Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,093.7 |
1,101.6 |
7.9 |
0.7% |
1,056.3 |
High |
1,104.0 |
1,112.2 |
8.2 |
0.7% |
1,104.0 |
Low |
1,089.8 |
1,099.9 |
10.1 |
0.9% |
1,045.0 |
Close |
1,098.1 |
1,103.9 |
5.8 |
0.5% |
1,098.1 |
Range |
14.2 |
12.3 |
-1.9 |
-13.4% |
59.0 |
ATR |
16.4 |
16.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
2,061 |
1,992 |
-69 |
-3.3% |
9,234 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.2 |
1,135.4 |
1,110.7 |
|
R3 |
1,129.9 |
1,123.1 |
1,107.3 |
|
R2 |
1,117.6 |
1,117.6 |
1,106.2 |
|
R1 |
1,110.8 |
1,110.8 |
1,105.0 |
1,114.2 |
PP |
1,105.3 |
1,105.3 |
1,105.3 |
1,107.1 |
S1 |
1,098.5 |
1,098.5 |
1,102.8 |
1,101.9 |
S2 |
1,093.0 |
1,093.0 |
1,101.6 |
|
S3 |
1,080.7 |
1,086.2 |
1,100.5 |
|
S4 |
1,068.4 |
1,073.9 |
1,097.1 |
|
|
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 |
1,112.2 |
1,058.6 |
53.6 |
4.9% |
16.7 |
1.5% |
85% |
True |
False |
2,117 |
10 |
1,112.2 |
1,029.0 |
83.2 |
7.5% |
16.0 |
1.5% |
90% |
True |
False |
1,603 |
20 |
1,112.2 |
1,029.0 |
83.2 |
7.5% |
16.1 |
1.5% |
90% |
True |
False |
1,469 |
40 |
1,112.2 |
989.3 |
122.9 |
11.1% |
15.4 |
1.4% |
93% |
True |
False |
1,376 |
60 |
1,112.2 |
934.6 |
177.6 |
16.1% |
14.6 |
1.3% |
95% |
True |
False |
1,248 |
80 |
1,112.2 |
930.9 |
181.3 |
16.4% |
13.7 |
1.2% |
95% |
True |
False |
1,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.5 |
2.618 |
1,144.4 |
1.618 |
1,132.1 |
1.000 |
1,124.5 |
0.618 |
1,119.8 |
HIGH |
1,112.2 |
0.618 |
1,107.5 |
0.500 |
1,106.1 |
0.382 |
1,104.6 |
LOW |
1,099.9 |
0.618 |
1,092.3 |
1.000 |
1,087.6 |
1.618 |
1,080.0 |
2.618 |
1,067.7 |
4.250 |
1,047.6 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,106.1 |
1,102.6 |
PP |
1,105.3 |
1,101.3 |
S1 |
1,104.6 |
1,100.0 |
|