Trading Metrics calculated at close of trading on 11-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
10,223.01 |
10,247.42 |
24.41 |
0.2% |
9,712.13 |
High |
10,260.80 |
10,341.97 |
81.17 |
0.8% |
10,044.50 |
Low |
10,197.69 |
10,246.14 |
48.45 |
0.5% |
9,678.95 |
Close |
10,246.97 |
10,291.26 |
44.29 |
0.4% |
10,023.42 |
Range |
63.11 |
95.83 |
32.72 |
51.8% |
365.55 |
ATR |
147.51 |
143.81 |
-3.69 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,580.61 |
10,531.77 |
10,343.97 |
|
R3 |
10,484.78 |
10,435.94 |
10,317.61 |
|
R2 |
10,388.95 |
10,388.95 |
10,308.83 |
|
R1 |
10,340.11 |
10,340.11 |
10,300.04 |
10,364.53 |
PP |
10,293.12 |
10,293.12 |
10,293.12 |
10,305.34 |
S1 |
10,244.28 |
10,244.28 |
10,282.48 |
10,268.70 |
S2 |
10,197.29 |
10,197.29 |
10,273.69 |
|
S3 |
10,101.46 |
10,148.45 |
10,264.91 |
|
S4 |
10,005.63 |
10,052.62 |
10,238.55 |
|
|
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 |
10,341.97 |
9,807.80 |
534.17 |
5.2% |
135.90 |
1.3% |
91% |
True |
False |
|
10 |
10,341.97 |
9,678.95 |
663.02 |
6.4% |
159.20 |
1.5% |
92% |
True |
False |
|
20 |
10,341.97 |
9,678.95 |
663.02 |
6.4% |
152.28 |
1.5% |
92% |
True |
False |
|
40 |
10,341.97 |
9,430.08 |
911.89 |
8.9% |
135.67 |
1.3% |
94% |
True |
False |
|
60 |
10,341.97 |
9,131.94 |
1,210.03 |
11.8% |
130.94 |
1.3% |
96% |
True |
False |
|
80 |
10,341.97 |
8,860.32 |
1,481.65 |
14.4% |
129.84 |
1.3% |
97% |
True |
False |
|
100 |
10,341.97 |
8,087.19 |
2,254.78 |
21.9% |
131.66 |
1.3% |
98% |
True |
False |
|
120 |
10,341.97 |
8,087.19 |
2,254.78 |
21.9% |
136.13 |
1.3% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,749.25 |
2.618 |
10,592.85 |
1.618 |
10,497.02 |
1.000 |
10,437.80 |
0.618 |
10,401.19 |
HIGH |
10,341.97 |
0.618 |
10,305.36 |
0.500 |
10,294.06 |
0.382 |
10,282.75 |
LOW |
10,246.14 |
0.618 |
10,186.92 |
1.000 |
10,150.31 |
1.618 |
10,091.09 |
2.618 |
9,995.26 |
4.250 |
9,838.86 |
|
|
Fisher Pivots for day following 11-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
10,294.06 |
10,254.61 |
PP |
10,293.12 |
10,217.95 |
S1 |
10,292.19 |
10,181.30 |
|