Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,036.50 |
1,042.00 |
5.50 |
0.5% |
1,070.75 |
High |
1,053.25 |
1,059.00 |
5.75 |
0.5% |
1,083.50 |
Low |
1,036.25 |
1,034.50 |
-1.75 |
-0.2% |
1,024.50 |
Close |
1,042.00 |
1,058.25 |
16.25 |
1.6% |
1,028.00 |
Range |
17.00 |
24.50 |
7.50 |
44.1% |
59.00 |
ATR |
19.32 |
19.69 |
0.37 |
1.9% |
0.00 |
Volume |
7,162 |
5,013 |
-2,149 |
-30.0% |
26,195 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.00 |
1,115.75 |
1,071.75 |
|
R3 |
1,099.50 |
1,091.25 |
1,065.00 |
|
R2 |
1,075.00 |
1,075.00 |
1,062.75 |
|
R1 |
1,066.75 |
1,066.75 |
1,060.50 |
1,071.00 |
PP |
1,050.50 |
1,050.50 |
1,050.50 |
1,052.75 |
S1 |
1,042.25 |
1,042.25 |
1,056.00 |
1,046.50 |
S2 |
1,026.00 |
1,026.00 |
1,053.75 |
|
S3 |
1,001.50 |
1,017.75 |
1,051.50 |
|
S4 |
977.00 |
993.25 |
1,044.75 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.25 |
1,184.25 |
1,060.50 |
|
R3 |
1,163.25 |
1,125.25 |
1,044.25 |
|
R2 |
1,104.25 |
1,104.25 |
1,038.75 |
|
R1 |
1,066.25 |
1,066.25 |
1,033.50 |
1,055.75 |
PP |
1,045.25 |
1,045.25 |
1,045.25 |
1,040.00 |
S1 |
1,007.25 |
1,007.25 |
1,022.50 |
996.75 |
S2 |
986.25 |
986.25 |
1,017.25 |
|
S3 |
927.25 |
948.25 |
1,011.75 |
|
S4 |
868.25 |
889.25 |
995.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,059.00 |
1,021.00 |
38.00 |
3.6% |
22.75 |
2.2% |
98% |
True |
False |
6,255 |
10 |
1,090.25 |
1,021.00 |
69.25 |
6.5% |
22.75 |
2.2% |
54% |
False |
False |
5,449 |
20 |
1,093.75 |
1,021.00 |
72.75 |
6.9% |
19.25 |
1.8% |
51% |
False |
False |
3,917 |
40 |
1,093.75 |
1,007.25 |
86.50 |
8.2% |
17.50 |
1.7% |
59% |
False |
False |
2,400 |
60 |
1,093.75 |
970.00 |
123.75 |
11.7% |
15.75 |
1.5% |
71% |
False |
False |
1,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.00 |
2.618 |
1,123.25 |
1.618 |
1,098.75 |
1.000 |
1,083.50 |
0.618 |
1,074.25 |
HIGH |
1,059.00 |
0.618 |
1,049.75 |
0.500 |
1,046.75 |
0.382 |
1,043.75 |
LOW |
1,034.50 |
0.618 |
1,019.25 |
1.000 |
1,010.00 |
1.618 |
994.75 |
2.618 |
970.25 |
4.250 |
930.50 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,054.50 |
1,052.50 |
PP |
1,050.50 |
1,046.50 |
S1 |
1,046.75 |
1,040.50 |
|