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 |
1,061.00 |
1,038.75 |
-22.25 |
-2.1% |
1,080.25 |
High |
1,063.00 |
1,064.00 |
1.00 |
0.1% |
1,099.00 |
Low |
1,038.00 |
1,037.25 |
-0.75 |
-0.1% |
1,070.25 |
Close |
1,038.50 |
1,061.50 |
23.00 |
2.2% |
1,077.00 |
Range |
25.00 |
26.75 |
1.75 |
7.0% |
28.75 |
ATR |
18.71 |
19.28 |
0.57 |
3.1% |
0.00 |
Volume |
2,460,527 |
2,843,071 |
382,544 |
15.5% |
10,171,203 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.50 |
1,124.75 |
1,076.25 |
|
R3 |
1,107.75 |
1,098.00 |
1,068.75 |
|
R2 |
1,081.00 |
1,081.00 |
1,066.50 |
|
R1 |
1,071.25 |
1,071.25 |
1,064.00 |
1,076.00 |
PP |
1,054.25 |
1,054.25 |
1,054.25 |
1,056.75 |
S1 |
1,044.50 |
1,044.50 |
1,059.00 |
1,049.50 |
S2 |
1,027.50 |
1,027.50 |
1,056.50 |
|
S3 |
1,000.75 |
1,017.75 |
1,054.25 |
|
S4 |
974.00 |
991.00 |
1,046.75 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.25 |
1,151.50 |
1,092.75 |
|
R3 |
1,139.50 |
1,122.75 |
1,085.00 |
|
R2 |
1,110.75 |
1,110.75 |
1,082.25 |
|
R1 |
1,094.00 |
1,094.00 |
1,079.75 |
1,088.00 |
PP |
1,082.00 |
1,082.00 |
1,082.00 |
1,079.00 |
S1 |
1,065.25 |
1,065.25 |
1,074.25 |
1,059.25 |
S2 |
1,053.25 |
1,053.25 |
1,071.75 |
|
S3 |
1,024.50 |
1,036.50 |
1,069.00 |
|
S4 |
995.75 |
1,007.75 |
1,061.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,095.25 |
1,037.25 |
58.00 |
5.5% |
23.00 |
2.2% |
42% |
False |
True |
2,435,131 |
10 |
1,099.00 |
1,037.25 |
61.75 |
5.8% |
22.00 |
2.1% |
39% |
False |
True |
2,200,157 |
20 |
1,099.00 |
1,012.00 |
87.00 |
8.2% |
18.00 |
1.7% |
57% |
False |
False |
2,030,270 |
40 |
1,099.00 |
987.00 |
112.00 |
10.6% |
17.25 |
1.6% |
67% |
False |
False |
1,782,548 |
60 |
1,099.00 |
971.25 |
127.75 |
12.0% |
18.00 |
1.7% |
71% |
False |
False |
1,190,964 |
80 |
1,099.00 |
861.50 |
237.50 |
22.4% |
17.50 |
1.7% |
84% |
False |
False |
893,711 |
100 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.25 |
1.6% |
84% |
False |
False |
715,209 |
120 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.50 |
1.7% |
84% |
False |
False |
596,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,177.75 |
2.618 |
1,134.00 |
1.618 |
1,107.25 |
1.000 |
1,090.75 |
0.618 |
1,080.50 |
HIGH |
1,064.00 |
0.618 |
1,053.75 |
0.500 |
1,050.50 |
0.382 |
1,047.50 |
LOW |
1,037.25 |
0.618 |
1,020.75 |
1.000 |
1,010.50 |
1.618 |
994.00 |
2.618 |
967.25 |
4.250 |
923.50 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,058.00 |
1,058.75 |
PP |
1,054.25 |
1,056.25 |
S1 |
1,050.50 |
1,053.50 |
|