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 |
3,344 |
3,323 |
-21 |
-0.6% |
3,392 |
High |
3,360 |
3,331 |
-29 |
-0.9% |
3,430 |
Low |
3,303 |
3,245 |
-58 |
-1.8% |
3,296 |
Close |
3,331 |
3,276 |
-55 |
-1.7% |
3,333 |
Range |
57 |
86 |
29 |
50.9% |
134 |
ATR |
82 |
83 |
0 |
0.3% |
0 |
Volume |
6,616 |
10,025 |
3,409 |
51.5% |
16,756 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,542 |
3,495 |
3,323 |
|
R3 |
3,456 |
3,409 |
3,300 |
|
R2 |
3,370 |
3,370 |
3,292 |
|
R1 |
3,323 |
3,323 |
3,284 |
3,304 |
PP |
3,284 |
3,284 |
3,284 |
3,274 |
S1 |
3,237 |
3,237 |
3,268 |
3,218 |
S2 |
3,198 |
3,198 |
3,260 |
|
S3 |
3,112 |
3,151 |
3,252 |
|
S4 |
3,026 |
3,065 |
3,229 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,755 |
3,678 |
3,407 |
|
R3 |
3,621 |
3,544 |
3,370 |
|
R2 |
3,487 |
3,487 |
3,358 |
|
R1 |
3,410 |
3,410 |
3,345 |
3,382 |
PP |
3,353 |
3,353 |
3,353 |
3,339 |
S1 |
3,276 |
3,276 |
3,321 |
3,248 |
S2 |
3,219 |
3,219 |
3,308 |
|
S3 |
3,085 |
3,142 |
3,296 |
|
S4 |
2,951 |
3,008 |
3,259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,378 |
3,245 |
133 |
4.1% |
71 |
2.2% |
23% |
False |
True |
6,881 |
10 |
3,439 |
3,245 |
194 |
5.9% |
77 |
2.4% |
16% |
False |
True |
4,938 |
20 |
3,439 |
3,077 |
362 |
11.1% |
80 |
2.4% |
55% |
False |
False |
3,659 |
40 |
3,439 |
2,950 |
489 |
14.9% |
82 |
2.5% |
67% |
False |
False |
2,634 |
60 |
3,439 |
2,725 |
714 |
21.8% |
83 |
2.5% |
77% |
False |
False |
2,127 |
80 |
3,439 |
2,700 |
739 |
22.6% |
80 |
2.4% |
78% |
False |
False |
1,823 |
100 |
3,439 |
2,466 |
973 |
29.7% |
75 |
2.3% |
83% |
False |
False |
1,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,697 |
2.618 |
3,556 |
1.618 |
3,470 |
1.000 |
3,417 |
0.618 |
3,384 |
HIGH |
3,331 |
0.618 |
3,298 |
0.500 |
3,288 |
0.382 |
3,278 |
LOW |
3,245 |
0.618 |
3,192 |
1.000 |
3,159 |
1.618 |
3,106 |
2.618 |
3,020 |
4.250 |
2,880 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
3,288 |
3,303 |
PP |
3,284 |
3,294 |
S1 |
3,280 |
3,285 |
|