| 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 |
1,661.00 |
1,670.75 |
9.75 |
0.6% |
1,751.00 |
| High |
1,687.75 |
1,677.50 |
-10.25 |
-0.6% |
1,777.25 |
| Low |
1,650.25 |
1,651.00 |
0.75 |
0.0% |
1,660.00 |
| Close |
1,669.00 |
1,675.50 |
6.50 |
0.4% |
1,665.50 |
| Range |
37.50 |
26.50 |
-11.00 |
-29.3% |
117.25 |
| ATR |
33.21 |
32.73 |
-0.48 |
-1.4% |
0.00 |
| Volume |
452,709 |
456,627 |
3,918 |
0.9% |
1,933,478 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.50 |
1,738.00 |
1,690.00 |
|
| R3 |
1,721.00 |
1,711.50 |
1,682.75 |
|
| R2 |
1,694.50 |
1,694.50 |
1,680.25 |
|
| R1 |
1,685.00 |
1,685.00 |
1,678.00 |
1,689.75 |
| PP |
1,668.00 |
1,668.00 |
1,668.00 |
1,670.50 |
| S1 |
1,658.50 |
1,658.50 |
1,673.00 |
1,663.25 |
| S2 |
1,641.50 |
1,641.50 |
1,670.75 |
|
| S3 |
1,615.00 |
1,632.00 |
1,668.25 |
|
| S4 |
1,588.50 |
1,605.50 |
1,661.00 |
|
|
| 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 |
1,723.00 |
1,650.25 |
72.75 |
4.3% |
39.50 |
2.4% |
35% |
False |
False |
418,212 |
| 10 |
1,779.25 |
1,650.25 |
129.00 |
7.7% |
37.00 |
2.2% |
20% |
False |
False |
383,412 |
| 20 |
1,779.25 |
1,650.25 |
129.00 |
7.7% |
30.00 |
1.8% |
20% |
False |
False |
323,284 |
| 40 |
1,779.25 |
1,643.25 |
136.00 |
8.1% |
29.50 |
1.8% |
24% |
False |
False |
298,830 |
| 60 |
1,779.25 |
1,559.25 |
220.00 |
13.1% |
30.25 |
1.8% |
53% |
False |
False |
199,591 |
| 80 |
1,779.25 |
1,436.25 |
343.00 |
20.5% |
29.25 |
1.7% |
70% |
False |
False |
149,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,790.00 |
|
2.618 |
1,747.00 |
|
1.618 |
1,720.50 |
|
1.000 |
1,704.00 |
|
0.618 |
1,694.00 |
|
HIGH |
1,677.50 |
|
0.618 |
1,667.50 |
|
0.500 |
1,664.25 |
|
0.382 |
1,661.00 |
|
LOW |
1,651.00 |
|
0.618 |
1,634.50 |
|
1.000 |
1,624.50 |
|
1.618 |
1,608.00 |
|
2.618 |
1,581.50 |
|
4.250 |
1,538.50 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,671.75 |
1,681.00 |
| PP |
1,668.00 |
1,679.25 |
| S1 |
1,664.25 |
1,677.25 |
|