| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5,028.0 |
5,110.5 |
82.5 |
1.6% |
5,228.0 |
| High |
5,142.0 |
5,142.5 |
0.5 |
0.0% |
5,256.5 |
| Low |
5,017.0 |
4,971.5 |
-45.5 |
-0.9% |
4,971.5 |
| Close |
5,113.5 |
5,001.0 |
-112.5 |
-2.2% |
5,001.0 |
| Range |
125.0 |
171.0 |
46.0 |
36.8% |
285.0 |
| ATR |
92.0 |
97.6 |
5.6 |
6.1% |
0.0 |
| Volume |
133,564 |
113,332 |
-20,232 |
-15.1% |
562,041 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,551.5 |
5,447.0 |
5,095.0 |
|
| R3 |
5,380.5 |
5,276.0 |
5,048.0 |
|
| R2 |
5,209.5 |
5,209.5 |
5,032.5 |
|
| R1 |
5,105.0 |
5,105.0 |
5,016.5 |
5,072.0 |
| PP |
5,038.5 |
5,038.5 |
5,038.5 |
5,021.5 |
| S1 |
4,934.0 |
4,934.0 |
4,985.5 |
4,901.0 |
| S2 |
4,867.5 |
4,867.5 |
4,969.5 |
|
| S3 |
4,696.5 |
4,763.0 |
4,954.0 |
|
| S4 |
4,525.5 |
4,592.0 |
4,907.0 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,931.5 |
5,751.0 |
5,158.0 |
|
| R3 |
5,646.5 |
5,466.0 |
5,079.5 |
|
| R2 |
5,361.5 |
5,361.5 |
5,053.0 |
|
| R1 |
5,181.0 |
5,181.0 |
5,027.0 |
5,129.0 |
| PP |
5,076.5 |
5,076.5 |
5,076.5 |
5,050.0 |
| S1 |
4,896.0 |
4,896.0 |
4,975.0 |
4,844.0 |
| S2 |
4,791.5 |
4,791.5 |
4,949.0 |
|
| S3 |
4,506.5 |
4,611.0 |
4,922.5 |
|
| S4 |
4,221.5 |
4,326.0 |
4,844.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,256.5 |
4,971.5 |
285.0 |
5.7% |
123.5 |
2.5% |
10% |
False |
True |
112,408 |
| 10 |
5,273.0 |
4,971.5 |
301.5 |
6.0% |
104.0 |
2.1% |
10% |
False |
True |
109,271 |
| 20 |
5,273.0 |
4,944.0 |
329.0 |
6.6% |
87.5 |
1.8% |
17% |
False |
False |
108,443 |
| 40 |
5,273.0 |
4,787.5 |
485.5 |
9.7% |
83.0 |
1.7% |
44% |
False |
False |
101,418 |
| 60 |
5,273.0 |
4,568.0 |
705.0 |
14.1% |
74.5 |
1.5% |
61% |
False |
False |
67,891 |
| 80 |
5,273.0 |
4,041.0 |
1,232.0 |
24.6% |
69.5 |
1.4% |
78% |
False |
False |
50,953 |
| 100 |
5,273.0 |
4,041.0 |
1,232.0 |
24.6% |
68.0 |
1.4% |
78% |
False |
False |
40,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,869.0 |
|
2.618 |
5,590.0 |
|
1.618 |
5,419.0 |
|
1.000 |
5,313.5 |
|
0.618 |
5,248.0 |
|
HIGH |
5,142.5 |
|
0.618 |
5,077.0 |
|
0.500 |
5,057.0 |
|
0.382 |
5,037.0 |
|
LOW |
4,971.5 |
|
0.618 |
4,866.0 |
|
1.000 |
4,800.5 |
|
1.618 |
4,695.0 |
|
2.618 |
4,524.0 |
|
4.250 |
4,245.0 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,057.0 |
5,066.0 |
| PP |
5,038.5 |
5,044.5 |
| S1 |
5,019.5 |
5,022.5 |
|