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 |
9,953 |
9,979 |
26 |
0.3% |
9,658 |
High |
10,007 |
10,196 |
189 |
1.9% |
10,007 |
Low |
9,874 |
9,969 |
95 |
1.0% |
9,596 |
Close |
9,978 |
10,192 |
214 |
2.1% |
9,978 |
Range |
133 |
227 |
94 |
70.7% |
411 |
ATR |
171 |
175 |
4 |
2.4% |
0 |
Volume |
158,709 |
151,789 |
-6,920 |
-4.4% |
1,034,621 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,800 |
10,723 |
10,317 |
|
R3 |
10,573 |
10,496 |
10,255 |
|
R2 |
10,346 |
10,346 |
10,234 |
|
R1 |
10,269 |
10,269 |
10,213 |
10,308 |
PP |
10,119 |
10,119 |
10,119 |
10,138 |
S1 |
10,042 |
10,042 |
10,171 |
10,081 |
S2 |
9,892 |
9,892 |
10,151 |
|
S3 |
9,665 |
9,815 |
10,130 |
|
S4 |
9,438 |
9,588 |
10,067 |
|
|
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 |
10,196 |
9,627 |
569 |
5.6% |
186 |
1.8% |
99% |
True |
False |
179,871 |
10 |
10,196 |
9,596 |
600 |
5.9% |
191 |
1.9% |
99% |
True |
False |
192,589 |
20 |
10,196 |
9,596 |
600 |
5.9% |
177 |
1.7% |
99% |
True |
False |
167,434 |
40 |
10,196 |
9,336 |
860 |
8.4% |
156 |
1.5% |
100% |
True |
False |
155,796 |
60 |
10,196 |
9,033 |
1,163 |
11.4% |
150 |
1.5% |
100% |
True |
False |
107,297 |
80 |
10,196 |
8,610 |
1,586 |
15.6% |
148 |
1.5% |
100% |
True |
False |
80,502 |
100 |
10,196 |
7,961 |
2,235 |
21.9% |
149 |
1.5% |
100% |
True |
False |
64,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,161 |
2.618 |
10,790 |
1.618 |
10,563 |
1.000 |
10,423 |
0.618 |
10,336 |
HIGH |
10,196 |
0.618 |
10,109 |
0.500 |
10,083 |
0.382 |
10,056 |
LOW |
9,969 |
0.618 |
9,829 |
1.000 |
9,742 |
1.618 |
9,602 |
2.618 |
9,375 |
4.250 |
9,004 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,156 |
10,114 |
PP |
10,119 |
10,037 |
S1 |
10,083 |
9,959 |
|