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 |
5,480.0 |
5,528.5 |
48.5 |
0.9% |
5,413.0 |
High |
5,533.0 |
5,657.5 |
124.5 |
2.3% |
5,533.0 |
Low |
5,411.0 |
5,528.5 |
117.5 |
2.2% |
5,316.0 |
Close |
5,489.0 |
5,620.0 |
131.0 |
2.4% |
5,489.0 |
Range |
122.0 |
129.0 |
7.0 |
5.7% |
217.0 |
ATR |
127.7 |
130.6 |
2.9 |
2.3% |
0.0 |
Volume |
177,124 |
129,725 |
-47,399 |
-26.8% |
884,321 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,989.0 |
5,933.5 |
5,691.0 |
|
R3 |
5,860.0 |
5,804.5 |
5,655.5 |
|
R2 |
5,731.0 |
5,731.0 |
5,643.7 |
|
R1 |
5,675.5 |
5,675.5 |
5,631.8 |
5,703.3 |
PP |
5,602.0 |
5,602.0 |
5,602.0 |
5,615.9 |
S1 |
5,546.5 |
5,546.5 |
5,608.2 |
5,574.3 |
S2 |
5,473.0 |
5,473.0 |
5,596.4 |
|
S3 |
5,344.0 |
5,417.5 |
5,584.5 |
|
S4 |
5,215.0 |
5,288.5 |
5,549.1 |
|
|
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 |
5,657.5 |
5,316.0 |
341.5 |
6.1% |
118.0 |
2.1% |
89% |
True |
False |
163,841 |
10 |
5,677.0 |
5,316.0 |
361.0 |
6.4% |
135.1 |
2.4% |
84% |
False |
False |
180,631 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.3% |
124.7 |
2.2% |
53% |
False |
False |
172,275 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.3% |
111.6 |
2.0% |
53% |
False |
False |
156,400 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.0% |
105.5 |
1.9% |
62% |
False |
False |
106,096 |
80 |
5,894.0 |
5,012.5 |
881.5 |
15.7% |
107.2 |
1.9% |
69% |
False |
False |
79,795 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.1% |
108.4 |
1.9% |
80% |
False |
False |
63,940 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.1% |
106.9 |
1.9% |
80% |
False |
False |
53,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,205.8 |
2.618 |
5,995.2 |
1.618 |
5,866.2 |
1.000 |
5,786.5 |
0.618 |
5,737.2 |
HIGH |
5,657.5 |
0.618 |
5,608.2 |
0.500 |
5,593.0 |
0.382 |
5,577.8 |
LOW |
5,528.5 |
0.618 |
5,448.8 |
1.000 |
5,399.5 |
1.618 |
5,319.8 |
2.618 |
5,190.8 |
4.250 |
4,980.3 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,611.0 |
5,582.6 |
PP |
5,602.0 |
5,545.2 |
S1 |
5,593.0 |
5,507.8 |
|