Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,753.0 |
4,602.0 |
-151.0 |
-3.2% |
4,838.0 |
High |
4,769.0 |
4,618.0 |
-151.0 |
-3.2% |
4,879.0 |
Low |
4,682.0 |
4,560.0 |
-122.0 |
-2.6% |
4,772.0 |
Close |
4,691.0 |
4,561.0 |
-130.0 |
-2.8% |
4,853.0 |
Range |
87.0 |
58.0 |
-29.0 |
-33.3% |
107.0 |
ATR |
65.0 |
69.7 |
4.7 |
7.3% |
0.0 |
Volume |
35,896 |
34,547 |
-1,349 |
-3.8% |
119,729 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,753.7 |
4,715.3 |
4,592.9 |
|
R3 |
4,695.7 |
4,657.3 |
4,577.0 |
|
R2 |
4,637.7 |
4,637.7 |
4,571.6 |
|
R1 |
4,599.3 |
4,599.3 |
4,566.3 |
4,589.5 |
PP |
4,579.7 |
4,579.7 |
4,579.7 |
4,574.8 |
S1 |
4,541.3 |
4,541.3 |
4,555.7 |
4,531.5 |
S2 |
4,521.7 |
4,521.7 |
4,550.4 |
|
S3 |
4,463.7 |
4,483.3 |
4,545.1 |
|
S4 |
4,405.7 |
4,425.3 |
4,529.1 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,155.7 |
5,111.3 |
4,911.9 |
|
R3 |
5,048.7 |
5,004.3 |
4,882.4 |
|
R2 |
4,941.7 |
4,941.7 |
4,872.6 |
|
R1 |
4,897.3 |
4,897.3 |
4,862.8 |
4,919.5 |
PP |
4,834.7 |
4,834.7 |
4,834.7 |
4,845.8 |
S1 |
4,790.3 |
4,790.3 |
4,843.2 |
4,812.5 |
S2 |
4,727.7 |
4,727.7 |
4,833.4 |
|
S3 |
4,620.7 |
4,683.3 |
4,823.6 |
|
S4 |
4,513.7 |
4,576.3 |
4,794.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,875.0 |
4,560.0 |
315.0 |
6.9% |
51.6 |
1.1% |
0% |
False |
True |
28,815 |
10 |
4,888.0 |
4,560.0 |
328.0 |
7.2% |
49.1 |
1.1% |
0% |
False |
True |
25,686 |
20 |
4,900.0 |
4,560.0 |
340.0 |
7.5% |
53.0 |
1.2% |
0% |
False |
True |
24,835 |
40 |
4,900.0 |
4,426.0 |
474.0 |
10.4% |
51.7 |
1.1% |
28% |
False |
False |
25,016 |
60 |
4,900.0 |
4,260.0 |
640.0 |
14.0% |
46.6 |
1.0% |
47% |
False |
False |
16,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,864.5 |
2.618 |
4,769.8 |
1.618 |
4,711.8 |
1.000 |
4,676.0 |
0.618 |
4,653.8 |
HIGH |
4,618.0 |
0.618 |
4,595.8 |
0.500 |
4,589.0 |
0.382 |
4,582.2 |
LOW |
4,560.0 |
0.618 |
4,524.2 |
1.000 |
4,502.0 |
1.618 |
4,466.2 |
2.618 |
4,408.2 |
4.250 |
4,313.5 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4,589.0 |
4,677.0 |
PP |
4,579.7 |
4,638.3 |
S1 |
4,570.3 |
4,599.7 |
|