Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
5,599.5 |
5,413.0 |
-186.5 |
-3.3% |
5,775.0 |
High |
5,603.5 |
5,476.0 |
-127.5 |
-2.3% |
5,804.0 |
Low |
5,382.5 |
5,336.5 |
-46.0 |
-0.9% |
5,382.5 |
Close |
5,403.5 |
5,425.5 |
22.0 |
0.4% |
5,403.5 |
Range |
221.0 |
139.5 |
-81.5 |
-36.9% |
421.5 |
ATR |
127.9 |
128.7 |
0.8 |
0.6% |
0.0 |
Volume |
214,550 |
194,837 |
-19,713 |
-9.2% |
989,220 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,831.2 |
5,767.8 |
5,502.2 |
|
R3 |
5,691.7 |
5,628.3 |
5,463.9 |
|
R2 |
5,552.2 |
5,552.2 |
5,451.1 |
|
R1 |
5,488.8 |
5,488.8 |
5,438.3 |
5,520.5 |
PP |
5,412.7 |
5,412.7 |
5,412.7 |
5,428.5 |
S1 |
5,349.3 |
5,349.3 |
5,412.7 |
5,381.0 |
S2 |
5,273.2 |
5,273.2 |
5,399.9 |
|
S3 |
5,133.7 |
5,209.8 |
5,387.1 |
|
S4 |
4,994.2 |
5,070.3 |
5,348.8 |
|
|
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 |
5,677.0 |
5,336.5 |
340.5 |
6.3% |
152.1 |
2.8% |
26% |
False |
True |
197,421 |
10 |
5,894.0 |
5,336.5 |
557.5 |
10.3% |
140.5 |
2.6% |
16% |
False |
True |
188,570 |
20 |
5,894.0 |
5,336.5 |
557.5 |
10.3% |
117.2 |
2.2% |
16% |
False |
True |
165,064 |
40 |
5,894.0 |
5,336.5 |
557.5 |
10.3% |
107.3 |
2.0% |
16% |
False |
True |
137,983 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.4% |
105.4 |
1.9% |
36% |
False |
False |
92,516 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
25.0% |
107.3 |
2.0% |
65% |
False |
False |
69,583 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
25.0% |
107.9 |
2.0% |
65% |
False |
False |
55,976 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
25.0% |
107.3 |
2.0% |
65% |
False |
False |
46,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,068.9 |
2.618 |
5,841.2 |
1.618 |
5,701.7 |
1.000 |
5,615.5 |
0.618 |
5,562.2 |
HIGH |
5,476.0 |
0.618 |
5,422.7 |
0.500 |
5,406.3 |
0.382 |
5,389.8 |
LOW |
5,336.5 |
0.618 |
5,250.3 |
1.000 |
5,197.0 |
1.618 |
5,110.8 |
2.618 |
4,971.3 |
4.250 |
4,743.6 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,419.1 |
5,476.3 |
PP |
5,412.7 |
5,459.3 |
S1 |
5,406.3 |
5,442.4 |
|