Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,047.1 |
1,057.9 |
10.8 |
1.0% |
1,055.5 |
High |
1,049.2 |
1,062.4 |
13.2 |
1.3% |
1,060.8 |
Low |
1,035.4 |
1,053.3 |
17.9 |
1.7% |
1,026.9 |
Close |
1,040.4 |
1,054.0 |
13.6 |
1.3% |
1,040.4 |
Range |
13.8 |
9.1 |
-4.7 |
-34.1% |
33.9 |
ATR |
16.6 |
17.0 |
0.4 |
2.3% |
0.0 |
Volume |
130,081 |
129,455 |
-626 |
-0.5% |
752,372 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,083.9 |
1,078.0 |
1,059.0 |
|
R3 |
1,074.8 |
1,068.9 |
1,056.5 |
|
R2 |
1,065.7 |
1,065.7 |
1,055.7 |
|
R1 |
1,059.8 |
1,059.8 |
1,054.8 |
1,058.2 |
PP |
1,056.6 |
1,056.6 |
1,056.6 |
1,055.8 |
S1 |
1,050.7 |
1,050.7 |
1,053.2 |
1,049.1 |
S2 |
1,047.5 |
1,047.5 |
1,052.3 |
|
S3 |
1,038.4 |
1,041.6 |
1,051.5 |
|
S4 |
1,029.3 |
1,032.5 |
1,049.0 |
|
|
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 |
1,062.4 |
1,026.9 |
35.5 |
3.4% |
14.3 |
1.4% |
76% |
True |
False |
145,591 |
10 |
1,069.0 |
1,026.9 |
42.1 |
4.0% |
15.7 |
1.5% |
64% |
False |
False |
135,019 |
20 |
1,072.0 |
1,016.6 |
55.4 |
5.3% |
16.3 |
1.5% |
68% |
False |
False |
130,495 |
40 |
1,072.0 |
983.2 |
88.8 |
8.4% |
16.3 |
1.5% |
80% |
False |
False |
124,891 |
60 |
1,072.0 |
931.3 |
140.7 |
13.3% |
15.9 |
1.5% |
87% |
False |
False |
110,732 |
80 |
1,072.0 |
910.6 |
161.4 |
15.3% |
15.3 |
1.4% |
89% |
False |
False |
95,423 |
100 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.0 |
1.4% |
89% |
False |
False |
77,273 |
120 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.4 |
1.5% |
89% |
False |
False |
65,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,101.1 |
2.618 |
1,086.2 |
1.618 |
1,077.1 |
1.000 |
1,071.5 |
0.618 |
1,068.0 |
HIGH |
1,062.4 |
0.618 |
1,058.9 |
0.500 |
1,057.9 |
0.382 |
1,056.8 |
LOW |
1,053.3 |
0.618 |
1,047.7 |
1.000 |
1,044.2 |
1.618 |
1,038.6 |
2.618 |
1,029.5 |
4.250 |
1,014.6 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,057.9 |
1,050.9 |
PP |
1,056.6 |
1,047.8 |
S1 |
1,055.3 |
1,044.7 |
|