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 |
1,031.25 |
1,039.25 |
8.00 |
0.8% |
1,076.50 |
High |
1,049.50 |
1,044.00 |
-5.50 |
-0.5% |
1,088.50 |
Low |
1,026.00 |
1,026.50 |
0.50 |
0.0% |
1,029.50 |
Close |
1,039.00 |
1,041.75 |
2.75 |
0.3% |
1,033.00 |
Range |
23.50 |
17.50 |
-6.00 |
-25.5% |
59.00 |
ATR |
20.51 |
20.29 |
-0.21 |
-1.0% |
0.00 |
Volume |
3,376,612 |
2,783,823 |
-592,789 |
-17.6% |
12,289,622 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,090.00 |
1,083.25 |
1,051.50 |
|
R3 |
1,072.50 |
1,065.75 |
1,046.50 |
|
R2 |
1,055.00 |
1,055.00 |
1,045.00 |
|
R1 |
1,048.25 |
1,048.25 |
1,043.25 |
1,051.50 |
PP |
1,037.50 |
1,037.50 |
1,037.50 |
1,039.00 |
S1 |
1,030.75 |
1,030.75 |
1,040.25 |
1,034.00 |
S2 |
1,020.00 |
1,020.00 |
1,038.50 |
|
S3 |
1,002.50 |
1,013.25 |
1,037.00 |
|
S4 |
985.00 |
995.75 |
1,032.00 |
|
|
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 |
1,064.00 |
1,026.00 |
38.00 |
3.6% |
25.25 |
2.4% |
41% |
False |
False |
2,752,480 |
10 |
1,098.50 |
1,026.00 |
72.50 |
7.0% |
23.75 |
2.3% |
22% |
False |
False |
2,504,424 |
20 |
1,099.00 |
1,026.00 |
73.00 |
7.0% |
19.00 |
1.8% |
22% |
False |
False |
2,103,139 |
40 |
1,099.00 |
1,012.00 |
87.00 |
8.4% |
18.25 |
1.7% |
34% |
False |
False |
1,991,355 |
60 |
1,099.00 |
971.25 |
127.75 |
12.3% |
18.25 |
1.8% |
55% |
False |
False |
1,331,841 |
80 |
1,099.00 |
888.50 |
210.50 |
20.2% |
17.75 |
1.7% |
73% |
False |
False |
999,354 |
100 |
1,099.00 |
861.25 |
237.75 |
22.8% |
17.75 |
1.7% |
76% |
False |
False |
799,786 |
120 |
1,099.00 |
861.25 |
237.75 |
22.8% |
17.75 |
1.7% |
76% |
False |
False |
666,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.50 |
2.618 |
1,089.75 |
1.618 |
1,072.25 |
1.000 |
1,061.50 |
0.618 |
1,054.75 |
HIGH |
1,044.00 |
0.618 |
1,037.25 |
0.500 |
1,035.25 |
0.382 |
1,033.25 |
LOW |
1,026.50 |
0.618 |
1,015.75 |
1.000 |
1,009.00 |
1.618 |
998.25 |
2.618 |
980.75 |
4.250 |
952.00 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,039.50 |
1,044.50 |
PP |
1,037.50 |
1,043.50 |
S1 |
1,035.25 |
1,042.50 |
|