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 |
1,095.6 |
1,090.5 |
-5.1 |
-0.5% |
1,045.0 |
High |
1,095.8 |
1,103.0 |
7.2 |
0.7% |
1,103.0 |
Low |
1,085.6 |
1,088.4 |
2.8 |
0.3% |
1,045.0 |
Close |
1,090.5 |
1,097.0 |
6.5 |
0.6% |
1,097.0 |
Range |
10.2 |
14.6 |
4.4 |
43.1% |
58.0 |
ATR |
17.0 |
16.8 |
-0.2 |
-1.0% |
0.0 |
Volume |
17,202 |
7,816 |
-9,386 |
-54.6% |
45,093 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.9 |
1,133.1 |
1,105.0 |
|
R3 |
1,125.3 |
1,118.5 |
1,101.0 |
|
R2 |
1,110.7 |
1,110.7 |
1,099.7 |
|
R1 |
1,103.9 |
1,103.9 |
1,098.3 |
1,107.3 |
PP |
1,096.1 |
1,096.1 |
1,096.1 |
1,097.9 |
S1 |
1,089.3 |
1,089.3 |
1,095.7 |
1,092.7 |
S2 |
1,081.5 |
1,081.5 |
1,094.3 |
|
S3 |
1,066.9 |
1,074.7 |
1,093.0 |
|
S4 |
1,052.3 |
1,060.1 |
1,089.0 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.7 |
1,234.3 |
1,128.9 |
|
R3 |
1,197.7 |
1,176.3 |
1,113.0 |
|
R2 |
1,139.7 |
1,139.7 |
1,107.6 |
|
R1 |
1,118.3 |
1,118.3 |
1,102.3 |
1,129.0 |
PP |
1,081.7 |
1,081.7 |
1,081.7 |
1,087.0 |
S1 |
1,060.3 |
1,060.3 |
1,091.7 |
1,071.0 |
S2 |
1,023.7 |
1,023.7 |
1,086.4 |
|
S3 |
965.7 |
1,002.3 |
1,081.1 |
|
S4 |
907.7 |
944.3 |
1,065.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,103.0 |
1,045.0 |
58.0 |
5.3% |
18.9 |
1.7% |
90% |
True |
False |
9,018 |
10 |
1,103.0 |
1,028.0 |
75.0 |
6.8% |
17.7 |
1.6% |
92% |
True |
False |
6,771 |
20 |
1,103.0 |
1,028.0 |
75.0 |
6.8% |
16.4 |
1.5% |
92% |
True |
False |
4,926 |
40 |
1,103.0 |
987.3 |
115.7 |
10.5% |
15.7 |
1.4% |
95% |
True |
False |
3,577 |
60 |
1,103.0 |
933.5 |
169.5 |
15.5% |
15.0 |
1.4% |
96% |
True |
False |
2,803 |
80 |
1,103.0 |
929.2 |
173.8 |
15.8% |
13.6 |
1.2% |
97% |
True |
False |
2,476 |
100 |
1,103.0 |
909.5 |
193.5 |
17.6% |
12.8 |
1.2% |
97% |
True |
False |
2,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.1 |
2.618 |
1,141.2 |
1.618 |
1,126.6 |
1.000 |
1,117.6 |
0.618 |
1,112.0 |
HIGH |
1,103.0 |
0.618 |
1,097.4 |
0.500 |
1,095.7 |
0.382 |
1,094.0 |
LOW |
1,088.4 |
0.618 |
1,079.4 |
1.000 |
1,073.8 |
1.618 |
1,064.8 |
2.618 |
1,050.2 |
4.250 |
1,026.4 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,096.6 |
1,095.5 |
PP |
1,096.1 |
1,094.0 |
S1 |
1,095.7 |
1,092.5 |
|