Trading Metrics calculated at close of trading on 03-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,057.9 |
1,061.5 |
3.6 |
0.3% |
1,055.5 |
High |
1,062.4 |
1,088.5 |
26.1 |
2.5% |
1,060.8 |
Low |
1,053.3 |
1,058.0 |
4.7 |
0.4% |
1,026.9 |
Close |
1,054.0 |
1,084.9 |
30.9 |
2.9% |
1,040.4 |
Range |
9.1 |
30.5 |
21.4 |
235.2% |
33.9 |
ATR |
17.0 |
18.2 |
1.3 |
7.4% |
0.0 |
Volume |
129,455 |
132,632 |
3,177 |
2.5% |
752,372 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.6 |
1,157.3 |
1,101.7 |
|
R3 |
1,138.1 |
1,126.8 |
1,093.3 |
|
R2 |
1,107.6 |
1,107.6 |
1,090.5 |
|
R1 |
1,096.3 |
1,096.3 |
1,087.7 |
1,102.0 |
PP |
1,077.1 |
1,077.1 |
1,077.1 |
1,080.0 |
S1 |
1,065.8 |
1,065.8 |
1,082.1 |
1,071.5 |
S2 |
1,046.6 |
1,046.6 |
1,079.3 |
|
S3 |
1,016.1 |
1,035.3 |
1,076.5 |
|
S4 |
985.6 |
1,004.8 |
1,068.1 |
|
|
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 |
1,088.5 |
1,026.9 |
61.6 |
5.7% |
18.1 |
1.7% |
94% |
True |
False |
139,653 |
10 |
1,088.5 |
1,026.9 |
61.6 |
5.7% |
17.1 |
1.6% |
94% |
True |
False |
138,803 |
20 |
1,088.5 |
1,026.9 |
61.6 |
5.7% |
16.4 |
1.5% |
94% |
True |
False |
131,964 |
40 |
1,088.5 |
983.2 |
105.3 |
9.7% |
16.6 |
1.5% |
97% |
True |
False |
125,268 |
60 |
1,088.5 |
931.3 |
157.2 |
14.5% |
16.1 |
1.5% |
98% |
True |
False |
111,491 |
80 |
1,088.5 |
920.9 |
167.6 |
15.4% |
15.4 |
1.4% |
98% |
True |
False |
96,916 |
100 |
1,088.5 |
907.6 |
180.9 |
16.7% |
15.1 |
1.4% |
98% |
True |
False |
78,570 |
120 |
1,088.5 |
907.6 |
180.9 |
16.7% |
15.6 |
1.4% |
98% |
True |
False |
66,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.1 |
2.618 |
1,168.3 |
1.618 |
1,137.8 |
1.000 |
1,119.0 |
0.618 |
1,107.3 |
HIGH |
1,088.5 |
0.618 |
1,076.8 |
0.500 |
1,073.3 |
0.382 |
1,069.7 |
LOW |
1,058.0 |
0.618 |
1,039.2 |
1.000 |
1,027.5 |
1.618 |
1,008.7 |
2.618 |
978.2 |
4.250 |
928.4 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,081.0 |
1,077.3 |
PP |
1,077.1 |
1,069.6 |
S1 |
1,073.3 |
1,062.0 |
|