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 |
9,767.30 |
9,807.80 |
40.50 |
0.4% |
9,972.33 |
High |
9,928.04 |
10,013.07 |
85.03 |
0.9% |
10,072.32 |
Low |
9,767.14 |
9,807.80 |
40.66 |
0.4% |
9,684.54 |
Close |
9,802.14 |
10,005.96 |
203.82 |
2.1% |
9,712.73 |
Range |
160.90 |
205.27 |
44.37 |
27.6% |
387.78 |
ATR |
148.67 |
153.12 |
4.45 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,558.09 |
10,487.29 |
10,118.86 |
|
R3 |
10,352.82 |
10,282.02 |
10,062.41 |
|
R2 |
10,147.55 |
10,147.55 |
10,043.59 |
|
R1 |
10,076.75 |
10,076.75 |
10,024.78 |
10,112.15 |
PP |
9,942.28 |
9,942.28 |
9,942.28 |
9,959.98 |
S1 |
9,871.48 |
9,871.48 |
9,987.14 |
9,906.88 |
S2 |
9,737.01 |
9,737.01 |
9,968.33 |
|
S3 |
9,531.74 |
9,666.21 |
9,949.51 |
|
S4 |
9,326.47 |
9,460.94 |
9,893.06 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,986.54 |
10,737.41 |
9,926.01 |
|
R3 |
10,598.76 |
10,349.63 |
9,819.37 |
|
R2 |
10,210.98 |
10,210.98 |
9,783.82 |
|
R1 |
9,961.85 |
9,961.85 |
9,748.28 |
9,892.53 |
PP |
9,823.20 |
9,823.20 |
9,823.20 |
9,788.53 |
S1 |
9,574.07 |
9,574.07 |
9,677.18 |
9,504.75 |
S2 |
9,435.42 |
9,435.42 |
9,641.64 |
|
S3 |
9,047.64 |
9,186.29 |
9,606.09 |
|
S4 |
8,659.86 |
8,798.51 |
9,499.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,013.07 |
9,678.95 |
334.12 |
3.3% |
181.40 |
1.8% |
98% |
True |
False |
|
10 |
10,109.57 |
9,678.95 |
430.62 |
4.3% |
177.16 |
1.8% |
76% |
False |
False |
|
20 |
10,119.47 |
9,678.95 |
440.52 |
4.4% |
149.41 |
1.5% |
74% |
False |
False |
|
40 |
10,119.47 |
9,430.08 |
689.39 |
6.9% |
134.48 |
1.3% |
84% |
False |
False |
|
60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.0% |
132.48 |
1.3% |
89% |
False |
False |
|
80 |
10,119.47 |
8,584.40 |
1,535.07 |
15.3% |
129.66 |
1.3% |
93% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.3% |
132.33 |
1.3% |
94% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.3% |
136.87 |
1.4% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,885.47 |
2.618 |
10,550.47 |
1.618 |
10,345.20 |
1.000 |
10,218.34 |
0.618 |
10,139.93 |
HIGH |
10,013.07 |
0.618 |
9,934.66 |
0.500 |
9,910.44 |
0.382 |
9,886.21 |
LOW |
9,807.80 |
0.618 |
9,680.94 |
1.000 |
9,602.53 |
1.618 |
9,475.67 |
2.618 |
9,270.40 |
4.250 |
8,935.40 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
9,974.12 |
9,956.80 |
PP |
9,942.28 |
9,907.64 |
S1 |
9,910.44 |
9,858.48 |
|