| 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 |
1,670.75 |
1,675.00 |
4.25 |
0.3% |
1,751.00 |
| High |
1,677.50 |
1,700.00 |
22.50 |
1.3% |
1,777.25 |
| Low |
1,651.00 |
1,673.50 |
22.50 |
1.4% |
1,660.00 |
| Close |
1,675.50 |
1,686.75 |
11.25 |
0.7% |
1,665.50 |
| Range |
26.50 |
26.50 |
0.00 |
0.0% |
117.25 |
| ATR |
32.73 |
32.29 |
-0.45 |
-1.4% |
0.00 |
| Volume |
456,627 |
323,654 |
-132,973 |
-29.1% |
1,933,478 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,766.25 |
1,753.00 |
1,701.25 |
|
| R3 |
1,739.75 |
1,726.50 |
1,694.00 |
|
| R2 |
1,713.25 |
1,713.25 |
1,691.50 |
|
| R1 |
1,700.00 |
1,700.00 |
1,689.25 |
1,706.50 |
| PP |
1,686.75 |
1,686.75 |
1,686.75 |
1,690.00 |
| S1 |
1,673.50 |
1,673.50 |
1,684.25 |
1,680.00 |
| S2 |
1,660.25 |
1,660.25 |
1,682.00 |
|
| S3 |
1,633.75 |
1,647.00 |
1,679.50 |
|
| S4 |
1,607.25 |
1,620.50 |
1,672.25 |
|
|
| 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 |
1,713.00 |
1,650.25 |
62.75 |
3.7% |
35.50 |
2.1% |
58% |
False |
False |
394,454 |
| 10 |
1,778.25 |
1,650.25 |
128.00 |
7.6% |
36.25 |
2.1% |
29% |
False |
False |
383,238 |
| 20 |
1,779.25 |
1,650.25 |
129.00 |
7.6% |
30.50 |
1.8% |
28% |
False |
False |
322,061 |
| 40 |
1,779.25 |
1,649.75 |
129.50 |
7.7% |
29.50 |
1.7% |
29% |
False |
False |
306,707 |
| 60 |
1,779.25 |
1,559.25 |
220.00 |
13.0% |
30.25 |
1.8% |
58% |
False |
False |
204,981 |
| 80 |
1,779.25 |
1,465.25 |
314.00 |
18.6% |
29.50 |
1.7% |
71% |
False |
False |
153,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,812.50 |
|
2.618 |
1,769.50 |
|
1.618 |
1,743.00 |
|
1.000 |
1,726.50 |
|
0.618 |
1,716.50 |
|
HIGH |
1,700.00 |
|
0.618 |
1,690.00 |
|
0.500 |
1,686.75 |
|
0.382 |
1,683.50 |
|
LOW |
1,673.50 |
|
0.618 |
1,657.00 |
|
1.000 |
1,647.00 |
|
1.618 |
1,630.50 |
|
2.618 |
1,604.00 |
|
4.250 |
1,561.00 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,686.75 |
1,683.00 |
| PP |
1,686.75 |
1,679.00 |
| S1 |
1,686.75 |
1,675.00 |
|