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 |
9,807.80 |
10,001.35 |
193.55 |
2.0% |
9,712.13 |
High |
10,013.07 |
10,044.50 |
31.43 |
0.3% |
10,044.50 |
Low |
9,807.80 |
9,936.81 |
129.01 |
1.3% |
9,678.95 |
Close |
10,005.96 |
10,023.42 |
17.46 |
0.2% |
10,023.42 |
Range |
205.27 |
107.69 |
-97.58 |
-47.5% |
365.55 |
ATR |
153.12 |
149.87 |
-3.24 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,324.65 |
10,281.72 |
10,082.65 |
|
R3 |
10,216.96 |
10,174.03 |
10,053.03 |
|
R2 |
10,109.27 |
10,109.27 |
10,043.16 |
|
R1 |
10,066.34 |
10,066.34 |
10,033.29 |
10,087.81 |
PP |
10,001.58 |
10,001.58 |
10,001.58 |
10,012.31 |
S1 |
9,958.65 |
9,958.65 |
10,013.55 |
9,980.12 |
S2 |
9,893.89 |
9,893.89 |
10,003.68 |
|
S3 |
9,786.20 |
9,850.96 |
9,993.81 |
|
S4 |
9,678.51 |
9,743.27 |
9,964.19 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012.27 |
10,883.40 |
10,224.47 |
|
R3 |
10,646.72 |
10,517.85 |
10,123.95 |
|
R2 |
10,281.17 |
10,281.17 |
10,090.44 |
|
R1 |
10,152.30 |
10,152.30 |
10,056.93 |
10,216.74 |
PP |
9,915.62 |
9,915.62 |
9,915.62 |
9,947.84 |
S1 |
9,786.75 |
9,786.75 |
9,989.91 |
9,851.19 |
S2 |
9,550.07 |
9,550.07 |
9,956.40 |
|
S3 |
9,184.52 |
9,421.20 |
9,922.89 |
|
S4 |
8,818.97 |
9,055.65 |
9,822.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,044.50 |
9,678.95 |
365.55 |
3.6% |
147.42 |
1.5% |
94% |
True |
False |
|
10 |
10,072.32 |
9,678.95 |
393.37 |
3.9% |
170.22 |
1.7% |
88% |
False |
False |
|
20 |
10,119.47 |
9,678.95 |
440.52 |
4.4% |
149.79 |
1.5% |
78% |
False |
False |
|
40 |
10,119.47 |
9,430.08 |
689.39 |
6.9% |
135.22 |
1.3% |
86% |
False |
False |
|
60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.0% |
132.59 |
1.3% |
90% |
False |
False |
|
80 |
10,119.47 |
8,674.41 |
1,445.06 |
14.4% |
129.06 |
1.3% |
93% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.3% |
132.39 |
1.3% |
95% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.3% |
137.15 |
1.4% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,502.18 |
2.618 |
10,326.43 |
1.618 |
10,218.74 |
1.000 |
10,152.19 |
0.618 |
10,111.05 |
HIGH |
10,044.50 |
0.618 |
10,003.36 |
0.500 |
9,990.66 |
0.382 |
9,977.95 |
LOW |
9,936.81 |
0.618 |
9,870.26 |
1.000 |
9,829.12 |
1.618 |
9,762.57 |
2.618 |
9,654.88 |
4.250 |
9,479.13 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,012.50 |
9,984.22 |
PP |
10,001.58 |
9,945.02 |
S1 |
9,990.66 |
9,905.82 |
|