Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
9,785 |
9,953 |
168 |
1.7% |
9,658 |
High |
9,970 |
10,007 |
37 |
0.4% |
10,007 |
Low |
9,722 |
9,874 |
152 |
1.6% |
9,596 |
Close |
9,954 |
9,978 |
24 |
0.2% |
9,978 |
Range |
248 |
133 |
-115 |
-46.4% |
411 |
ATR |
174 |
171 |
-3 |
-1.7% |
0 |
Volume |
195,523 |
158,709 |
-36,814 |
-18.8% |
1,034,621 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,352 |
10,298 |
10,051 |
|
R3 |
10,219 |
10,165 |
10,015 |
|
R2 |
10,086 |
10,086 |
10,003 |
|
R1 |
10,032 |
10,032 |
9,990 |
10,059 |
PP |
9,953 |
9,953 |
9,953 |
9,967 |
S1 |
9,899 |
9,899 |
9,966 |
9,926 |
S2 |
9,820 |
9,820 |
9,954 |
|
S3 |
9,687 |
9,766 |
9,942 |
|
S4 |
9,554 |
9,633 |
9,905 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,093 |
10,947 |
10,204 |
|
R3 |
10,682 |
10,536 |
10,091 |
|
R2 |
10,271 |
10,271 |
10,053 |
|
R1 |
10,125 |
10,125 |
10,016 |
10,198 |
PP |
9,860 |
9,860 |
9,860 |
9,897 |
S1 |
9,714 |
9,714 |
9,940 |
9,787 |
S2 |
9,449 |
9,449 |
9,903 |
|
S3 |
9,038 |
9,303 |
9,865 |
|
S4 |
8,627 |
8,892 |
9,752 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,007 |
9,596 |
411 |
4.1% |
184 |
1.8% |
93% |
True |
False |
206,924 |
10 |
10,025 |
9,596 |
429 |
4.3% |
192 |
1.9% |
89% |
False |
False |
196,713 |
20 |
10,070 |
9,596 |
474 |
4.8% |
170 |
1.7% |
81% |
False |
False |
164,469 |
40 |
10,070 |
9,336 |
734 |
7.4% |
154 |
1.5% |
87% |
False |
False |
154,819 |
60 |
10,070 |
9,033 |
1,037 |
10.4% |
150 |
1.5% |
91% |
False |
False |
104,769 |
80 |
10,070 |
8,553 |
1,517 |
15.2% |
147 |
1.5% |
94% |
False |
False |
78,605 |
100 |
10,070 |
7,961 |
2,109 |
21.1% |
148 |
1.5% |
96% |
False |
False |
62,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,572 |
2.618 |
10,355 |
1.618 |
10,222 |
1.000 |
10,140 |
0.618 |
10,089 |
HIGH |
10,007 |
0.618 |
9,956 |
0.500 |
9,941 |
0.382 |
9,925 |
LOW |
9,874 |
0.618 |
9,792 |
1.000 |
9,741 |
1.618 |
9,659 |
2.618 |
9,526 |
4.250 |
9,309 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
9,966 |
9,939 |
PP |
9,953 |
9,899 |
S1 |
9,941 |
9,860 |
|