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 |
5,387.5 |
5,385.0 |
-2.5 |
0.0% |
5,775.0 |
High |
5,398.0 |
5,474.5 |
76.5 |
1.4% |
5,804.0 |
Low |
5,316.0 |
5,376.0 |
60.0 |
1.1% |
5,382.5 |
Close |
5,368.5 |
5,447.5 |
79.0 |
1.5% |
5,403.5 |
Range |
82.0 |
98.5 |
16.5 |
20.1% |
421.5 |
ATR |
127.4 |
125.8 |
-1.5 |
-1.2% |
0.0 |
Volume |
182,192 |
162,183 |
-20,009 |
-11.0% |
989,220 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,728.2 |
5,686.3 |
5,501.7 |
|
R3 |
5,629.7 |
5,587.8 |
5,474.6 |
|
R2 |
5,531.2 |
5,531.2 |
5,465.6 |
|
R1 |
5,489.3 |
5,489.3 |
5,456.5 |
5,510.3 |
PP |
5,432.7 |
5,432.7 |
5,432.7 |
5,443.1 |
S1 |
5,390.8 |
5,390.8 |
5,438.5 |
5,411.8 |
S2 |
5,334.2 |
5,334.2 |
5,429.4 |
|
S3 |
5,235.7 |
5,292.3 |
5,420.4 |
|
S4 |
5,137.2 |
5,193.8 |
5,393.3 |
|
|
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 |
5,616.0 |
5,316.0 |
300.0 |
5.5% |
138.8 |
2.5% |
44% |
False |
False |
185,087 |
10 |
5,852.0 |
5,316.0 |
536.0 |
9.8% |
135.4 |
2.5% |
25% |
False |
False |
187,904 |
20 |
5,894.0 |
5,316.0 |
578.0 |
10.6% |
115.5 |
2.1% |
23% |
False |
False |
167,800 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.6% |
107.4 |
2.0% |
23% |
False |
False |
145,966 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.4% |
104.6 |
1.9% |
39% |
False |
False |
98,248 |
80 |
5,894.0 |
4,821.0 |
1,073.0 |
19.7% |
105.8 |
1.9% |
58% |
False |
False |
73,877 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.9% |
107.0 |
2.0% |
67% |
False |
False |
59,343 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.9% |
105.9 |
1.9% |
67% |
False |
False |
49,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,893.1 |
2.618 |
5,732.4 |
1.618 |
5,633.9 |
1.000 |
5,573.0 |
0.618 |
5,535.4 |
HIGH |
5,474.5 |
0.618 |
5,436.9 |
0.500 |
5,425.3 |
0.382 |
5,413.6 |
LOW |
5,376.0 |
0.618 |
5,315.1 |
1.000 |
5,277.5 |
1.618 |
5,216.6 |
2.618 |
5,118.1 |
4.250 |
4,957.4 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,440.1 |
5,430.3 |
PP |
5,432.7 |
5,413.2 |
S1 |
5,425.3 |
5,396.0 |
|