| 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 |
2,724.0 |
2,718.0 |
-6.0 |
-0.2% |
2,889.0 |
| High |
2,728.0 |
2,763.0 |
35.0 |
1.3% |
2,897.0 |
| Low |
2,680.0 |
2,715.0 |
35.0 |
1.3% |
2,712.0 |
| Close |
2,704.0 |
2,751.0 |
47.0 |
1.7% |
2,726.0 |
| Range |
48.0 |
48.0 |
0.0 |
0.0% |
185.0 |
| ATR |
66.7 |
66.2 |
-0.6 |
-0.8% |
0.0 |
| Volume |
1,598,071 |
1,499,708 |
-98,363 |
-6.2% |
7,492,555 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.0 |
2,867.0 |
2,777.4 |
|
| R3 |
2,839.0 |
2,819.0 |
2,764.2 |
|
| R2 |
2,791.0 |
2,791.0 |
2,759.8 |
|
| R1 |
2,771.0 |
2,771.0 |
2,755.4 |
2,781.0 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,748.0 |
| S1 |
2,723.0 |
2,723.0 |
2,746.6 |
2,733.0 |
| S2 |
2,695.0 |
2,695.0 |
2,742.2 |
|
| S3 |
2,647.0 |
2,675.0 |
2,737.8 |
|
| S4 |
2,599.0 |
2,627.0 |
2,724.6 |
|
|
| 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% |
73.2 |
2.7% |
47% |
False |
False |
1,576,900 |
| 10 |
2,935.0 |
2,680.0 |
255.0 |
9.3% |
69.1 |
2.5% |
28% |
False |
False |
1,442,343 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.9% |
59.6 |
2.2% |
26% |
False |
False |
1,274,291 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.9% |
56.4 |
2.0% |
26% |
False |
False |
1,155,603 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.9% |
54.8 |
2.0% |
47% |
False |
False |
777,213 |
| 80 |
2,953.0 |
2,373.0 |
580.0 |
21.1% |
53.9 |
2.0% |
65% |
False |
False |
583,236 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.9% |
54.1 |
2.0% |
72% |
False |
False |
467,967 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.9% |
53.5 |
1.9% |
72% |
False |
False |
391,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.0 |
|
2.618 |
2,888.7 |
|
1.618 |
2,840.7 |
|
1.000 |
2,811.0 |
|
0.618 |
2,792.7 |
|
HIGH |
2,763.0 |
|
0.618 |
2,744.7 |
|
0.500 |
2,739.0 |
|
0.382 |
2,733.3 |
|
LOW |
2,715.0 |
|
0.618 |
2,685.3 |
|
1.000 |
2,667.0 |
|
1.618 |
2,637.3 |
|
2.618 |
2,589.3 |
|
4.250 |
2,511.0 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.0 |
2,743.0 |
| PP |
2,743.0 |
2,735.0 |
| S1 |
2,739.0 |
2,727.0 |
|