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 |
5,527.0 |
5,654.5 |
127.5 |
2.3% |
5,420.0 |
High |
5,650.0 |
5,654.5 |
4.5 |
0.1% |
5,530.0 |
Low |
5,527.0 |
5,604.0 |
77.0 |
1.4% |
5,324.0 |
Close |
5,624.5 |
5,623.0 |
-1.5 |
0.0% |
5,493.5 |
Range |
123.0 |
50.5 |
-72.5 |
-58.9% |
206.0 |
ATR |
123.0 |
117.8 |
-5.2 |
-4.2% |
0.0 |
Volume |
838 |
156 |
-682 |
-81.4% |
1,740 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,778.7 |
5,751.3 |
5,650.8 |
|
R3 |
5,728.2 |
5,700.8 |
5,636.9 |
|
R2 |
5,677.7 |
5,677.7 |
5,632.3 |
|
R1 |
5,650.3 |
5,650.3 |
5,627.6 |
5,638.8 |
PP |
5,627.2 |
5,627.2 |
5,627.2 |
5,621.4 |
S1 |
5,599.8 |
5,599.8 |
5,618.4 |
5,588.3 |
S2 |
5,576.7 |
5,576.7 |
5,613.7 |
|
S3 |
5,526.2 |
5,549.3 |
5,609.1 |
|
S4 |
5,475.7 |
5,498.8 |
5,595.2 |
|
|
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 |
5,654.5 |
5,367.5 |
287.0 |
5.1% |
103.3 |
1.8% |
89% |
True |
False |
414 |
10 |
5,654.5 |
5,324.0 |
330.5 |
5.9% |
124.7 |
2.2% |
90% |
True |
False |
590 |
20 |
5,895.0 |
5,324.0 |
571.0 |
10.2% |
115.1 |
2.0% |
52% |
False |
False |
622 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.2% |
103.1 |
1.8% |
52% |
False |
False |
1,178 |
60 |
5,895.0 |
5,171.0 |
724.0 |
12.9% |
97.9 |
1.7% |
62% |
False |
False |
1,067 |
80 |
5,895.0 |
5,065.0 |
830.0 |
14.8% |
99.4 |
1.8% |
67% |
False |
False |
849 |
100 |
5,895.0 |
4,558.0 |
1,337.0 |
23.8% |
93.8 |
1.7% |
80% |
False |
False |
697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,869.1 |
2.618 |
5,786.7 |
1.618 |
5,736.2 |
1.000 |
5,705.0 |
0.618 |
5,685.7 |
HIGH |
5,654.5 |
0.618 |
5,635.2 |
0.500 |
5,629.3 |
0.382 |
5,623.3 |
LOW |
5,604.0 |
0.618 |
5,572.8 |
1.000 |
5,553.5 |
1.618 |
5,522.3 |
2.618 |
5,471.8 |
4.250 |
5,389.4 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,629.3 |
5,593.9 |
PP |
5,627.2 |
5,564.8 |
S1 |
5,625.1 |
5,535.8 |
|