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 |
3,323 |
3,270 |
-53 |
-1.6% |
3,333 |
High |
3,331 |
3,298 |
-33 |
-1.0% |
3,360 |
Low |
3,245 |
3,228 |
-17 |
-0.5% |
3,228 |
Close |
3,276 |
3,237 |
-39 |
-1.2% |
3,237 |
Range |
86 |
70 |
-16 |
-18.6% |
132 |
ATR |
83 |
82 |
-1 |
-1.1% |
0 |
Volume |
10,025 |
8,527 |
-1,498 |
-14.9% |
39,391 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,464 |
3,421 |
3,276 |
|
R3 |
3,394 |
3,351 |
3,256 |
|
R2 |
3,324 |
3,324 |
3,250 |
|
R1 |
3,281 |
3,281 |
3,243 |
3,268 |
PP |
3,254 |
3,254 |
3,254 |
3,248 |
S1 |
3,211 |
3,211 |
3,231 |
3,198 |
S2 |
3,184 |
3,184 |
3,224 |
|
S3 |
3,114 |
3,141 |
3,218 |
|
S4 |
3,044 |
3,071 |
3,199 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,671 |
3,586 |
3,310 |
|
R3 |
3,539 |
3,454 |
3,273 |
|
R2 |
3,407 |
3,407 |
3,261 |
|
R1 |
3,322 |
3,322 |
3,249 |
3,299 |
PP |
3,275 |
3,275 |
3,275 |
3,263 |
S1 |
3,190 |
3,190 |
3,225 |
3,167 |
S2 |
3,143 |
3,143 |
3,213 |
|
S3 |
3,011 |
3,058 |
3,201 |
|
S4 |
2,879 |
2,926 |
3,164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,360 |
3,228 |
132 |
4.1% |
75 |
2.3% |
7% |
False |
True |
7,878 |
10 |
3,430 |
3,228 |
202 |
6.2% |
78 |
2.4% |
4% |
False |
True |
5,614 |
20 |
3,439 |
3,077 |
362 |
11.2% |
76 |
2.3% |
44% |
False |
False |
4,012 |
40 |
3,439 |
2,950 |
489 |
15.1% |
83 |
2.6% |
59% |
False |
False |
2,820 |
60 |
3,439 |
2,725 |
714 |
22.1% |
83 |
2.6% |
72% |
False |
False |
2,241 |
80 |
3,439 |
2,700 |
739 |
22.8% |
80 |
2.5% |
73% |
False |
False |
1,912 |
100 |
3,439 |
2,466 |
973 |
30.1% |
75 |
2.3% |
79% |
False |
False |
1,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,596 |
2.618 |
3,481 |
1.618 |
3,411 |
1.000 |
3,368 |
0.618 |
3,341 |
HIGH |
3,298 |
0.618 |
3,271 |
0.500 |
3,263 |
0.382 |
3,255 |
LOW |
3,228 |
0.618 |
3,185 |
1.000 |
3,158 |
1.618 |
3,115 |
2.618 |
3,045 |
4.250 |
2,931 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
3,263 |
3,294 |
PP |
3,254 |
3,275 |
S1 |
3,246 |
3,256 |
|