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 |
10,020.62 |
10,223.01 |
202.39 |
2.0% |
9,712.13 |
High |
10,228.23 |
10,260.80 |
32.57 |
0.3% |
10,044.50 |
Low |
10,020.62 |
10,197.69 |
177.07 |
1.8% |
9,678.95 |
Close |
10,226.94 |
10,246.97 |
20.03 |
0.2% |
10,023.42 |
Range |
207.61 |
63.11 |
-144.50 |
-69.6% |
365.55 |
ATR |
154.00 |
147.51 |
-6.49 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,424.48 |
10,398.84 |
10,281.68 |
|
R3 |
10,361.37 |
10,335.73 |
10,264.33 |
|
R2 |
10,298.26 |
10,298.26 |
10,258.54 |
|
R1 |
10,272.62 |
10,272.62 |
10,252.76 |
10,285.44 |
PP |
10,235.15 |
10,235.15 |
10,235.15 |
10,241.57 |
S1 |
10,209.51 |
10,209.51 |
10,241.18 |
10,222.33 |
S2 |
10,172.04 |
10,172.04 |
10,235.40 |
|
S3 |
10,108.93 |
10,146.40 |
10,229.61 |
|
S4 |
10,045.82 |
10,083.29 |
10,212.26 |
|
|
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 |
10,260.80 |
9,767.14 |
493.66 |
4.8% |
148.92 |
1.5% |
97% |
True |
False |
|
10 |
10,260.80 |
9,678.95 |
581.85 |
5.7% |
164.05 |
1.6% |
98% |
True |
False |
|
20 |
10,260.80 |
9,678.95 |
581.85 |
5.7% |
155.20 |
1.5% |
98% |
True |
False |
|
40 |
10,260.80 |
9,430.08 |
830.72 |
8.1% |
136.29 |
1.3% |
98% |
True |
False |
|
60 |
10,260.80 |
9,131.94 |
1,128.86 |
11.0% |
131.00 |
1.3% |
99% |
True |
False |
|
80 |
10,260.80 |
8,811.27 |
1,449.53 |
14.1% |
130.09 |
1.3% |
99% |
True |
False |
|
100 |
10,260.80 |
8,087.19 |
2,173.61 |
21.2% |
132.75 |
1.3% |
99% |
True |
False |
|
120 |
10,260.80 |
8,087.19 |
2,173.61 |
21.2% |
136.22 |
1.3% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,529.02 |
2.618 |
10,426.02 |
1.618 |
10,362.91 |
1.000 |
10,323.91 |
0.618 |
10,299.80 |
HIGH |
10,260.80 |
0.618 |
10,236.69 |
0.500 |
10,229.25 |
0.382 |
10,221.80 |
LOW |
10,197.69 |
0.618 |
10,158.69 |
1.000 |
10,134.58 |
1.618 |
10,095.58 |
2.618 |
10,032.47 |
4.250 |
9,929.47 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,241.06 |
10,197.58 |
PP |
10,235.15 |
10,148.19 |
S1 |
10,229.25 |
10,098.81 |
|