| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,718.0 |
2,720.0 |
2.0 |
0.1% |
2,889.0 |
| High |
2,763.0 |
2,798.0 |
35.0 |
1.3% |
2,897.0 |
| Low |
2,715.0 |
2,706.0 |
-9.0 |
-0.3% |
2,712.0 |
| Close |
2,751.0 |
2,784.0 |
33.0 |
1.2% |
2,726.0 |
| Range |
48.0 |
92.0 |
44.0 |
91.7% |
185.0 |
| ATR |
66.2 |
68.0 |
1.8 |
2.8% |
0.0 |
| Volume |
1,499,708 |
1,375,090 |
-124,618 |
-8.3% |
7,492,555 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,038.7 |
3,003.3 |
2,834.6 |
|
| R3 |
2,946.7 |
2,911.3 |
2,809.3 |
|
| R2 |
2,854.7 |
2,854.7 |
2,800.9 |
|
| R1 |
2,819.3 |
2,819.3 |
2,792.4 |
2,837.0 |
| PP |
2,762.7 |
2,762.7 |
2,762.7 |
2,771.5 |
| S1 |
2,727.3 |
2,727.3 |
2,775.6 |
2,745.0 |
| S2 |
2,670.7 |
2,670.7 |
2,767.1 |
|
| S3 |
2,578.7 |
2,635.3 |
2,758.7 |
|
| S4 |
2,486.7 |
2,543.3 |
2,733.4 |
|
|
| 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 |
2,824.0 |
2,680.0 |
144.0 |
5.2% |
74.6 |
2.7% |
72% |
False |
False |
1,560,320 |
| 10 |
2,935.0 |
2,680.0 |
255.0 |
9.2% |
72.8 |
2.6% |
41% |
False |
False |
1,460,678 |
| 20 |
2,953.0 |
2,680.0 |
273.0 |
9.8% |
62.3 |
2.2% |
38% |
False |
False |
1,291,469 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.8% |
57.4 |
2.1% |
38% |
False |
False |
1,187,747 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.8% |
55.2 |
2.0% |
56% |
False |
False |
800,087 |
| 80 |
2,953.0 |
2,424.0 |
529.0 |
19.0% |
54.2 |
1.9% |
68% |
False |
False |
600,419 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.6% |
54.4 |
2.0% |
76% |
False |
False |
481,273 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.6% |
53.8 |
1.9% |
76% |
False |
False |
402,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.0 |
|
2.618 |
3,038.9 |
|
1.618 |
2,946.9 |
|
1.000 |
2,890.0 |
|
0.618 |
2,854.9 |
|
HIGH |
2,798.0 |
|
0.618 |
2,762.9 |
|
0.500 |
2,752.0 |
|
0.382 |
2,741.1 |
|
LOW |
2,706.0 |
|
0.618 |
2,649.1 |
|
1.000 |
2,614.0 |
|
1.618 |
2,557.1 |
|
2.618 |
2,465.1 |
|
4.250 |
2,315.0 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.3 |
2,769.0 |
| PP |
2,762.7 |
2,754.0 |
| S1 |
2,752.0 |
2,739.0 |
|