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 |
1,728.00 |
1,766.00 |
38.00 |
2.2% |
1,661.00 |
High |
1,767.50 |
1,776.50 |
9.00 |
0.5% |
1,737.50 |
Low |
1,727.50 |
1,759.00 |
31.50 |
1.8% |
1,650.25 |
Close |
1,766.50 |
1,772.50 |
6.00 |
0.3% |
1,729.75 |
Range |
40.00 |
17.50 |
-22.50 |
-56.3% |
87.25 |
ATR |
33.97 |
32.80 |
-1.18 |
-3.5% |
0.00 |
Volume |
293,095 |
276,685 |
-16,410 |
-5.6% |
1,917,207 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.75 |
1,814.75 |
1,782.00 |
|
R3 |
1,804.25 |
1,797.25 |
1,777.25 |
|
R2 |
1,786.75 |
1,786.75 |
1,775.75 |
|
R1 |
1,779.75 |
1,779.75 |
1,774.00 |
1,783.25 |
PP |
1,769.25 |
1,769.25 |
1,769.25 |
1,771.00 |
S1 |
1,762.25 |
1,762.25 |
1,771.00 |
1,765.75 |
S2 |
1,751.75 |
1,751.75 |
1,769.25 |
|
S3 |
1,734.25 |
1,744.75 |
1,767.75 |
|
S4 |
1,716.75 |
1,727.25 |
1,763.00 |
|
|
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 |
1,776.50 |
1,671.50 |
105.00 |
5.9% |
33.50 |
1.9% |
96% |
True |
False |
315,530 |
10 |
1,776.50 |
1,650.25 |
126.25 |
7.1% |
36.50 |
2.1% |
97% |
True |
False |
366,871 |
20 |
1,779.25 |
1,650.25 |
129.00 |
7.3% |
33.25 |
1.9% |
95% |
False |
False |
338,755 |
40 |
1,779.25 |
1,649.75 |
129.50 |
7.3% |
30.75 |
1.7% |
95% |
False |
False |
318,204 |
60 |
1,779.25 |
1,562.75 |
216.50 |
12.2% |
30.00 |
1.7% |
97% |
False |
False |
225,862 |
80 |
1,779.25 |
1,527.00 |
252.25 |
14.2% |
30.00 |
1.7% |
97% |
False |
False |
169,475 |
100 |
1,779.25 |
1,391.25 |
388.00 |
21.9% |
29.00 |
1.6% |
98% |
False |
False |
135,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.00 |
2.618 |
1,822.25 |
1.618 |
1,804.75 |
1.000 |
1,794.00 |
0.618 |
1,787.25 |
HIGH |
1,776.50 |
0.618 |
1,769.75 |
0.500 |
1,767.75 |
0.382 |
1,765.75 |
LOW |
1,759.00 |
0.618 |
1,748.25 |
1.000 |
1,741.50 |
1.618 |
1,730.75 |
2.618 |
1,713.25 |
4.250 |
1,684.50 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,771.00 |
1,762.00 |
PP |
1,769.25 |
1,751.25 |
S1 |
1,767.75 |
1,740.75 |
|