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 |
1,719.00 |
1,728.00 |
9.00 |
0.5% |
1,661.00 |
High |
1,737.50 |
1,767.50 |
30.00 |
1.7% |
1,737.50 |
Low |
1,705.00 |
1,727.50 |
22.50 |
1.3% |
1,650.25 |
Close |
1,729.75 |
1,766.50 |
36.75 |
2.1% |
1,729.75 |
Range |
32.50 |
40.00 |
7.50 |
23.1% |
87.25 |
ATR |
33.51 |
33.97 |
0.46 |
1.4% |
0.00 |
Volume |
334,091 |
293,095 |
-40,996 |
-12.3% |
1,917,207 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.75 |
1,860.25 |
1,788.50 |
|
R3 |
1,833.75 |
1,820.25 |
1,777.50 |
|
R2 |
1,793.75 |
1,793.75 |
1,773.75 |
|
R1 |
1,780.25 |
1,780.25 |
1,770.25 |
1,787.00 |
PP |
1,753.75 |
1,753.75 |
1,753.75 |
1,757.25 |
S1 |
1,740.25 |
1,740.25 |
1,762.75 |
1,747.00 |
S2 |
1,713.75 |
1,713.75 |
1,759.25 |
|
S3 |
1,673.75 |
1,700.25 |
1,755.50 |
|
S4 |
1,633.75 |
1,660.25 |
1,744.50 |
|
|
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 |
1,767.50 |
1,651.00 |
116.50 |
6.6% |
35.25 |
2.0% |
99% |
True |
False |
351,518 |
10 |
1,767.50 |
1,650.25 |
117.25 |
6.6% |
38.50 |
2.2% |
99% |
True |
False |
378,519 |
20 |
1,779.25 |
1,650.25 |
129.00 |
7.3% |
33.25 |
1.9% |
90% |
False |
False |
333,857 |
40 |
1,779.25 |
1,649.75 |
129.50 |
7.3% |
30.75 |
1.7% |
90% |
False |
False |
317,418 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.5% |
30.50 |
1.7% |
94% |
False |
False |
221,256 |
80 |
1,779.25 |
1,522.00 |
257.25 |
14.6% |
30.00 |
1.7% |
95% |
False |
False |
166,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.50 |
2.618 |
1,872.25 |
1.618 |
1,832.25 |
1.000 |
1,807.50 |
0.618 |
1,792.25 |
HIGH |
1,767.50 |
0.618 |
1,752.25 |
0.500 |
1,747.50 |
0.382 |
1,742.75 |
LOW |
1,727.50 |
0.618 |
1,702.75 |
1.000 |
1,687.50 |
1.618 |
1,662.75 |
2.618 |
1,622.75 |
4.250 |
1,557.50 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,760.25 |
1,750.75 |
PP |
1,753.75 |
1,735.25 |
S1 |
1,747.50 |
1,719.50 |
|