1,069.25 |
|
R1 |
1,072.75 |
1,072.75 |
1,067.75 |
1,076.00 |
PP |
1,063.00 |
1,063.00 |
1,063.00 |
1,064.75 |
S1 |
1,056.75 |
1,056.75 |
1,064.75 |
1,060.00 |
S2 |
1,047.00 |
1,047.00 |
1,063.25 |
|
S3 |
1,031.00 |
1,040.75 |
1,061.75 |
|
S4 |
1,015.00 |
1,024.75 |
1,057.50 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.50 |
1,168.75 |
1,090.25 |
|
R3 |
1,141.00 |
1,125.25 |
1,078.25 |
|
R2 |
1,097.50 |
1,097.50 |
1,074.25 |
|
R1 |
1,081.75 |
1,081.75 |
1,070.25 |
1,089.50 |
PP |
1,054.00 |
1,054.00 |
1,054.00 |
1,057.75 |
S1 |
1,038.25 |
1,038.25 |
1,062.25 |
1,046.00 |
S2 |
1,010.50 |
1,010.50 |
1,058.25 |
|
S3 |
967.00 |
994.75 |
1,054.25 |
|
S4 |
923.50 |
951.25 |
1,042.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,069.50 |
1,026.00 |
43.50 |
4.1% |
20.00 |
1.9% |
93% |
True |
False |
2,557,181 |
10 |
1,088.50 |
1,026.00 |
62.50 |
5.9% |
22.50 |
2.1% |
64% |
False |
False |
2,507,553 |
20 |
1,099.00 |
1,026.00 |
73.00 |
6.8% |
20.25 |
1.9% |
55% |
False |
False |
2,148,053 |
40 |
1,099.00 |
1,012.00 |
87.00 |
8.2% |
18.50 |
1.7% |
62% |
False |
False |
2,107,416 |
60 |
1,099.00 |
971.25 |
127.75 |
12.0% |
18.25 |
1.7% |
74% |
False |
False |
1,442,143 |
80 |
1,099.00 |
924.00 |
175.00 |
16.4% |
17.75 |
1.7% |
81% |
False |
False |
1,082,092 |
100 |
1,099.00 |
861.25 |
237.75 |
22.3% |
17.75 |
1.7% |
86% |
False |
False |
866,038 |
120 |
1,099.00 |
861.25 |
237.75 |
22.3% |
17.50 |
1.7% |
86% |
False |
False |
721,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.50 |
2.618 |
1,111.50 |
1.618 |
1,095.50 |
1.000 |
1,085.50 |
0.618 |
1,079.50 |
HIGH |
1,069.50 |
0.618 |
1,063.50 |
0.500 |
1,061.50 |
0.382 |
1,059.50 |
LOW |
1,053.50 |
0.618 |
1,043.50 |
1.000 |
1,037.50 |
1.618 |
1,027.50 |
2.618 |
1,011.50 |
4.250 |
985.50 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,064.75 |
1,062.25 |
PP |
1,063.00 |
1,058.25 |
S1 |
1,061.50 |
1,054.25 |
|