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 |
9,979 |
10,192 |
213 |
2.1% |
9,658 |
High |
10,196 |
10,227 |
31 |
0.3% |
10,007 |
Low |
9,969 |
10,153 |
184 |
1.8% |
9,596 |
Close |
10,192 |
10,217 |
25 |
0.2% |
9,978 |
Range |
227 |
74 |
-153 |
-67.4% |
411 |
ATR |
175 |
168 |
-7 |
-4.1% |
0 |
Volume |
151,789 |
119,643 |
-32,146 |
-21.2% |
1,034,621 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,421 |
10,393 |
10,258 |
|
R3 |
10,347 |
10,319 |
10,237 |
|
R2 |
10,273 |
10,273 |
10,231 |
|
R1 |
10,245 |
10,245 |
10,224 |
10,259 |
PP |
10,199 |
10,199 |
10,199 |
10,206 |
S1 |
10,171 |
10,171 |
10,210 |
10,185 |
S2 |
10,125 |
10,125 |
10,204 |
|
S3 |
10,051 |
10,097 |
10,197 |
|
S4 |
9,977 |
10,023 |
10,176 |
|
|
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 |
10,227 |
9,712 |
515 |
5.0% |
172 |
1.7% |
98% |
True |
False |
159,846 |
10 |
10,227 |
9,596 |
631 |
6.2% |
187 |
1.8% |
98% |
True |
False |
185,139 |
20 |
10,227 |
9,596 |
631 |
6.2% |
176 |
1.7% |
98% |
True |
False |
169,197 |
40 |
10,227 |
9,336 |
891 |
8.7% |
154 |
1.5% |
99% |
True |
False |
155,463 |
60 |
10,227 |
9,047 |
1,180 |
11.5% |
148 |
1.4% |
99% |
True |
False |
109,290 |
80 |
10,227 |
8,702 |
1,525 |
14.9% |
148 |
1.4% |
99% |
True |
False |
81,997 |
100 |
10,227 |
7,961 |
2,266 |
22.2% |
148 |
1.4% |
100% |
True |
False |
65,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,542 |
2.618 |
10,421 |
1.618 |
10,347 |
1.000 |
10,301 |
0.618 |
10,273 |
HIGH |
10,227 |
0.618 |
10,199 |
0.500 |
10,190 |
0.382 |
10,181 |
LOW |
10,153 |
0.618 |
10,107 |
1.000 |
10,079 |
1.618 |
10,033 |
2.618 |
9,959 |
4.250 |
9,839 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,208 |
10,162 |
PP |
10,199 |
10,106 |
S1 |
10,190 |
10,051 |
|