Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,192 |
10,220 |
28 |
0.3% |
9,658 |
High |
10,227 |
10,309 |
82 |
0.8% |
10,007 |
Low |
10,153 |
10,211 |
58 |
0.6% |
9,596 |
Close |
10,217 |
10,259 |
42 |
0.4% |
9,978 |
Range |
74 |
98 |
24 |
32.4% |
411 |
ATR |
168 |
163 |
-5 |
-3.0% |
0 |
Volume |
119,643 |
123,406 |
3,763 |
3.1% |
1,034,621 |
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,554 |
10,504 |
10,313 |
|
R3 |
10,456 |
10,406 |
10,286 |
|
R2 |
10,358 |
10,358 |
10,277 |
|
R1 |
10,308 |
10,308 |
10,268 |
10,333 |
PP |
10,260 |
10,260 |
10,260 |
10,272 |
S1 |
10,210 |
10,210 |
10,250 |
10,235 |
S2 |
10,162 |
10,162 |
10,241 |
|
S3 |
10,064 |
10,112 |
10,232 |
|
S4 |
9,966 |
10,014 |
10,205 |
|
|
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 |
10,309 |
9,722 |
587 |
5.7% |
156 |
1.5% |
91% |
True |
False |
149,814 |
10 |
10,309 |
9,596 |
713 |
6.9% |
182 |
1.8% |
93% |
True |
False |
178,315 |
20 |
10,309 |
9,596 |
713 |
6.9% |
174 |
1.7% |
93% |
True |
False |
169,660 |
40 |
10,309 |
9,336 |
973 |
9.5% |
153 |
1.5% |
95% |
True |
False |
154,245 |
60 |
10,309 |
9,049 |
1,260 |
12.3% |
148 |
1.4% |
96% |
True |
False |
111,343 |
80 |
10,309 |
8,750 |
1,559 |
15.2% |
147 |
1.4% |
97% |
True |
False |
83,539 |
100 |
10,309 |
7,961 |
2,348 |
22.9% |
147 |
1.4% |
98% |
True |
False |
66,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,726 |
2.618 |
10,566 |
1.618 |
10,468 |
1.000 |
10,407 |
0.618 |
10,370 |
HIGH |
10,309 |
0.618 |
10,272 |
0.500 |
10,260 |
0.382 |
10,249 |
LOW |
10,211 |
0.618 |
10,151 |
1.000 |
10,113 |
1.618 |
10,053 |
2.618 |
9,955 |
4.250 |
9,795 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,260 |
10,219 |
PP |
10,260 |
10,179 |
S1 |
10,259 |
10,139 |
|