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 |
5,466.0 |
5,599.5 |
133.5 |
2.4% |
5,775.0 |
High |
5,616.0 |
5,603.5 |
-12.5 |
-0.2% |
5,804.0 |
Low |
5,463.0 |
5,382.5 |
-80.5 |
-1.5% |
5,382.5 |
Close |
5,593.5 |
5,403.5 |
-190.0 |
-3.4% |
5,403.5 |
Range |
153.0 |
221.0 |
68.0 |
44.4% |
421.5 |
ATR |
120.7 |
127.9 |
7.2 |
5.9% |
0.0 |
Volume |
171,675 |
214,550 |
42,875 |
25.0% |
989,220 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,126.2 |
5,985.8 |
5,525.1 |
|
R3 |
5,905.2 |
5,764.8 |
5,464.3 |
|
R2 |
5,684.2 |
5,684.2 |
5,444.0 |
|
R1 |
5,543.8 |
5,543.8 |
5,423.8 |
5,503.5 |
PP |
5,463.2 |
5,463.2 |
5,463.2 |
5,443.0 |
S1 |
5,322.8 |
5,322.8 |
5,383.2 |
5,282.5 |
S2 |
5,242.2 |
5,242.2 |
5,363.0 |
|
S3 |
5,021.2 |
5,101.8 |
5,342.7 |
|
S4 |
4,800.2 |
4,880.8 |
5,282.0 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,794.5 |
6,520.5 |
5,635.3 |
|
R3 |
6,373.0 |
6,099.0 |
5,519.4 |
|
R2 |
5,951.5 |
5,951.5 |
5,480.8 |
|
R1 |
5,677.5 |
5,677.5 |
5,442.1 |
5,603.8 |
PP |
5,530.0 |
5,530.0 |
5,530.0 |
5,493.1 |
S1 |
5,256.0 |
5,256.0 |
5,364.9 |
5,182.3 |
S2 |
5,108.5 |
5,108.5 |
5,326.2 |
|
S3 |
4,687.0 |
4,834.5 |
5,287.6 |
|
S4 |
4,265.5 |
4,413.0 |
5,171.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,804.0 |
5,382.5 |
421.5 |
7.8% |
159.9 |
3.0% |
5% |
False |
True |
197,844 |
10 |
5,894.0 |
5,382.5 |
511.5 |
9.5% |
136.4 |
2.5% |
4% |
False |
True |
181,346 |
20 |
5,894.0 |
5,382.5 |
511.5 |
9.5% |
115.5 |
2.1% |
4% |
False |
True |
162,409 |
40 |
5,894.0 |
5,325.0 |
569.0 |
10.5% |
106.5 |
2.0% |
14% |
False |
False |
133,284 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.5% |
105.7 |
2.0% |
33% |
False |
False |
89,274 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
25.1% |
106.5 |
2.0% |
64% |
False |
False |
67,156 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
25.1% |
107.1 |
2.0% |
64% |
False |
False |
54,053 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
25.1% |
106.7 |
2.0% |
64% |
False |
False |
45,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,542.8 |
2.618 |
6,182.1 |
1.618 |
5,961.1 |
1.000 |
5,824.5 |
0.618 |
5,740.1 |
HIGH |
5,603.5 |
0.618 |
5,519.1 |
0.500 |
5,493.0 |
0.382 |
5,466.9 |
LOW |
5,382.5 |
0.618 |
5,245.9 |
1.000 |
5,161.5 |
1.618 |
5,024.9 |
2.618 |
4,803.9 |
4.250 |
4,443.3 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,493.0 |
5,507.3 |
PP |
5,463.2 |
5,472.7 |
S1 |
5,433.3 |
5,438.1 |
|