| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,828.0 |
2,812.0 |
-16.0 |
-0.6% |
2,892.0 |
| High |
2,844.0 |
2,817.0 |
-27.0 |
-0.9% |
2,953.0 |
| Low |
2,803.0 |
2,742.0 |
-61.0 |
-2.2% |
2,863.0 |
| Close |
2,825.0 |
2,772.0 |
-53.0 |
-1.9% |
2,879.0 |
| Range |
41.0 |
75.0 |
34.0 |
82.9% |
90.0 |
| ATR |
59.0 |
60.7 |
1.7 |
2.9% |
0.0 |
| Volume |
1,392,505 |
1,545,245 |
152,740 |
11.0% |
5,743,920 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.0 |
2,962.0 |
2,813.3 |
|
| R3 |
2,927.0 |
2,887.0 |
2,792.6 |
|
| R2 |
2,852.0 |
2,852.0 |
2,785.8 |
|
| R1 |
2,812.0 |
2,812.0 |
2,778.9 |
2,794.5 |
| PP |
2,777.0 |
2,777.0 |
2,777.0 |
2,768.3 |
| S1 |
2,737.0 |
2,737.0 |
2,765.1 |
2,719.5 |
| S2 |
2,702.0 |
2,702.0 |
2,758.3 |
|
| S3 |
2,627.0 |
2,662.0 |
2,751.4 |
|
| S4 |
2,552.0 |
2,587.0 |
2,730.8 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.3 |
3,113.7 |
2,928.5 |
|
| R3 |
3,078.3 |
3,023.7 |
2,903.8 |
|
| R2 |
2,988.3 |
2,988.3 |
2,895.5 |
|
| R1 |
2,933.7 |
2,933.7 |
2,887.3 |
2,916.0 |
| PP |
2,898.3 |
2,898.3 |
2,898.3 |
2,889.5 |
| S1 |
2,843.7 |
2,843.7 |
2,870.8 |
2,826.0 |
| S2 |
2,808.3 |
2,808.3 |
2,862.5 |
|
| S3 |
2,718.3 |
2,753.7 |
2,854.3 |
|
| S4 |
2,628.3 |
2,663.7 |
2,829.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,935.0 |
2,742.0 |
193.0 |
7.0% |
65.0 |
2.3% |
16% |
False |
True |
1,307,787 |
| 10 |
2,953.0 |
2,742.0 |
211.0 |
7.6% |
61.1 |
2.2% |
14% |
False |
True |
1,251,608 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
8.1% |
57.4 |
2.1% |
20% |
False |
False |
1,201,290 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.6% |
52.7 |
1.9% |
38% |
False |
False |
965,961 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.8% |
53.2 |
1.9% |
53% |
False |
False |
645,921 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
25.7% |
52.6 |
1.9% |
75% |
False |
False |
484,747 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.7% |
53.0 |
1.9% |
75% |
False |
False |
389,983 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.7% |
52.9 |
1.9% |
75% |
False |
False |
325,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.8 |
|
2.618 |
3,013.4 |
|
1.618 |
2,938.4 |
|
1.000 |
2,892.0 |
|
0.618 |
2,863.4 |
|
HIGH |
2,817.0 |
|
0.618 |
2,788.4 |
|
0.500 |
2,779.5 |
|
0.382 |
2,770.7 |
|
LOW |
2,742.0 |
|
0.618 |
2,695.7 |
|
1.000 |
2,667.0 |
|
1.618 |
2,620.7 |
|
2.618 |
2,545.7 |
|
4.250 |
2,423.3 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,779.5 |
2,819.5 |
| PP |
2,777.0 |
2,803.7 |
| S1 |
2,774.5 |
2,787.8 |
|