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 |
1,095.4 |
1,093.7 |
-1.7 |
-0.2% |
1,056.3 |
High |
1,095.8 |
1,104.0 |
8.2 |
0.7% |
1,104.0 |
Low |
1,087.7 |
1,089.8 |
2.1 |
0.2% |
1,045.0 |
Close |
1,091.6 |
1,098.1 |
6.5 |
0.6% |
1,098.1 |
Range |
8.1 |
14.2 |
6.1 |
75.3% |
59.0 |
ATR |
16.6 |
16.4 |
-0.2 |
-1.0% |
0.0 |
Volume |
2,291 |
2,061 |
-230 |
-10.0% |
9,234 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.9 |
1,133.2 |
1,105.9 |
|
R3 |
1,125.7 |
1,119.0 |
1,102.0 |
|
R2 |
1,111.5 |
1,111.5 |
1,100.7 |
|
R1 |
1,104.8 |
1,104.8 |
1,099.4 |
1,108.2 |
PP |
1,097.3 |
1,097.3 |
1,097.3 |
1,099.0 |
S1 |
1,090.6 |
1,090.6 |
1,096.8 |
1,094.0 |
S2 |
1,083.1 |
1,083.1 |
1,095.5 |
|
S3 |
1,068.9 |
1,076.4 |
1,094.2 |
|
S4 |
1,054.7 |
1,062.2 |
1,090.3 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.4 |
1,237.7 |
1,130.6 |
|
R3 |
1,200.4 |
1,178.7 |
1,114.3 |
|
R2 |
1,141.4 |
1,141.4 |
1,108.9 |
|
R1 |
1,119.7 |
1,119.7 |
1,103.5 |
1,130.6 |
PP |
1,082.4 |
1,082.4 |
1,082.4 |
1,087.8 |
S1 |
1,060.7 |
1,060.7 |
1,092.7 |
1,071.6 |
S2 |
1,023.4 |
1,023.4 |
1,087.3 |
|
S3 |
964.4 |
1,001.7 |
1,081.9 |
|
S4 |
905.4 |
942.7 |
1,065.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,104.0 |
1,045.0 |
59.0 |
5.4% |
18.3 |
1.7% |
90% |
True |
False |
1,846 |
10 |
1,104.0 |
1,029.0 |
75.0 |
6.8% |
17.0 |
1.5% |
92% |
True |
False |
1,506 |
20 |
1,104.0 |
1,029.0 |
75.0 |
6.8% |
16.0 |
1.5% |
92% |
True |
False |
1,460 |
40 |
1,104.0 |
989.3 |
114.7 |
10.4% |
15.4 |
1.4% |
95% |
True |
False |
1,350 |
60 |
1,104.0 |
934.6 |
169.4 |
15.4% |
14.6 |
1.3% |
97% |
True |
False |
1,222 |
80 |
1,104.0 |
930.9 |
173.1 |
15.8% |
13.7 |
1.2% |
97% |
True |
False |
1,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.4 |
2.618 |
1,141.2 |
1.618 |
1,127.0 |
1.000 |
1,118.2 |
0.618 |
1,112.8 |
HIGH |
1,104.0 |
0.618 |
1,098.6 |
0.500 |
1,096.9 |
0.382 |
1,095.2 |
LOW |
1,089.8 |
0.618 |
1,081.0 |
1.000 |
1,075.6 |
1.618 |
1,066.8 |
2.618 |
1,052.6 |
4.250 |
1,029.5 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,097.7 |
1,096.6 |
PP |
1,097.3 |
1,095.1 |
S1 |
1,096.9 |
1,093.6 |
|