Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,027.7 |
1,047.1 |
19.4 |
1.9% |
1,055.5 |
High |
1,048.4 |
1,049.2 |
0.8 |
0.1% |
1,060.8 |
Low |
1,026.9 |
1,035.4 |
8.5 |
0.8% |
1,026.9 |
Close |
1,047.1 |
1,040.4 |
-6.7 |
-0.6% |
1,040.4 |
Range |
21.5 |
13.8 |
-7.7 |
-35.8% |
33.9 |
ATR |
16.8 |
16.6 |
-0.2 |
-1.3% |
0.0 |
Volume |
152,915 |
130,081 |
-22,834 |
-14.9% |
752,372 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,083.1 |
1,075.5 |
1,048.0 |
|
R3 |
1,069.3 |
1,061.7 |
1,044.2 |
|
R2 |
1,055.5 |
1,055.5 |
1,042.9 |
|
R1 |
1,047.9 |
1,047.9 |
1,041.7 |
1,044.8 |
PP |
1,041.7 |
1,041.7 |
1,041.7 |
1,040.1 |
S1 |
1,034.1 |
1,034.1 |
1,039.1 |
1,031.0 |
S2 |
1,027.9 |
1,027.9 |
1,037.9 |
|
S3 |
1,014.1 |
1,020.3 |
1,036.6 |
|
S4 |
1,000.3 |
1,006.5 |
1,032.8 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.4 |
1,126.3 |
1,059.0 |
|
R3 |
1,110.5 |
1,092.4 |
1,049.7 |
|
R2 |
1,076.6 |
1,076.6 |
1,046.6 |
|
R1 |
1,058.5 |
1,058.5 |
1,043.5 |
1,050.6 |
PP |
1,042.7 |
1,042.7 |
1,042.7 |
1,038.8 |
S1 |
1,024.6 |
1,024.6 |
1,037.3 |
1,016.7 |
S2 |
1,008.8 |
1,008.8 |
1,034.2 |
|
S3 |
974.9 |
990.7 |
1,031.1 |
|
S4 |
941.0 |
956.8 |
1,021.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,060.8 |
1,026.9 |
33.9 |
3.3% |
17.0 |
1.6% |
40% |
False |
False |
150,474 |
10 |
1,069.0 |
1,026.9 |
42.1 |
4.0% |
16.5 |
1.6% |
32% |
False |
False |
134,240 |
20 |
1,072.0 |
1,001.6 |
70.4 |
6.8% |
16.7 |
1.6% |
55% |
False |
False |
131,084 |
40 |
1,072.0 |
983.2 |
88.8 |
8.5% |
16.3 |
1.6% |
64% |
False |
False |
125,750 |
60 |
1,072.0 |
931.3 |
140.7 |
13.5% |
15.9 |
1.5% |
78% |
False |
False |
110,390 |
80 |
1,072.0 |
909.7 |
162.3 |
15.6% |
15.2 |
1.5% |
81% |
False |
False |
93,950 |
100 |
1,072.0 |
907.6 |
164.4 |
15.8% |
15.1 |
1.5% |
81% |
False |
False |
76,010 |
120 |
1,072.0 |
907.6 |
164.4 |
15.8% |
15.5 |
1.5% |
81% |
False |
False |
64,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.9 |
2.618 |
1,085.3 |
1.618 |
1,071.5 |
1.000 |
1,063.0 |
0.618 |
1,057.7 |
HIGH |
1,049.2 |
0.618 |
1,043.9 |
0.500 |
1,042.3 |
0.382 |
1,040.7 |
LOW |
1,035.4 |
0.618 |
1,026.9 |
1.000 |
1,021.6 |
1.618 |
1,013.1 |
2.618 |
999.3 |
4.250 |
976.8 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,042.3 |
1,039.6 |
PP |
1,041.7 |
1,038.8 |
S1 |
1,041.0 |
1,038.1 |
|