| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
5,041.5 |
5,040.0 |
-1.5 |
0.0% |
5,228.0 |
| High |
5,103.0 |
5,137.0 |
34.0 |
0.7% |
5,256.5 |
| Low |
5,039.0 |
5,016.5 |
-22.5 |
-0.4% |
4,971.5 |
| Close |
5,085.0 |
5,120.0 |
35.0 |
0.7% |
5,001.0 |
| Range |
64.0 |
120.5 |
56.5 |
88.3% |
285.0 |
| ATR |
97.8 |
99.5 |
1.6 |
1.7% |
0.0 |
| Volume |
123,149 |
100,728 |
-22,421 |
-18.2% |
562,041 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,452.5 |
5,407.0 |
5,186.5 |
|
| R3 |
5,332.0 |
5,286.5 |
5,153.0 |
|
| R2 |
5,211.5 |
5,211.5 |
5,142.0 |
|
| R1 |
5,166.0 |
5,166.0 |
5,131.0 |
5,189.0 |
| PP |
5,091.0 |
5,091.0 |
5,091.0 |
5,102.5 |
| S1 |
5,045.5 |
5,045.5 |
5,109.0 |
5,068.0 |
| S2 |
4,970.5 |
4,970.5 |
5,098.0 |
|
| S3 |
4,850.0 |
4,925.0 |
5,087.0 |
|
| S4 |
4,729.5 |
4,804.5 |
5,053.5 |
|
|
| 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% |
109.0 |
2.1% |
88% |
False |
False |
119,959 |
| 10 |
5,272.0 |
4,954.5 |
317.5 |
6.2% |
107.0 |
2.1% |
52% |
False |
False |
116,058 |
| 20 |
5,273.0 |
4,954.5 |
318.5 |
6.2% |
90.5 |
1.8% |
52% |
False |
False |
109,873 |
| 40 |
5,273.0 |
4,922.0 |
351.0 |
6.9% |
85.0 |
1.7% |
56% |
False |
False |
112,318 |
| 60 |
5,273.0 |
4,568.0 |
705.0 |
13.8% |
76.5 |
1.5% |
78% |
False |
False |
75,995 |
| 80 |
5,273.0 |
4,195.0 |
1,078.0 |
21.1% |
71.5 |
1.4% |
86% |
False |
False |
57,029 |
| 100 |
5,273.0 |
4,041.0 |
1,232.0 |
24.1% |
69.5 |
1.4% |
88% |
False |
False |
45,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,649.0 |
|
2.618 |
5,452.5 |
|
1.618 |
5,332.0 |
|
1.000 |
5,257.5 |
|
0.618 |
5,211.5 |
|
HIGH |
5,137.0 |
|
0.618 |
5,091.0 |
|
0.500 |
5,077.0 |
|
0.382 |
5,062.5 |
|
LOW |
5,016.5 |
|
0.618 |
4,942.0 |
|
1.000 |
4,896.0 |
|
1.618 |
4,821.5 |
|
2.618 |
4,701.0 |
|
4.250 |
4,504.5 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,105.5 |
5,095.0 |
| PP |
5,091.0 |
5,070.5 |
| S1 |
5,077.0 |
5,046.0 |
|