| 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 |
2,728.0 |
2,724.0 |
-4.0 |
-0.1% |
2,889.0 |
| High |
2,774.0 |
2,728.0 |
-46.0 |
-1.7% |
2,897.0 |
| Low |
2,701.0 |
2,680.0 |
-21.0 |
-0.8% |
2,712.0 |
| Close |
2,750.0 |
2,704.0 |
-46.0 |
-1.7% |
2,726.0 |
| Range |
73.0 |
48.0 |
-25.0 |
-34.2% |
185.0 |
| ATR |
66.5 |
66.7 |
0.3 |
0.4% |
0.0 |
| Volume |
1,515,620 |
1,598,071 |
82,451 |
5.4% |
7,492,555 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.0 |
2,824.0 |
2,730.4 |
|
| R3 |
2,800.0 |
2,776.0 |
2,717.2 |
|
| R2 |
2,752.0 |
2,752.0 |
2,712.8 |
|
| R1 |
2,728.0 |
2,728.0 |
2,708.4 |
2,716.0 |
| PP |
2,704.0 |
2,704.0 |
2,704.0 |
2,698.0 |
| S1 |
2,680.0 |
2,680.0 |
2,699.6 |
2,668.0 |
| S2 |
2,656.0 |
2,656.0 |
2,695.2 |
|
| S3 |
2,608.0 |
2,632.0 |
2,690.8 |
|
| S4 |
2,560.0 |
2,584.0 |
2,677.6 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,333.3 |
3,214.7 |
2,827.8 |
|
| R3 |
3,148.3 |
3,029.7 |
2,776.9 |
|
| R2 |
2,963.3 |
2,963.3 |
2,759.9 |
|
| R1 |
2,844.7 |
2,844.7 |
2,743.0 |
2,811.5 |
| PP |
2,778.3 |
2,778.3 |
2,778.3 |
2,761.8 |
| S1 |
2,659.7 |
2,659.7 |
2,709.0 |
2,626.5 |
| S2 |
2,593.3 |
2,593.3 |
2,692.1 |
|
| S3 |
2,408.3 |
2,474.7 |
2,675.1 |
|
| S4 |
2,223.3 |
2,289.7 |
2,624.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,830.0 |
2,680.0 |
150.0 |
5.5% |
78.6 |
2.9% |
16% |
False |
True |
1,586,007 |
| 10 |
2,940.0 |
2,680.0 |
260.0 |
9.6% |
71.0 |
2.6% |
9% |
False |
True |
1,427,231 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
10.1% |
58.9 |
2.2% |
9% |
False |
True |
1,245,325 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
10.1% |
56.6 |
2.1% |
9% |
False |
True |
1,122,072 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
14.2% |
55.2 |
2.0% |
35% |
False |
False |
752,320 |
| 80 |
2,953.0 |
2,330.0 |
623.0 |
23.0% |
53.8 |
2.0% |
60% |
False |
False |
564,492 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
26.3% |
54.1 |
2.0% |
65% |
False |
False |
453,513 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
26.3% |
53.4 |
2.0% |
65% |
False |
False |
378,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.0 |
|
2.618 |
2,853.7 |
|
1.618 |
2,805.7 |
|
1.000 |
2,776.0 |
|
0.618 |
2,757.7 |
|
HIGH |
2,728.0 |
|
0.618 |
2,709.7 |
|
0.500 |
2,704.0 |
|
0.382 |
2,698.3 |
|
LOW |
2,680.0 |
|
0.618 |
2,650.3 |
|
1.000 |
2,632.0 |
|
1.618 |
2,602.3 |
|
2.618 |
2,554.3 |
|
4.250 |
2,476.0 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,704.0 |
2,752.0 |
| PP |
2,704.0 |
2,736.0 |
| S1 |
2,704.0 |
2,720.0 |
|