Trading Metrics calculated at close of trading on 04-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,061.5 |
1,092.8 |
31.3 |
2.9% |
1,055.5 |
High |
1,088.5 |
1,098.5 |
10.0 |
0.9% |
1,060.8 |
Low |
1,058.0 |
1,080.5 |
22.5 |
2.1% |
1,026.9 |
Close |
1,084.9 |
1,087.3 |
2.4 |
0.2% |
1,040.4 |
Range |
30.5 |
18.0 |
-12.5 |
-41.0% |
33.9 |
ATR |
18.2 |
18.2 |
0.0 |
-0.1% |
0.0 |
Volume |
132,632 |
208,684 |
76,052 |
57.3% |
752,372 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.8 |
1,133.0 |
1,097.2 |
|
R3 |
1,124.8 |
1,115.0 |
1,092.3 |
|
R2 |
1,106.8 |
1,106.8 |
1,090.6 |
|
R1 |
1,097.0 |
1,097.0 |
1,089.0 |
1,092.9 |
PP |
1,088.8 |
1,088.8 |
1,088.8 |
1,086.7 |
S1 |
1,079.0 |
1,079.0 |
1,085.7 |
1,074.9 |
S2 |
1,070.8 |
1,070.8 |
1,084.0 |
|
S3 |
1,052.8 |
1,061.0 |
1,082.4 |
|
S4 |
1,034.8 |
1,043.0 |
1,077.4 |
|
|
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 |
1,098.5 |
1,026.9 |
71.6 |
6.6% |
18.6 |
1.7% |
84% |
True |
False |
150,753 |
10 |
1,098.5 |
1,026.9 |
71.6 |
6.6% |
17.2 |
1.6% |
84% |
True |
False |
147,415 |
20 |
1,098.5 |
1,026.9 |
71.6 |
6.6% |
16.7 |
1.5% |
84% |
True |
False |
137,236 |
40 |
1,098.5 |
983.2 |
115.3 |
10.6% |
16.7 |
1.5% |
90% |
True |
False |
126,360 |
60 |
1,098.5 |
931.3 |
167.2 |
15.4% |
16.3 |
1.5% |
93% |
True |
False |
113,663 |
80 |
1,098.5 |
927.5 |
171.0 |
15.7% |
15.5 |
1.4% |
93% |
True |
False |
99,256 |
100 |
1,098.5 |
907.6 |
190.9 |
17.6% |
15.2 |
1.4% |
94% |
True |
False |
80,630 |
120 |
1,098.5 |
907.6 |
190.9 |
17.6% |
15.7 |
1.4% |
94% |
True |
False |
67,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.0 |
2.618 |
1,145.6 |
1.618 |
1,127.6 |
1.000 |
1,116.5 |
0.618 |
1,109.6 |
HIGH |
1,098.5 |
0.618 |
1,091.6 |
0.500 |
1,089.5 |
0.382 |
1,087.4 |
LOW |
1,080.5 |
0.618 |
1,069.4 |
1.000 |
1,062.5 |
1.618 |
1,051.4 |
2.618 |
1,033.4 |
4.250 |
1,004.0 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,089.5 |
1,083.5 |
PP |
1,088.8 |
1,079.7 |
S1 |
1,088.0 |
1,075.9 |
|