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 |
1,719.50 |
1,680.75 |
-38.75 |
-2.3% |
1,730.00 |
High |
1,723.00 |
1,713.00 |
-10.00 |
-0.6% |
1,779.25 |
Low |
1,677.25 |
1,677.25 |
0.00 |
0.0% |
1,723.25 |
Close |
1,680.00 |
1,707.50 |
27.50 |
1.6% |
1,752.00 |
Range |
45.75 |
35.75 |
-10.00 |
-21.9% |
56.00 |
ATR |
31.10 |
31.43 |
0.33 |
1.1% |
0.00 |
Volume |
442,445 |
441,310 |
-1,135 |
-0.3% |
1,595,583 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.50 |
1,792.75 |
1,727.25 |
|
R3 |
1,770.75 |
1,757.00 |
1,717.25 |
|
R2 |
1,735.00 |
1,735.00 |
1,714.00 |
|
R1 |
1,721.25 |
1,721.25 |
1,710.75 |
1,728.00 |
PP |
1,699.25 |
1,699.25 |
1,699.25 |
1,702.75 |
S1 |
1,685.50 |
1,685.50 |
1,704.25 |
1,692.50 |
S2 |
1,663.50 |
1,663.50 |
1,701.00 |
|
S3 |
1,627.75 |
1,649.75 |
1,697.75 |
|
S4 |
1,592.00 |
1,614.00 |
1,687.75 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.50 |
1,891.75 |
1,782.75 |
|
R3 |
1,863.50 |
1,835.75 |
1,767.50 |
|
R2 |
1,807.50 |
1,807.50 |
1,762.25 |
|
R1 |
1,779.75 |
1,779.75 |
1,757.25 |
1,793.50 |
PP |
1,751.50 |
1,751.50 |
1,751.50 |
1,758.50 |
S1 |
1,723.75 |
1,723.75 |
1,746.75 |
1,737.50 |
S2 |
1,695.50 |
1,695.50 |
1,741.75 |
|
S3 |
1,639.50 |
1,667.75 |
1,736.50 |
|
S4 |
1,583.50 |
1,611.75 |
1,721.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,778.25 |
1,677.25 |
101.00 |
5.9% |
38.25 |
2.2% |
30% |
False |
True |
395,985 |
10 |
1,779.25 |
1,677.25 |
102.00 |
6.0% |
35.00 |
2.0% |
30% |
False |
True |
349,197 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.6% |
28.50 |
1.7% |
45% |
False |
False |
314,640 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.5% |
28.75 |
1.7% |
64% |
False |
False |
268,784 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.9% |
29.75 |
1.7% |
67% |
False |
False |
179,474 |
80 |
1,779.25 |
1,398.50 |
380.75 |
22.3% |
28.75 |
1.7% |
81% |
False |
False |
134,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.00 |
2.618 |
1,806.50 |
1.618 |
1,770.75 |
1.000 |
1,748.75 |
0.618 |
1,735.00 |
HIGH |
1,713.00 |
0.618 |
1,699.25 |
0.500 |
1,695.00 |
0.382 |
1,691.00 |
LOW |
1,677.25 |
0.618 |
1,655.25 |
1.000 |
1,641.50 |
1.618 |
1,619.50 |
2.618 |
1,583.75 |
4.250 |
1,525.25 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,703.50 |
1,714.50 |
PP |
1,699.25 |
1,712.25 |
S1 |
1,695.00 |
1,709.75 |
|