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 |
5,621.0 |
5,466.0 |
-155.0 |
-2.8% |
5,769.5 |
High |
5,632.0 |
5,616.0 |
-16.0 |
-0.3% |
5,894.0 |
Low |
5,461.5 |
5,463.0 |
1.5 |
0.0% |
5,714.0 |
Close |
5,512.0 |
5,593.5 |
81.5 |
1.5% |
5,751.0 |
Range |
170.5 |
153.0 |
-17.5 |
-10.3% |
180.0 |
ATR |
118.3 |
120.7 |
2.5 |
2.1% |
0.0 |
Volume |
220,524 |
171,675 |
-48,849 |
-22.2% |
824,240 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,016.5 |
5,958.0 |
5,677.7 |
|
R3 |
5,863.5 |
5,805.0 |
5,635.6 |
|
R2 |
5,710.5 |
5,710.5 |
5,621.6 |
|
R1 |
5,652.0 |
5,652.0 |
5,607.5 |
5,681.3 |
PP |
5,557.5 |
5,557.5 |
5,557.5 |
5,572.1 |
S1 |
5,499.0 |
5,499.0 |
5,579.5 |
5,528.3 |
S2 |
5,404.5 |
5,404.5 |
5,565.5 |
|
S3 |
5,251.5 |
5,346.0 |
5,551.4 |
|
S4 |
5,098.5 |
5,193.0 |
5,509.4 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,326.3 |
6,218.7 |
5,850.0 |
|
R3 |
6,146.3 |
6,038.7 |
5,800.5 |
|
R2 |
5,966.3 |
5,966.3 |
5,784.0 |
|
R1 |
5,858.7 |
5,858.7 |
5,767.5 |
5,822.5 |
PP |
5,786.3 |
5,786.3 |
5,786.3 |
5,768.3 |
S1 |
5,678.7 |
5,678.7 |
5,734.5 |
5,642.5 |
S2 |
5,606.3 |
5,606.3 |
5,718.0 |
|
S3 |
5,426.3 |
5,498.7 |
5,701.5 |
|
S4 |
5,246.3 |
5,318.7 |
5,652.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,852.0 |
5,461.5 |
390.5 |
7.0% |
140.6 |
2.5% |
34% |
False |
False |
187,996 |
10 |
5,894.0 |
5,461.5 |
432.5 |
7.7% |
130.1 |
2.3% |
31% |
False |
False |
177,882 |
20 |
5,894.0 |
5,442.0 |
452.0 |
8.1% |
109.2 |
2.0% |
34% |
False |
False |
161,184 |
40 |
5,894.0 |
5,283.0 |
611.0 |
10.9% |
103.0 |
1.8% |
51% |
False |
False |
128,077 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.0% |
103.5 |
1.8% |
59% |
False |
False |
85,712 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
24.2% |
104.5 |
1.9% |
78% |
False |
False |
64,489 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.2% |
105.7 |
1.9% |
78% |
False |
False |
51,914 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.2% |
105.7 |
1.9% |
78% |
False |
False |
43,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,266.3 |
2.618 |
6,016.6 |
1.618 |
5,863.6 |
1.000 |
5,769.0 |
0.618 |
5,710.6 |
HIGH |
5,616.0 |
0.618 |
5,557.6 |
0.500 |
5,539.5 |
0.382 |
5,521.4 |
LOW |
5,463.0 |
0.618 |
5,368.4 |
1.000 |
5,310.0 |
1.618 |
5,215.4 |
2.618 |
5,062.4 |
4.250 |
4,812.8 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,575.5 |
5,585.4 |
PP |
5,557.5 |
5,577.3 |
S1 |
5,539.5 |
5,569.3 |
|