| 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 |
5,037.0 |
5,041.5 |
4.5 |
0.1% |
5,228.0 |
| High |
5,044.5 |
5,103.0 |
58.5 |
1.2% |
5,256.5 |
| Low |
4,954.5 |
5,039.0 |
84.5 |
1.7% |
4,971.5 |
| Close |
5,017.0 |
5,085.0 |
68.0 |
1.4% |
5,001.0 |
| Range |
90.0 |
64.0 |
-26.0 |
-28.9% |
285.0 |
| ATR |
98.8 |
97.8 |
-0.9 |
-0.9% |
0.0 |
| Volume |
119,832 |
123,149 |
3,317 |
2.8% |
562,041 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,267.5 |
5,240.5 |
5,120.0 |
|
| R3 |
5,203.5 |
5,176.5 |
5,102.5 |
|
| R2 |
5,139.5 |
5,139.5 |
5,096.5 |
|
| R1 |
5,112.5 |
5,112.5 |
5,091.0 |
5,126.0 |
| PP |
5,075.5 |
5,075.5 |
5,075.5 |
5,082.5 |
| S1 |
5,048.5 |
5,048.5 |
5,079.0 |
5,062.0 |
| S2 |
5,011.5 |
5,011.5 |
5,073.5 |
|
| S3 |
4,947.5 |
4,984.5 |
5,067.5 |
|
| S4 |
4,883.5 |
4,920.5 |
5,050.0 |
|
|
| 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 |
5,142.5 |
4,954.5 |
188.0 |
3.7% |
110.0 |
2.2% |
69% |
False |
False |
126,526 |
| 10 |
5,272.0 |
4,954.5 |
317.5 |
6.2% |
103.5 |
2.0% |
41% |
False |
False |
116,958 |
| 20 |
5,273.0 |
4,954.5 |
318.5 |
6.3% |
87.5 |
1.7% |
41% |
False |
False |
109,318 |
| 40 |
5,273.0 |
4,922.0 |
351.0 |
6.9% |
84.0 |
1.7% |
46% |
False |
False |
110,447 |
| 60 |
5,273.0 |
4,568.0 |
705.0 |
13.9% |
75.5 |
1.5% |
73% |
False |
False |
74,317 |
| 80 |
5,273.0 |
4,140.0 |
1,133.0 |
22.3% |
70.5 |
1.4% |
83% |
False |
False |
55,770 |
| 100 |
5,273.0 |
4,041.0 |
1,232.0 |
24.2% |
69.0 |
1.4% |
85% |
False |
False |
44,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,375.0 |
|
2.618 |
5,270.5 |
|
1.618 |
5,206.5 |
|
1.000 |
5,167.0 |
|
0.618 |
5,142.5 |
|
HIGH |
5,103.0 |
|
0.618 |
5,078.5 |
|
0.500 |
5,071.0 |
|
0.382 |
5,063.5 |
|
LOW |
5,039.0 |
|
0.618 |
4,999.5 |
|
1.000 |
4,975.0 |
|
1.618 |
4,935.5 |
|
2.618 |
4,871.5 |
|
4.250 |
4,767.0 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,080.5 |
5,066.0 |
| PP |
5,075.5 |
5,047.5 |
| S1 |
5,071.0 |
5,029.0 |
|