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 |
5,383.0 |
5,480.0 |
97.0 |
1.8% |
5,413.0 |
High |
5,516.5 |
5,533.0 |
16.5 |
0.3% |
5,533.0 |
Low |
5,358.0 |
5,411.0 |
53.0 |
1.0% |
5,316.0 |
Close |
5,490.5 |
5,489.0 |
-1.5 |
0.0% |
5,489.0 |
Range |
158.5 |
122.0 |
-36.5 |
-23.0% |
217.0 |
ATR |
128.2 |
127.7 |
-0.4 |
-0.3% |
0.0 |
Volume |
167,985 |
177,124 |
9,139 |
5.4% |
884,321 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.7 |
5,788.3 |
5,556.1 |
|
R3 |
5,721.7 |
5,666.3 |
5,522.6 |
|
R2 |
5,599.7 |
5,599.7 |
5,511.4 |
|
R1 |
5,544.3 |
5,544.3 |
5,500.2 |
5,572.0 |
PP |
5,477.7 |
5,477.7 |
5,477.7 |
5,491.5 |
S1 |
5,422.3 |
5,422.3 |
5,477.8 |
5,450.0 |
S2 |
5,355.7 |
5,355.7 |
5,466.6 |
|
S3 |
5,233.7 |
5,300.3 |
5,455.5 |
|
S4 |
5,111.7 |
5,178.3 |
5,421.9 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,097.0 |
6,010.0 |
5,608.4 |
|
R3 |
5,880.0 |
5,793.0 |
5,548.7 |
|
R2 |
5,663.0 |
5,663.0 |
5,528.8 |
|
R1 |
5,576.0 |
5,576.0 |
5,508.9 |
5,619.5 |
PP |
5,446.0 |
5,446.0 |
5,446.0 |
5,467.8 |
S1 |
5,359.0 |
5,359.0 |
5,469.1 |
5,402.5 |
S2 |
5,229.0 |
5,229.0 |
5,449.2 |
|
S3 |
5,012.0 |
5,142.0 |
5,429.3 |
|
S4 |
4,795.0 |
4,925.0 |
5,369.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,533.0 |
5,316.0 |
217.0 |
4.0% |
120.1 |
2.2% |
80% |
True |
False |
176,864 |
10 |
5,804.0 |
5,316.0 |
488.0 |
8.9% |
140.0 |
2.6% |
35% |
False |
False |
187,354 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.5% |
122.5 |
2.2% |
30% |
False |
False |
171,465 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.5% |
111.1 |
2.0% |
30% |
False |
False |
153,866 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.3% |
105.8 |
1.9% |
44% |
False |
False |
103,940 |
80 |
5,894.0 |
4,965.5 |
928.5 |
16.9% |
106.3 |
1.9% |
56% |
False |
False |
78,176 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.7% |
107.7 |
2.0% |
70% |
False |
False |
62,675 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.7% |
106.5 |
1.9% |
70% |
False |
False |
52,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,051.5 |
2.618 |
5,852.4 |
1.618 |
5,730.4 |
1.000 |
5,655.0 |
0.618 |
5,608.4 |
HIGH |
5,533.0 |
0.618 |
5,486.4 |
0.500 |
5,472.0 |
0.382 |
5,457.6 |
LOW |
5,411.0 |
0.618 |
5,335.6 |
1.000 |
5,289.0 |
1.618 |
5,213.6 |
2.618 |
5,091.6 |
4.250 |
4,892.5 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,483.3 |
5,474.5 |
PP |
5,477.7 |
5,460.0 |
S1 |
5,472.0 |
5,445.5 |
|