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 |
1,039.25 |
1,041.75 |
2.50 |
0.2% |
1,076.50 |
High |
1,044.00 |
1,058.50 |
14.50 |
1.4% |
1,088.50 |
Low |
1,026.50 |
1,040.75 |
14.25 |
1.4% |
1,029.50 |
Close |
1,041.75 |
1,047.00 |
5.25 |
0.5% |
1,033.00 |
Range |
17.50 |
17.75 |
0.25 |
1.4% |
59.00 |
ATR |
20.29 |
20.11 |
-0.18 |
-0.9% |
0.00 |
Volume |
2,783,823 |
2,315,679 |
-468,144 |
-16.8% |
12,289,622 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.00 |
1,092.25 |
1,056.75 |
|
R3 |
1,084.25 |
1,074.50 |
1,052.00 |
|
R2 |
1,066.50 |
1,066.50 |
1,050.25 |
|
R1 |
1,056.75 |
1,056.75 |
1,048.75 |
1,061.50 |
PP |
1,048.75 |
1,048.75 |
1,048.75 |
1,051.25 |
S1 |
1,039.00 |
1,039.00 |
1,045.25 |
1,044.00 |
S2 |
1,031.00 |
1,031.00 |
1,043.75 |
|
S3 |
1,013.25 |
1,021.25 |
1,042.00 |
|
S4 |
995.50 |
1,003.50 |
1,037.25 |
|
|
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% |
23.75 |
2.3% |
55% |
False |
False |
2,723,510 |
10 |
1,095.25 |
1,026.00 |
69.25 |
6.6% |
23.00 |
2.2% |
30% |
False |
False |
2,536,825 |
20 |
1,099.00 |
1,026.00 |
73.00 |
7.0% |
19.25 |
1.8% |
29% |
False |
False |
2,110,881 |
40 |
1,099.00 |
1,012.00 |
87.00 |
8.3% |
18.25 |
1.7% |
40% |
False |
False |
2,046,389 |
60 |
1,099.00 |
971.25 |
127.75 |
12.2% |
18.25 |
1.7% |
59% |
False |
False |
1,370,417 |
80 |
1,099.00 |
899.75 |
199.25 |
19.0% |
18.00 |
1.7% |
74% |
False |
False |
1,028,247 |
100 |
1,099.00 |
861.25 |
237.75 |
22.7% |
17.75 |
1.7% |
78% |
False |
False |
822,942 |
120 |
1,099.00 |
861.25 |
237.75 |
22.7% |
17.50 |
1.7% |
78% |
False |
False |
685,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.00 |
2.618 |
1,105.00 |
1.618 |
1,087.25 |
1.000 |
1,076.25 |
0.618 |
1,069.50 |
HIGH |
1,058.50 |
0.618 |
1,051.75 |
0.500 |
1,049.50 |
0.382 |
1,047.50 |
LOW |
1,040.75 |
0.618 |
1,029.75 |
1.000 |
1,023.00 |
1.618 |
1,012.00 |
2.618 |
994.25 |
4.250 |
965.25 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,049.50 |
1,045.50 |
PP |
1,048.75 |
1,043.75 |
S1 |
1,048.00 |
1,042.25 |
|