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 |
4,615.0 |
4,756.0 |
141.0 |
3.1% |
4,530.0 |
High |
4,693.0 |
4,783.0 |
90.0 |
1.9% |
4,604.0 |
Low |
4,615.0 |
4,728.0 |
113.0 |
2.4% |
4,501.0 |
Close |
4,684.0 |
4,734.0 |
50.0 |
1.1% |
4,601.0 |
Range |
78.0 |
55.0 |
-23.0 |
-29.5% |
103.0 |
ATR |
74.1 |
75.9 |
1.8 |
2.4% |
0.0 |
Volume |
32,842 |
34,127 |
1,285 |
3.9% |
145,089 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,913.3 |
4,878.7 |
4,764.3 |
|
R3 |
4,858.3 |
4,823.7 |
4,749.1 |
|
R2 |
4,803.3 |
4,803.3 |
4,744.1 |
|
R1 |
4,768.7 |
4,768.7 |
4,739.0 |
4,758.5 |
PP |
4,748.3 |
4,748.3 |
4,748.3 |
4,743.3 |
S1 |
4,713.7 |
4,713.7 |
4,729.0 |
4,703.5 |
S2 |
4,693.3 |
4,693.3 |
4,723.9 |
|
S3 |
4,638.3 |
4,658.7 |
4,718.9 |
|
S4 |
4,583.3 |
4,603.7 |
4,703.8 |
|
|
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 |
4,783.0 |
4,501.0 |
282.0 |
6.0% |
56.6 |
1.2% |
83% |
True |
False |
29,882 |
10 |
4,783.0 |
4,501.0 |
282.0 |
6.0% |
58.9 |
1.2% |
83% |
True |
False |
31,417 |
20 |
4,900.0 |
4,501.0 |
399.0 |
8.4% |
51.6 |
1.1% |
58% |
False |
False |
27,143 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.4% |
53.3 |
1.1% |
58% |
False |
False |
27,030 |
60 |
4,900.0 |
4,260.0 |
640.0 |
13.5% |
49.8 |
1.1% |
74% |
False |
False |
20,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,016.8 |
2.618 |
4,927.0 |
1.618 |
4,872.0 |
1.000 |
4,838.0 |
0.618 |
4,817.0 |
HIGH |
4,783.0 |
0.618 |
4,762.0 |
0.500 |
4,755.5 |
0.382 |
4,749.0 |
LOW |
4,728.0 |
0.618 |
4,694.0 |
1.000 |
4,673.0 |
1.618 |
4,639.0 |
2.618 |
4,584.0 |
4.250 |
4,494.3 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
4,755.5 |
4,712.0 |
PP |
4,748.3 |
4,690.0 |
S1 |
4,741.2 |
4,668.0 |
|