Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,040.0 |
1,027.7 |
-12.3 |
-1.2% |
1,053.5 |
High |
1,042.6 |
1,048.4 |
5.8 |
0.6% |
1,069.0 |
Low |
1,026.9 |
1,026.9 |
0.0 |
0.0% |
1,048.1 |
Close |
1,030.5 |
1,047.1 |
16.6 |
1.6% |
1,056.4 |
Range |
15.7 |
21.5 |
5.8 |
36.9% |
20.9 |
ATR |
16.4 |
16.8 |
0.4 |
2.2% |
0.0 |
Volume |
153,185 |
152,915 |
-270 |
-0.2% |
590,036 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.3 |
1,097.7 |
1,058.9 |
|
R3 |
1,083.8 |
1,076.2 |
1,053.0 |
|
R2 |
1,062.3 |
1,062.3 |
1,051.0 |
|
R1 |
1,054.7 |
1,054.7 |
1,049.1 |
1,058.5 |
PP |
1,040.8 |
1,040.8 |
1,040.8 |
1,042.7 |
S1 |
1,033.2 |
1,033.2 |
1,045.1 |
1,037.0 |
S2 |
1,019.3 |
1,019.3 |
1,043.2 |
|
S3 |
997.8 |
1,011.7 |
1,041.2 |
|
S4 |
976.3 |
990.2 |
1,035.3 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,120.5 |
1,109.4 |
1,067.9 |
|
R3 |
1,099.6 |
1,088.5 |
1,062.1 |
|
R2 |
1,078.7 |
1,078.7 |
1,060.2 |
|
R1 |
1,067.6 |
1,067.6 |
1,058.3 |
1,073.2 |
PP |
1,057.8 |
1,057.8 |
1,057.8 |
1,060.6 |
S1 |
1,046.7 |
1,046.7 |
1,054.5 |
1,052.3 |
S2 |
1,036.9 |
1,036.9 |
1,052.6 |
|
S3 |
1,016.0 |
1,025.8 |
1,050.7 |
|
S4 |
995.1 |
1,004.9 |
1,044.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,068.8 |
1,026.9 |
41.9 |
4.0% |
17.9 |
1.7% |
48% |
False |
True |
146,587 |
10 |
1,069.0 |
1,026.9 |
42.1 |
4.0% |
16.6 |
1.6% |
48% |
False |
True |
136,369 |
20 |
1,072.0 |
987.0 |
85.0 |
8.1% |
17.1 |
1.6% |
71% |
False |
False |
130,248 |
40 |
1,072.0 |
976.1 |
95.9 |
9.2% |
16.6 |
1.6% |
74% |
False |
False |
126,396 |
60 |
1,072.0 |
931.3 |
140.7 |
13.4% |
16.0 |
1.5% |
82% |
False |
False |
109,568 |
80 |
1,072.0 |
909.7 |
162.3 |
15.5% |
15.2 |
1.5% |
85% |
False |
False |
92,461 |
100 |
1,072.0 |
907.6 |
164.4 |
15.7% |
15.1 |
1.4% |
85% |
False |
False |
74,745 |
120 |
1,072.0 |
907.6 |
164.4 |
15.7% |
15.5 |
1.5% |
85% |
False |
False |
62,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,139.8 |
2.618 |
1,104.7 |
1.618 |
1,083.2 |
1.000 |
1,069.9 |
0.618 |
1,061.7 |
HIGH |
1,048.4 |
0.618 |
1,040.2 |
0.500 |
1,037.7 |
0.382 |
1,035.1 |
LOW |
1,026.9 |
0.618 |
1,013.6 |
1.000 |
1,005.4 |
1.618 |
992.1 |
2.618 |
970.6 |
4.250 |
935.5 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,044.0 |
1,044.0 |
PP |
1,040.8 |
1,040.8 |
S1 |
1,037.7 |
1,037.7 |
|