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 |
5,528.5 |
5,635.0 |
106.5 |
1.9% |
5,413.0 |
High |
5,657.5 |
5,654.0 |
-3.5 |
-0.1% |
5,533.0 |
Low |
5,528.5 |
5,597.0 |
68.5 |
1.2% |
5,316.0 |
Close |
5,620.0 |
5,619.0 |
-1.0 |
0.0% |
5,489.0 |
Range |
129.0 |
57.0 |
-72.0 |
-55.8% |
217.0 |
ATR |
130.6 |
125.4 |
-5.3 |
-4.0% |
0.0 |
Volume |
129,725 |
136,559 |
6,834 |
5.3% |
884,321 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,794.3 |
5,763.7 |
5,650.4 |
|
R3 |
5,737.3 |
5,706.7 |
5,634.7 |
|
R2 |
5,680.3 |
5,680.3 |
5,629.5 |
|
R1 |
5,649.7 |
5,649.7 |
5,624.2 |
5,636.5 |
PP |
5,623.3 |
5,623.3 |
5,623.3 |
5,616.8 |
S1 |
5,592.7 |
5,592.7 |
5,613.8 |
5,579.5 |
S2 |
5,566.3 |
5,566.3 |
5,608.6 |
|
S3 |
5,509.3 |
5,535.7 |
5,603.3 |
|
S4 |
5,452.3 |
5,478.7 |
5,587.7 |
|
|
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 |
5,358.0 |
299.5 |
5.3% |
113.0 |
2.0% |
87% |
False |
False |
154,715 |
10 |
5,657.5 |
5,316.0 |
341.5 |
6.1% |
133.1 |
2.4% |
89% |
False |
False |
175,735 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.3% |
122.8 |
2.2% |
52% |
False |
False |
171,728 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.3% |
111.5 |
2.0% |
52% |
False |
False |
158,758 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.0% |
104.7 |
1.9% |
62% |
False |
False |
108,346 |
80 |
5,894.0 |
5,038.5 |
855.5 |
15.2% |
107.3 |
1.9% |
68% |
False |
False |
81,501 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.1% |
107.0 |
1.9% |
80% |
False |
False |
65,300 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.1% |
106.5 |
1.9% |
80% |
False |
False |
54,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,896.3 |
2.618 |
5,803.2 |
1.618 |
5,746.2 |
1.000 |
5,711.0 |
0.618 |
5,689.2 |
HIGH |
5,654.0 |
0.618 |
5,632.2 |
0.500 |
5,625.5 |
0.382 |
5,618.8 |
LOW |
5,597.0 |
0.618 |
5,561.8 |
1.000 |
5,540.0 |
1.618 |
5,504.8 |
2.618 |
5,447.8 |
4.250 |
5,354.8 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,625.5 |
5,590.8 |
PP |
5,623.3 |
5,562.5 |
S1 |
5,621.2 |
5,534.3 |
|