Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,038.75 |
1,061.25 |
22.50 |
2.2% |
1,076.50 |
High |
1,064.00 |
1,062.75 |
-1.25 |
-0.1% |
1,088.50 |
Low |
1,037.25 |
1,029.50 |
-7.75 |
-0.7% |
1,029.50 |
Close |
1,061.50 |
1,033.00 |
-28.50 |
-2.7% |
1,033.00 |
Range |
26.75 |
33.25 |
6.50 |
24.3% |
59.00 |
ATR |
19.28 |
20.28 |
1.00 |
5.2% |
0.00 |
Volume |
2,843,071 |
2,298,367 |
-544,704 |
-19.2% |
12,289,622 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.50 |
1,120.50 |
1,051.25 |
|
R3 |
1,108.25 |
1,087.25 |
1,042.25 |
|
R2 |
1,075.00 |
1,075.00 |
1,039.00 |
|
R1 |
1,054.00 |
1,054.00 |
1,036.00 |
1,048.00 |
PP |
1,041.75 |
1,041.75 |
1,041.75 |
1,038.75 |
S1 |
1,020.75 |
1,020.75 |
1,030.00 |
1,014.50 |
S2 |
1,008.50 |
1,008.50 |
1,027.00 |
|
S3 |
975.25 |
987.50 |
1,023.75 |
|
S4 |
942.00 |
954.25 |
1,014.75 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.25 |
1,189.25 |
1,065.50 |
|
R3 |
1,168.25 |
1,130.25 |
1,049.25 |
|
R2 |
1,109.25 |
1,109.25 |
1,043.75 |
|
R1 |
1,071.25 |
1,071.25 |
1,038.50 |
1,060.75 |
PP |
1,050.25 |
1,050.25 |
1,050.25 |
1,045.00 |
S1 |
1,012.25 |
1,012.25 |
1,027.50 |
1,001.75 |
S2 |
991.25 |
991.25 |
1,022.25 |
|
S3 |
932.25 |
953.25 |
1,016.75 |
|
S4 |
873.25 |
894.25 |
1,000.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.50 |
1,029.50 |
59.00 |
5.7% |
25.00 |
2.4% |
6% |
False |
True |
2,457,924 |
10 |
1,099.00 |
1,029.50 |
69.50 |
6.7% |
23.50 |
2.3% |
5% |
False |
True |
2,246,082 |
20 |
1,099.00 |
1,019.50 |
79.50 |
7.7% |
18.75 |
1.8% |
17% |
False |
False |
2,007,135 |
40 |
1,099.00 |
995.50 |
103.50 |
10.0% |
18.00 |
1.7% |
36% |
False |
False |
1,839,068 |
60 |
1,099.00 |
971.25 |
127.75 |
12.4% |
18.25 |
1.8% |
48% |
False |
False |
1,229,240 |
80 |
1,099.00 |
861.50 |
237.50 |
23.0% |
17.75 |
1.7% |
72% |
False |
False |
922,416 |
100 |
1,099.00 |
861.25 |
237.75 |
23.0% |
17.50 |
1.7% |
72% |
False |
False |
738,191 |
120 |
1,099.00 |
861.25 |
237.75 |
23.0% |
17.50 |
1.7% |
72% |
False |
False |
615,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.00 |
2.618 |
1,149.75 |
1.618 |
1,116.50 |
1.000 |
1,096.00 |
0.618 |
1,083.25 |
HIGH |
1,062.75 |
0.618 |
1,050.00 |
0.500 |
1,046.00 |
0.382 |
1,042.25 |
LOW |
1,029.50 |
0.618 |
1,009.00 |
1.000 |
996.25 |
1.618 |
975.75 |
2.618 |
942.50 |
4.250 |
888.25 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,046.00 |
1,046.75 |
PP |
1,041.75 |
1,042.25 |
S1 |
1,037.50 |
1,037.50 |
|