| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,812.0 |
2,747.0 |
-65.0 |
-2.3% |
2,892.0 |
| High |
2,817.0 |
2,830.0 |
13.0 |
0.5% |
2,953.0 |
| Low |
2,742.0 |
2,745.0 |
3.0 |
0.1% |
2,863.0 |
| Close |
2,772.0 |
2,815.0 |
43.0 |
1.6% |
2,879.0 |
| Range |
75.0 |
85.0 |
10.0 |
13.3% |
90.0 |
| ATR |
60.7 |
62.4 |
1.7 |
2.9% |
0.0 |
| Volume |
1,545,245 |
1,457,989 |
-87,256 |
-5.6% |
5,743,920 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.7 |
3,018.3 |
2,861.8 |
|
| R3 |
2,966.7 |
2,933.3 |
2,838.4 |
|
| R2 |
2,881.7 |
2,881.7 |
2,830.6 |
|
| R1 |
2,848.3 |
2,848.3 |
2,822.8 |
2,865.0 |
| PP |
2,796.7 |
2,796.7 |
2,796.7 |
2,805.0 |
| S1 |
2,763.3 |
2,763.3 |
2,807.2 |
2,780.0 |
| S2 |
2,711.7 |
2,711.7 |
2,799.4 |
|
| S3 |
2,626.7 |
2,678.3 |
2,791.6 |
|
| S4 |
2,541.7 |
2,593.3 |
2,768.3 |
|
|
| 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 |
6.9% |
71.0 |
2.5% |
38% |
False |
False |
1,361,036 |
| 10 |
2,953.0 |
2,742.0 |
211.0 |
7.5% |
66.0 |
2.3% |
35% |
False |
False |
1,280,778 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
8.0% |
56.7 |
2.0% |
39% |
False |
False |
1,199,717 |
| 40 |
2,953.0 |
2,673.0 |
280.0 |
9.9% |
53.8 |
1.9% |
51% |
False |
False |
1,001,964 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.6% |
53.7 |
1.9% |
64% |
False |
False |
670,219 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
25.3% |
53.1 |
1.9% |
81% |
False |
False |
502,966 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.3% |
53.2 |
1.9% |
81% |
False |
False |
404,432 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.3% |
52.8 |
1.9% |
81% |
False |
False |
337,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,191.3 |
|
2.618 |
3,052.5 |
|
1.618 |
2,967.5 |
|
1.000 |
2,915.0 |
|
0.618 |
2,882.5 |
|
HIGH |
2,830.0 |
|
0.618 |
2,797.5 |
|
0.500 |
2,787.5 |
|
0.382 |
2,777.5 |
|
LOW |
2,745.0 |
|
0.618 |
2,692.5 |
|
1.000 |
2,660.0 |
|
1.618 |
2,607.5 |
|
2.618 |
2,522.5 |
|
4.250 |
2,383.8 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,805.8 |
2,807.7 |
| PP |
2,796.7 |
2,800.3 |
| S1 |
2,787.5 |
2,793.0 |
|