Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,065.75 |
1,091.50 |
25.75 |
2.4% |
1,031.25 |
High |
1,092.00 |
1,094.50 |
2.50 |
0.2% |
1,069.50 |
Low |
1,065.00 |
1,085.00 |
20.00 |
1.9% |
1,026.00 |
Close |
1,091.75 |
1,092.00 |
0.25 |
0.0% |
1,066.25 |
Range |
27.00 |
9.50 |
-17.50 |
-64.8% |
43.50 |
ATR |
20.63 |
19.84 |
-0.80 |
-3.9% |
0.00 |
Volume |
2,082,058 |
1,833,896 |
-248,162 |
-11.9% |
12,785,909 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.00 |
1,115.00 |
1,097.25 |
|
R3 |
1,109.50 |
1,105.50 |
1,094.50 |
|
R2 |
1,100.00 |
1,100.00 |
1,093.75 |
|
R1 |
1,096.00 |
1,096.00 |
1,092.75 |
1,098.00 |
PP |
1,090.50 |
1,090.50 |
1,090.50 |
1,091.50 |
S1 |
1,086.50 |
1,086.50 |
1,091.25 |
1,088.50 |
S2 |
1,081.00 |
1,081.00 |
1,090.25 |
|
S3 |
1,071.50 |
1,077.00 |
1,089.50 |
|
S4 |
1,062.00 |
1,067.50 |
1,086.75 |
|
|
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 |
1,094.50 |
1,039.00 |
55.50 |
5.1% |
19.00 |
1.7% |
95% |
True |
False |
2,108,285 |
10 |
1,094.50 |
1,026.00 |
68.50 |
6.3% |
22.00 |
2.0% |
96% |
True |
False |
2,430,382 |
20 |
1,099.00 |
1,026.00 |
73.00 |
6.7% |
21.00 |
1.9% |
90% |
False |
False |
2,224,460 |
40 |
1,099.00 |
1,012.00 |
87.00 |
8.0% |
18.50 |
1.7% |
92% |
False |
False |
2,112,623 |
60 |
1,099.00 |
972.00 |
127.00 |
11.6% |
18.00 |
1.6% |
94% |
False |
False |
1,507,213 |
80 |
1,099.00 |
935.50 |
163.50 |
15.0% |
18.00 |
1.6% |
96% |
False |
False |
1,131,004 |
100 |
1,099.00 |
861.25 |
237.75 |
21.8% |
17.75 |
1.6% |
97% |
False |
False |
905,185 |
120 |
1,099.00 |
861.25 |
237.75 |
21.8% |
17.75 |
1.6% |
97% |
False |
False |
754,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.00 |
2.618 |
1,119.25 |
1.618 |
1,109.75 |
1.000 |
1,104.00 |
0.618 |
1,100.25 |
HIGH |
1,094.50 |
0.618 |
1,090.75 |
0.500 |
1,089.75 |
0.382 |
1,088.75 |
LOW |
1,085.00 |
0.618 |
1,079.25 |
1.000 |
1,075.50 |
1.618 |
1,069.75 |
2.618 |
1,060.25 |
4.250 |
1,044.50 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,091.25 |
1,086.00 |
PP |
1,090.50 |
1,080.00 |
S1 |
1,089.75 |
1,074.00 |
|