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 |
1,063.25 |
1,065.75 |
2.50 |
0.2% |
1,031.25 |
High |
1,069.50 |
1,092.00 |
22.50 |
2.1% |
1,069.50 |
Low |
1,053.50 |
1,065.00 |
11.50 |
1.1% |
1,026.00 |
Close |
1,066.25 |
1,091.75 |
25.50 |
2.4% |
1,066.25 |
Range |
16.00 |
27.00 |
11.00 |
68.8% |
43.50 |
ATR |
20.14 |
20.63 |
0.49 |
2.4% |
0.00 |
Volume |
1,949,016 |
2,082,058 |
133,042 |
6.8% |
12,785,909 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.00 |
1,154.75 |
1,106.50 |
|
R3 |
1,137.00 |
1,127.75 |
1,099.25 |
|
R2 |
1,110.00 |
1,110.00 |
1,096.75 |
|
R1 |
1,100.75 |
1,100.75 |
1,094.25 |
1,105.50 |
PP |
1,083.00 |
1,083.00 |
1,083.00 |
1,085.25 |
S1 |
1,073.75 |
1,073.75 |
1,089.25 |
1,078.50 |
S2 |
1,056.00 |
1,056.00 |
1,086.75 |
|
S3 |
1,029.00 |
1,046.75 |
1,084.25 |
|
S4 |
1,002.00 |
1,019.75 |
1,077.00 |
|
|
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 |
1,092.00 |
1,026.50 |
65.50 |
6.0% |
20.75 |
1.9% |
100% |
True |
False |
2,298,271 |
10 |
1,092.00 |
1,026.00 |
66.00 |
6.0% |
22.50 |
2.1% |
100% |
True |
False |
2,480,943 |
20 |
1,099.00 |
1,026.00 |
73.00 |
6.7% |
21.00 |
1.9% |
90% |
False |
False |
2,185,805 |
40 |
1,099.00 |
1,012.00 |
87.00 |
8.0% |
18.75 |
1.7% |
92% |
False |
False |
2,115,444 |
60 |
1,099.00 |
971.25 |
127.75 |
11.7% |
18.25 |
1.7% |
94% |
False |
False |
1,476,747 |
80 |
1,099.00 |
929.75 |
169.25 |
15.5% |
18.00 |
1.7% |
96% |
False |
False |
1,108,103 |
100 |
1,099.00 |
861.25 |
237.75 |
21.8% |
18.00 |
1.6% |
97% |
False |
False |
886,858 |
120 |
1,099.00 |
861.25 |
237.75 |
21.8% |
17.75 |
1.6% |
97% |
False |
False |
739,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.75 |
2.618 |
1,162.75 |
1.618 |
1,135.75 |
1.000 |
1,119.00 |
0.618 |
1,108.75 |
HIGH |
1,092.00 |
0.618 |
1,081.75 |
0.500 |
1,078.50 |
0.382 |
1,075.25 |
LOW |
1,065.00 |
0.618 |
1,048.25 |
1.000 |
1,038.00 |
1.618 |
1,021.25 |
2.618 |
994.25 |
4.250 |
950.25 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,087.25 |
1,083.00 |
PP |
1,083.00 |
1,074.25 |
S1 |
1,078.50 |
1,065.50 |
|