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 |
4,567.0 |
4,615.0 |
48.0 |
1.1% |
4,530.0 |
High |
4,604.0 |
4,693.0 |
89.0 |
1.9% |
4,604.0 |
Low |
4,553.0 |
4,615.0 |
62.0 |
1.4% |
4,501.0 |
Close |
4,601.0 |
4,684.0 |
83.0 |
1.8% |
4,601.0 |
Range |
51.0 |
78.0 |
27.0 |
52.9% |
103.0 |
ATR |
72.7 |
74.1 |
1.4 |
1.9% |
0.0 |
Volume |
31,061 |
32,842 |
1,781 |
5.7% |
145,089 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,898.0 |
4,869.0 |
4,726.9 |
|
R3 |
4,820.0 |
4,791.0 |
4,705.5 |
|
R2 |
4,742.0 |
4,742.0 |
4,698.3 |
|
R1 |
4,713.0 |
4,713.0 |
4,691.2 |
4,727.5 |
PP |
4,664.0 |
4,664.0 |
4,664.0 |
4,671.3 |
S1 |
4,635.0 |
4,635.0 |
4,676.9 |
4,649.5 |
S2 |
4,586.0 |
4,586.0 |
4,669.7 |
|
S3 |
4,508.0 |
4,557.0 |
4,662.6 |
|
S4 |
4,430.0 |
4,479.0 |
4,641.1 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,877.7 |
4,842.3 |
4,657.7 |
|
R3 |
4,774.7 |
4,739.3 |
4,629.3 |
|
R2 |
4,671.7 |
4,671.7 |
4,619.9 |
|
R1 |
4,636.3 |
4,636.3 |
4,610.4 |
4,654.0 |
PP |
4,568.7 |
4,568.7 |
4,568.7 |
4,577.5 |
S1 |
4,533.3 |
4,533.3 |
4,591.6 |
4,551.0 |
S2 |
4,465.7 |
4,465.7 |
4,582.1 |
|
S3 |
4,362.7 |
4,430.3 |
4,572.7 |
|
S4 |
4,259.7 |
4,327.3 |
4,544.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,693.0 |
4,501.0 |
192.0 |
4.1% |
58.4 |
1.2% |
95% |
True |
False |
28,244 |
10 |
4,794.0 |
4,501.0 |
293.0 |
6.3% |
57.9 |
1.2% |
62% |
False |
False |
31,199 |
20 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
50.8 |
1.1% |
46% |
False |
False |
26,249 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
53.4 |
1.1% |
46% |
False |
False |
28,251 |
60 |
4,900.0 |
4,260.0 |
640.0 |
13.7% |
49.2 |
1.1% |
66% |
False |
False |
20,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,024.5 |
2.618 |
4,897.2 |
1.618 |
4,819.2 |
1.000 |
4,771.0 |
0.618 |
4,741.2 |
HIGH |
4,693.0 |
0.618 |
4,663.2 |
0.500 |
4,654.0 |
0.382 |
4,644.8 |
LOW |
4,615.0 |
0.618 |
4,566.8 |
1.000 |
4,537.0 |
1.618 |
4,488.8 |
2.618 |
4,410.8 |
4.250 |
4,283.5 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4,674.0 |
4,655.0 |
PP |
4,664.0 |
4,626.0 |
S1 |
4,654.0 |
4,597.0 |
|