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 |
5,486.0 |
5,527.0 |
41.0 |
0.7% |
5,420.0 |
High |
5,530.0 |
5,650.0 |
120.0 |
2.2% |
5,530.0 |
Low |
5,417.0 |
5,527.0 |
110.0 |
2.0% |
5,324.0 |
Close |
5,493.5 |
5,624.5 |
131.0 |
2.4% |
5,493.5 |
Range |
113.0 |
123.0 |
10.0 |
8.8% |
206.0 |
ATR |
120.4 |
123.0 |
2.6 |
2.1% |
0.0 |
Volume |
554 |
838 |
284 |
51.3% |
1,740 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,969.5 |
5,920.0 |
5,692.2 |
|
R3 |
5,846.5 |
5,797.0 |
5,658.3 |
|
R2 |
5,723.5 |
5,723.5 |
5,647.1 |
|
R1 |
5,674.0 |
5,674.0 |
5,635.8 |
5,698.8 |
PP |
5,600.5 |
5,600.5 |
5,600.5 |
5,612.9 |
S1 |
5,551.0 |
5,551.0 |
5,613.2 |
5,575.8 |
S2 |
5,477.5 |
5,477.5 |
5,602.0 |
|
S3 |
5,354.5 |
5,428.0 |
5,590.7 |
|
S4 |
5,231.5 |
5,305.0 |
5,556.9 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,067.2 |
5,986.3 |
5,606.8 |
|
R3 |
5,861.2 |
5,780.3 |
5,550.2 |
|
R2 |
5,655.2 |
5,655.2 |
5,531.3 |
|
R1 |
5,574.3 |
5,574.3 |
5,512.4 |
5,614.8 |
PP |
5,449.2 |
5,449.2 |
5,449.2 |
5,469.4 |
S1 |
5,368.3 |
5,368.3 |
5,474.6 |
5,408.8 |
S2 |
5,243.2 |
5,243.2 |
5,455.7 |
|
S3 |
5,037.2 |
5,162.3 |
5,436.9 |
|
S4 |
4,831.2 |
4,956.3 |
5,380.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,650.0 |
5,324.0 |
326.0 |
5.8% |
107.8 |
1.9% |
92% |
True |
False |
462 |
10 |
5,680.0 |
5,324.0 |
356.0 |
6.3% |
126.6 |
2.3% |
84% |
False |
False |
631 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.2% |
117.0 |
2.1% |
53% |
False |
False |
628 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.2% |
103.4 |
1.8% |
53% |
False |
False |
1,240 |
60 |
5,895.0 |
5,171.0 |
724.0 |
12.9% |
97.8 |
1.7% |
63% |
False |
False |
1,073 |
80 |
5,895.0 |
5,057.5 |
837.5 |
14.9% |
100.0 |
1.8% |
68% |
False |
False |
848 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.8% |
93.4 |
1.7% |
80% |
False |
False |
697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,172.8 |
2.618 |
5,972.0 |
1.618 |
5,849.0 |
1.000 |
5,773.0 |
0.618 |
5,726.0 |
HIGH |
5,650.0 |
0.618 |
5,603.0 |
0.500 |
5,588.5 |
0.382 |
5,574.0 |
LOW |
5,527.0 |
0.618 |
5,451.0 |
1.000 |
5,404.0 |
1.618 |
5,328.0 |
2.618 |
5,205.0 |
4.250 |
5,004.3 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,612.5 |
5,585.9 |
PP |
5,600.5 |
5,547.3 |
S1 |
5,588.5 |
5,508.8 |
|