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 |
1,686.75 |
1,719.00 |
32.25 |
1.9% |
1,661.00 |
High |
1,722.00 |
1,737.50 |
15.50 |
0.9% |
1,737.50 |
Low |
1,671.50 |
1,705.00 |
33.50 |
2.0% |
1,650.25 |
Close |
1,719.25 |
1,729.75 |
10.50 |
0.6% |
1,729.75 |
Range |
50.50 |
32.50 |
-18.00 |
-35.6% |
87.25 |
ATR |
33.59 |
33.51 |
-0.08 |
-0.2% |
0.00 |
Volume |
350,126 |
334,091 |
-16,035 |
-4.6% |
1,917,207 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.50 |
1,808.25 |
1,747.50 |
|
R3 |
1,789.00 |
1,775.75 |
1,738.75 |
|
R2 |
1,756.50 |
1,756.50 |
1,735.75 |
|
R1 |
1,743.25 |
1,743.25 |
1,732.75 |
1,750.00 |
PP |
1,724.00 |
1,724.00 |
1,724.00 |
1,727.50 |
S1 |
1,710.75 |
1,710.75 |
1,726.75 |
1,717.50 |
S2 |
1,691.50 |
1,691.50 |
1,723.75 |
|
S3 |
1,659.00 |
1,678.25 |
1,720.75 |
|
S4 |
1,626.50 |
1,645.75 |
1,712.00 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.50 |
1,936.00 |
1,777.75 |
|
R3 |
1,880.25 |
1,848.75 |
1,753.75 |
|
R2 |
1,793.00 |
1,793.00 |
1,745.75 |
|
R1 |
1,761.50 |
1,761.50 |
1,737.75 |
1,777.25 |
PP |
1,705.75 |
1,705.75 |
1,705.75 |
1,713.75 |
S1 |
1,674.25 |
1,674.25 |
1,721.75 |
1,690.00 |
S2 |
1,618.50 |
1,618.50 |
1,713.75 |
|
S3 |
1,531.25 |
1,587.00 |
1,705.75 |
|
S4 |
1,444.00 |
1,499.75 |
1,681.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,737.50 |
1,650.25 |
87.25 |
5.0% |
34.75 |
2.0% |
91% |
True |
False |
383,441 |
10 |
1,777.25 |
1,650.25 |
127.00 |
7.3% |
38.50 |
2.2% |
63% |
False |
False |
385,068 |
20 |
1,779.25 |
1,650.25 |
129.00 |
7.5% |
32.50 |
1.9% |
62% |
False |
False |
329,574 |
40 |
1,779.25 |
1,649.75 |
129.50 |
7.5% |
30.50 |
1.8% |
62% |
False |
False |
317,276 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.7% |
30.50 |
1.8% |
78% |
False |
False |
216,375 |
80 |
1,779.25 |
1,503.50 |
275.75 |
15.9% |
29.75 |
1.7% |
82% |
False |
False |
162,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,875.50 |
2.618 |
1,822.50 |
1.618 |
1,790.00 |
1.000 |
1,770.00 |
0.618 |
1,757.50 |
HIGH |
1,737.50 |
0.618 |
1,725.00 |
0.500 |
1,721.25 |
0.382 |
1,717.50 |
LOW |
1,705.00 |
0.618 |
1,685.00 |
1.000 |
1,672.50 |
1.618 |
1,652.50 |
2.618 |
1,620.00 |
4.250 |
1,567.00 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,727.00 |
1,721.25 |
PP |
1,724.00 |
1,713.00 |
S1 |
1,721.25 |
1,704.50 |
|