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 |
1,083.5 |
1,095.4 |
11.9 |
1.1% |
1,056.8 |
High |
1,100.2 |
1,095.8 |
-4.4 |
-0.4% |
1,062.4 |
Low |
1,083.2 |
1,087.7 |
4.5 |
0.4% |
1,029.0 |
Close |
1,089.7 |
1,091.6 |
1.9 |
0.2% |
1,042.5 |
Range |
17.0 |
8.1 |
-8.9 |
-52.4% |
33.4 |
ATR |
17.2 |
16.6 |
-0.7 |
-3.8% |
0.0 |
Volume |
2,012 |
2,291 |
279 |
13.9% |
5,829 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.0 |
1,111.9 |
1,096.1 |
|
R3 |
1,107.9 |
1,103.8 |
1,093.8 |
|
R2 |
1,099.8 |
1,099.8 |
1,093.1 |
|
R1 |
1,095.7 |
1,095.7 |
1,092.3 |
1,093.7 |
PP |
1,091.7 |
1,091.7 |
1,091.7 |
1,090.7 |
S1 |
1,087.6 |
1,087.6 |
1,090.9 |
1,085.6 |
S2 |
1,083.6 |
1,083.6 |
1,090.1 |
|
S3 |
1,075.5 |
1,079.5 |
1,089.4 |
|
S4 |
1,067.4 |
1,071.4 |
1,087.1 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.8 |
1,127.1 |
1,060.9 |
|
R3 |
1,111.4 |
1,093.7 |
1,051.7 |
|
R2 |
1,078.0 |
1,078.0 |
1,048.6 |
|
R1 |
1,060.3 |
1,060.3 |
1,045.6 |
1,052.5 |
PP |
1,044.6 |
1,044.6 |
1,044.6 |
1,040.7 |
S1 |
1,026.9 |
1,026.9 |
1,039.4 |
1,019.1 |
S2 |
1,011.2 |
1,011.2 |
1,036.4 |
|
S3 |
977.8 |
993.5 |
1,033.3 |
|
S4 |
944.4 |
960.1 |
1,024.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,100.2 |
1,037.7 |
62.5 |
5.7% |
17.9 |
1.6% |
86% |
False |
False |
1,594 |
10 |
1,100.2 |
1,029.0 |
71.2 |
6.5% |
17.3 |
1.6% |
88% |
False |
False |
1,411 |
20 |
1,100.2 |
1,029.0 |
71.2 |
6.5% |
15.9 |
1.5% |
88% |
False |
False |
1,417 |
40 |
1,100.2 |
989.3 |
110.9 |
10.2% |
15.4 |
1.4% |
92% |
False |
False |
1,372 |
60 |
1,100.2 |
934.6 |
165.6 |
15.2% |
14.6 |
1.3% |
95% |
False |
False |
1,192 |
80 |
1,100.2 |
930.9 |
169.3 |
15.5% |
13.6 |
1.2% |
95% |
False |
False |
1,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.2 |
2.618 |
1,117.0 |
1.618 |
1,108.9 |
1.000 |
1,103.9 |
0.618 |
1,100.8 |
HIGH |
1,095.8 |
0.618 |
1,092.7 |
0.500 |
1,091.8 |
0.382 |
1,090.8 |
LOW |
1,087.7 |
0.618 |
1,082.7 |
1.000 |
1,079.6 |
1.618 |
1,074.6 |
2.618 |
1,066.5 |
4.250 |
1,053.3 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,091.8 |
1,087.5 |
PP |
1,091.7 |
1,083.5 |
S1 |
1,091.7 |
1,079.4 |
|