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 |
1,042.00 |
1,058.50 |
16.50 |
1.6% |
1,027.50 |
High |
1,059.00 |
1,065.50 |
6.50 |
0.6% |
1,065.50 |
Low |
1,034.50 |
1,049.00 |
14.50 |
1.4% |
1,021.00 |
Close |
1,058.25 |
1,061.25 |
3.00 |
0.3% |
1,061.25 |
Range |
24.50 |
16.50 |
-8.00 |
-32.7% |
44.50 |
ATR |
19.69 |
19.46 |
-0.23 |
-1.2% |
0.00 |
Volume |
5,013 |
5,627 |
614 |
12.2% |
30,652 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.00 |
1,101.25 |
1,070.25 |
|
R3 |
1,091.50 |
1,084.75 |
1,065.75 |
|
R2 |
1,075.00 |
1,075.00 |
1,064.25 |
|
R1 |
1,068.25 |
1,068.25 |
1,062.75 |
1,071.50 |
PP |
1,058.50 |
1,058.50 |
1,058.50 |
1,060.25 |
S1 |
1,051.75 |
1,051.75 |
1,059.75 |
1,055.00 |
S2 |
1,042.00 |
1,042.00 |
1,058.25 |
|
S3 |
1,025.50 |
1,035.25 |
1,056.75 |
|
S4 |
1,009.00 |
1,018.75 |
1,052.25 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.75 |
1,166.50 |
1,085.75 |
|
R3 |
1,138.25 |
1,122.00 |
1,073.50 |
|
R2 |
1,093.75 |
1,093.75 |
1,069.50 |
|
R1 |
1,077.50 |
1,077.50 |
1,065.25 |
1,085.50 |
PP |
1,049.25 |
1,049.25 |
1,049.25 |
1,053.25 |
S1 |
1,033.00 |
1,033.00 |
1,057.25 |
1,041.00 |
S2 |
1,004.75 |
1,004.75 |
1,053.00 |
|
S3 |
960.25 |
988.50 |
1,049.00 |
|
S4 |
915.75 |
944.00 |
1,036.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,065.50 |
1,021.00 |
44.50 |
4.2% |
19.50 |
1.8% |
90% |
True |
False |
6,130 |
10 |
1,083.50 |
1,021.00 |
62.50 |
5.9% |
22.00 |
2.1% |
64% |
False |
False |
5,684 |
20 |
1,093.75 |
1,021.00 |
72.75 |
6.9% |
19.50 |
1.8% |
55% |
False |
False |
4,150 |
40 |
1,093.75 |
1,007.25 |
86.50 |
8.2% |
17.75 |
1.7% |
62% |
False |
False |
2,539 |
60 |
1,093.75 |
970.00 |
123.75 |
11.7% |
15.75 |
1.5% |
74% |
False |
False |
1,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.50 |
2.618 |
1,108.75 |
1.618 |
1,092.25 |
1.000 |
1,082.00 |
0.618 |
1,075.75 |
HIGH |
1,065.50 |
0.618 |
1,059.25 |
0.500 |
1,057.25 |
0.382 |
1,055.25 |
LOW |
1,049.00 |
0.618 |
1,038.75 |
1.000 |
1,032.50 |
1.618 |
1,022.25 |
2.618 |
1,005.75 |
4.250 |
979.00 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,060.00 |
1,057.50 |
PP |
1,058.50 |
1,053.75 |
S1 |
1,057.25 |
1,050.00 |
|