Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,101.6 |
1,105.0 |
3.4 |
0.3% |
1,056.3 |
High |
1,112.2 |
1,111.8 |
-0.4 |
0.0% |
1,104.0 |
Low |
1,099.9 |
1,099.9 |
0.0 |
0.0% |
1,045.0 |
Close |
1,103.9 |
1,105.0 |
1.1 |
0.1% |
1,098.1 |
Range |
12.3 |
11.9 |
-0.4 |
-3.3% |
59.0 |
ATR |
16.2 |
15.9 |
-0.3 |
-1.9% |
0.0 |
Volume |
1,992 |
2,990 |
998 |
50.1% |
9,234 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.3 |
1,135.0 |
1,111.5 |
|
R3 |
1,129.4 |
1,123.1 |
1,108.3 |
|
R2 |
1,117.5 |
1,117.5 |
1,107.2 |
|
R1 |
1,111.2 |
1,111.2 |
1,106.1 |
1,111.0 |
PP |
1,105.6 |
1,105.6 |
1,105.6 |
1,105.4 |
S1 |
1,099.3 |
1,099.3 |
1,103.9 |
1,099.1 |
S2 |
1,093.7 |
1,093.7 |
1,102.8 |
|
S3 |
1,081.8 |
1,087.4 |
1,101.7 |
|
S4 |
1,069.9 |
1,075.5 |
1,098.5 |
|
|
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 |
1,083.2 |
29.0 |
2.6% |
12.7 |
1.1% |
75% |
False |
False |
2,269 |
10 |
1,112.2 |
1,029.0 |
83.2 |
7.5% |
16.1 |
1.5% |
91% |
False |
False |
1,754 |
20 |
1,112.2 |
1,029.0 |
83.2 |
7.5% |
15.9 |
1.4% |
91% |
False |
False |
1,578 |
40 |
1,112.2 |
989.3 |
122.9 |
11.1% |
15.2 |
1.4% |
94% |
False |
False |
1,444 |
60 |
1,112.2 |
937.5 |
174.7 |
15.8% |
14.6 |
1.3% |
96% |
False |
False |
1,290 |
80 |
1,112.2 |
930.9 |
181.3 |
16.4% |
13.8 |
1.2% |
96% |
False |
False |
1,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.4 |
2.618 |
1,143.0 |
1.618 |
1,131.1 |
1.000 |
1,123.7 |
0.618 |
1,119.2 |
HIGH |
1,111.8 |
0.618 |
1,107.3 |
0.500 |
1,105.9 |
0.382 |
1,104.4 |
LOW |
1,099.9 |
0.618 |
1,092.5 |
1.000 |
1,088.0 |
1.618 |
1,080.6 |
2.618 |
1,068.7 |
4.250 |
1,049.3 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,105.9 |
1,103.7 |
PP |
1,105.6 |
1,102.3 |
S1 |
1,105.3 |
1,101.0 |
|