Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
9,716 |
9,785 |
69 |
0.7% |
9,925 |
High |
9,887 |
9,970 |
83 |
0.8% |
10,025 |
Low |
9,712 |
9,722 |
10 |
0.1% |
9,632 |
Close |
9,785 |
9,954 |
169 |
1.7% |
9,664 |
Range |
175 |
248 |
73 |
41.7% |
393 |
ATR |
168 |
174 |
6 |
3.4% |
0 |
Volume |
173,566 |
195,523 |
21,957 |
12.7% |
932,513 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,626 |
10,538 |
10,091 |
|
R3 |
10,378 |
10,290 |
10,022 |
|
R2 |
10,130 |
10,130 |
10,000 |
|
R1 |
10,042 |
10,042 |
9,977 |
10,086 |
PP |
9,882 |
9,882 |
9,882 |
9,904 |
S1 |
9,794 |
9,794 |
9,931 |
9,838 |
S2 |
9,634 |
9,634 |
9,909 |
|
S3 |
9,386 |
9,546 |
9,886 |
|
S4 |
9,138 |
9,298 |
9,818 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,953 |
10,701 |
9,880 |
|
R3 |
10,560 |
10,308 |
9,772 |
|
R2 |
10,167 |
10,167 |
9,736 |
|
R1 |
9,915 |
9,915 |
9,700 |
9,845 |
PP |
9,774 |
9,774 |
9,774 |
9,738 |
S1 |
9,522 |
9,522 |
9,628 |
9,452 |
S2 |
9,381 |
9,381 |
9,592 |
|
S3 |
8,988 |
9,129 |
9,556 |
|
S4 |
8,595 |
8,736 |
9,448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,970 |
9,596 |
374 |
3.8% |
213 |
2.1% |
96% |
True |
False |
208,333 |
10 |
10,068 |
9,596 |
472 |
4.7% |
197 |
2.0% |
76% |
False |
False |
198,786 |
20 |
10,070 |
9,596 |
474 |
4.8% |
169 |
1.7% |
76% |
False |
False |
163,018 |
40 |
10,070 |
9,336 |
734 |
7.4% |
152 |
1.5% |
84% |
False |
False |
152,722 |
60 |
10,070 |
9,033 |
1,037 |
10.4% |
150 |
1.5% |
89% |
False |
False |
102,125 |
80 |
10,070 |
8,440 |
1,630 |
16.4% |
147 |
1.5% |
93% |
False |
False |
76,623 |
100 |
10,070 |
7,961 |
2,109 |
21.2% |
147 |
1.5% |
94% |
False |
False |
61,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,024 |
2.618 |
10,619 |
1.618 |
10,371 |
1.000 |
10,218 |
0.618 |
10,123 |
HIGH |
9,970 |
0.618 |
9,875 |
0.500 |
9,846 |
0.382 |
9,817 |
LOW |
9,722 |
0.618 |
9,569 |
1.000 |
9,474 |
1.618 |
9,321 |
2.618 |
9,073 |
4.250 |
8,668 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
9,918 |
9,902 |
PP |
9,882 |
9,850 |
S1 |
9,846 |
9,799 |
|