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 |
10,001.35 |
10,020.62 |
19.27 |
0.2% |
9,712.13 |
High |
10,044.50 |
10,228.23 |
183.73 |
1.8% |
10,044.50 |
Low |
9,936.81 |
10,020.62 |
83.81 |
0.8% |
9,678.95 |
Close |
10,023.42 |
10,226.94 |
203.52 |
2.0% |
10,023.42 |
Range |
107.69 |
207.61 |
99.92 |
92.8% |
365.55 |
ATR |
149.87 |
154.00 |
4.12 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,781.43 |
10,711.79 |
10,341.13 |
|
R3 |
10,573.82 |
10,504.18 |
10,284.03 |
|
R2 |
10,366.21 |
10,366.21 |
10,265.00 |
|
R1 |
10,296.57 |
10,296.57 |
10,245.97 |
10,331.39 |
PP |
10,158.60 |
10,158.60 |
10,158.60 |
10,176.01 |
S1 |
10,088.96 |
10,088.96 |
10,207.91 |
10,123.78 |
S2 |
9,950.99 |
9,950.99 |
10,188.88 |
|
S3 |
9,743.38 |
9,881.35 |
10,169.85 |
|
S4 |
9,535.77 |
9,673.74 |
10,112.75 |
|
|
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 |
10,228.23 |
9,703.89 |
524.34 |
5.1% |
153.01 |
1.5% |
100% |
True |
False |
|
10 |
10,228.23 |
9,678.95 |
549.28 |
5.4% |
168.70 |
1.6% |
100% |
True |
False |
|
20 |
10,228.23 |
9,678.95 |
549.28 |
5.4% |
156.05 |
1.5% |
100% |
True |
False |
|
40 |
10,228.23 |
9,430.08 |
798.15 |
7.8% |
138.03 |
1.3% |
100% |
True |
False |
|
60 |
10,228.23 |
9,116.52 |
1,111.71 |
10.9% |
133.23 |
1.3% |
100% |
True |
False |
|
80 |
10,228.23 |
8,745.90 |
1,482.33 |
14.5% |
130.66 |
1.3% |
100% |
True |
False |
|
100 |
10,228.23 |
8,087.19 |
2,141.04 |
20.9% |
133.31 |
1.3% |
100% |
True |
False |
|
120 |
10,228.23 |
8,087.19 |
2,141.04 |
20.9% |
137.32 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,110.57 |
2.618 |
10,771.75 |
1.618 |
10,564.14 |
1.000 |
10,435.84 |
0.618 |
10,356.53 |
HIGH |
10,228.23 |
0.618 |
10,148.92 |
0.500 |
10,124.43 |
0.382 |
10,099.93 |
LOW |
10,020.62 |
0.618 |
9,892.32 |
1.000 |
9,813.01 |
1.618 |
9,684.71 |
2.618 |
9,477.10 |
4.250 |
9,138.28 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,192.77 |
10,157.30 |
PP |
10,158.60 |
10,087.66 |
S1 |
10,124.43 |
10,018.02 |
|