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 |
5,413.0 |
5,387.5 |
-25.5 |
-0.5% |
5,775.0 |
High |
5,476.0 |
5,398.0 |
-78.0 |
-1.4% |
5,804.0 |
Low |
5,336.5 |
5,316.0 |
-20.5 |
-0.4% |
5,382.5 |
Close |
5,425.5 |
5,368.5 |
-57.0 |
-1.1% |
5,403.5 |
Range |
139.5 |
82.0 |
-57.5 |
-41.2% |
421.5 |
ATR |
128.7 |
127.4 |
-1.4 |
-1.1% |
0.0 |
Volume |
194,837 |
182,192 |
-12,645 |
-6.5% |
989,220 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,606.8 |
5,569.7 |
5,413.6 |
|
R3 |
5,524.8 |
5,487.7 |
5,391.1 |
|
R2 |
5,442.8 |
5,442.8 |
5,383.5 |
|
R1 |
5,405.7 |
5,405.7 |
5,376.0 |
5,383.3 |
PP |
5,360.8 |
5,360.8 |
5,360.8 |
5,349.6 |
S1 |
5,323.7 |
5,323.7 |
5,361.0 |
5,301.3 |
S2 |
5,278.8 |
5,278.8 |
5,353.5 |
|
S3 |
5,196.8 |
5,241.7 |
5,346.0 |
|
S4 |
5,114.8 |
5,159.7 |
5,323.4 |
|
|
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 |
5,632.0 |
5,316.0 |
316.0 |
5.9% |
153.2 |
2.9% |
17% |
False |
True |
196,755 |
10 |
5,862.5 |
5,316.0 |
546.5 |
10.2% |
137.8 |
2.6% |
10% |
False |
True |
190,237 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.8% |
114.0 |
2.1% |
9% |
False |
True |
166,033 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.8% |
108.2 |
2.0% |
9% |
False |
True |
142,323 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.6% |
105.9 |
2.0% |
28% |
False |
False |
95,550 |
80 |
5,894.0 |
4,715.0 |
1,179.0 |
22.0% |
105.7 |
2.0% |
55% |
False |
False |
71,857 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
25.2% |
106.9 |
2.0% |
61% |
False |
False |
57,758 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
25.2% |
106.1 |
2.0% |
61% |
False |
False |
48,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,746.5 |
2.618 |
5,612.7 |
1.618 |
5,530.7 |
1.000 |
5,480.0 |
0.618 |
5,448.7 |
HIGH |
5,398.0 |
0.618 |
5,366.7 |
0.500 |
5,357.0 |
0.382 |
5,347.3 |
LOW |
5,316.0 |
0.618 |
5,265.3 |
1.000 |
5,234.0 |
1.618 |
5,183.3 |
2.618 |
5,101.3 |
4.250 |
4,967.5 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,364.7 |
5,459.8 |
PP |
5,360.8 |
5,429.3 |
S1 |
5,357.0 |
5,398.9 |
|