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 |
1,707.00 |
1,661.00 |
-46.00 |
-2.7% |
1,751.00 |
High |
1,711.75 |
1,687.75 |
-24.00 |
-1.4% |
1,777.25 |
Low |
1,660.00 |
1,650.25 |
-9.75 |
-0.6% |
1,660.00 |
Close |
1,665.50 |
1,669.00 |
3.50 |
0.2% |
1,665.50 |
Range |
51.75 |
37.50 |
-14.25 |
-27.5% |
117.25 |
ATR |
32.88 |
33.21 |
0.33 |
1.0% |
0.00 |
Volume |
297,972 |
452,709 |
154,737 |
51.9% |
1,933,478 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.50 |
1,762.75 |
1,689.50 |
|
R3 |
1,744.00 |
1,725.25 |
1,679.25 |
|
R2 |
1,706.50 |
1,706.50 |
1,676.00 |
|
R1 |
1,687.75 |
1,687.75 |
1,672.50 |
1,697.00 |
PP |
1,669.00 |
1,669.00 |
1,669.00 |
1,673.75 |
S1 |
1,650.25 |
1,650.25 |
1,665.50 |
1,659.50 |
S2 |
1,631.50 |
1,631.50 |
1,662.00 |
|
S3 |
1,594.00 |
1,612.75 |
1,658.75 |
|
S4 |
1,556.50 |
1,575.25 |
1,648.50 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.75 |
1,976.25 |
1,730.00 |
|
R3 |
1,935.50 |
1,859.00 |
1,697.75 |
|
R2 |
1,818.25 |
1,818.25 |
1,687.00 |
|
R1 |
1,741.75 |
1,741.75 |
1,676.25 |
1,721.50 |
PP |
1,701.00 |
1,701.00 |
1,701.00 |
1,690.75 |
S1 |
1,624.50 |
1,624.50 |
1,654.75 |
1,604.00 |
S2 |
1,583.75 |
1,583.75 |
1,644.00 |
|
S3 |
1,466.50 |
1,507.25 |
1,633.25 |
|
S4 |
1,349.25 |
1,390.00 |
1,601.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.75 |
1,650.25 |
101.50 |
6.1% |
42.00 |
2.5% |
18% |
False |
True |
405,520 |
10 |
1,779.25 |
1,650.25 |
129.00 |
7.7% |
37.25 |
2.2% |
15% |
False |
True |
364,823 |
20 |
1,779.25 |
1,650.25 |
129.00 |
7.7% |
30.50 |
1.8% |
15% |
False |
True |
313,544 |
40 |
1,779.25 |
1,631.75 |
147.50 |
8.8% |
29.50 |
1.8% |
25% |
False |
False |
287,458 |
60 |
1,779.25 |
1,559.25 |
220.00 |
13.2% |
30.25 |
1.8% |
50% |
False |
False |
191,984 |
80 |
1,779.25 |
1,398.50 |
380.75 |
22.8% |
29.50 |
1.8% |
71% |
False |
False |
144,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.00 |
2.618 |
1,786.00 |
1.618 |
1,748.50 |
1.000 |
1,725.25 |
0.618 |
1,711.00 |
HIGH |
1,687.75 |
0.618 |
1,673.50 |
0.500 |
1,669.00 |
0.382 |
1,664.50 |
LOW |
1,650.25 |
0.618 |
1,627.00 |
1.000 |
1,612.75 |
1.618 |
1,589.50 |
2.618 |
1,552.00 |
4.250 |
1,491.00 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,669.00 |
1,681.50 |
PP |
1,669.00 |
1,677.50 |
S1 |
1,669.00 |
1,673.25 |
|