Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
9,903 |
9,658 |
-245 |
-2.5% |
9,925 |
High |
9,910 |
9,812 |
-98 |
-1.0% |
10,025 |
Low |
9,632 |
9,596 |
-36 |
-0.4% |
9,632 |
Close |
9,664 |
9,735 |
71 |
0.7% |
9,664 |
Range |
278 |
216 |
-62 |
-22.3% |
393 |
ATR |
165 |
169 |
4 |
2.2% |
0 |
Volume |
165,755 |
287,054 |
121,299 |
73.2% |
932,513 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,362 |
10,265 |
9,854 |
|
R3 |
10,146 |
10,049 |
9,795 |
|
R2 |
9,930 |
9,930 |
9,775 |
|
R1 |
9,833 |
9,833 |
9,755 |
9,882 |
PP |
9,714 |
9,714 |
9,714 |
9,739 |
S1 |
9,617 |
9,617 |
9,715 |
9,666 |
S2 |
9,498 |
9,498 |
9,696 |
|
S3 |
9,282 |
9,401 |
9,676 |
|
S4 |
9,066 |
9,185 |
9,616 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,953 |
10,701 |
9,880 |
|
R3 |
10,560 |
10,308 |
9,772 |
|
R2 |
10,167 |
10,167 |
9,736 |
|
R1 |
9,915 |
9,915 |
9,700 |
9,845 |
PP |
9,774 |
9,774 |
9,774 |
9,738 |
S1 |
9,522 |
9,522 |
9,628 |
9,452 |
S2 |
9,381 |
9,381 |
9,592 |
|
S3 |
8,988 |
9,129 |
9,556 |
|
S4 |
8,595 |
8,736 |
9,448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,922 |
9,596 |
326 |
3.3% |
196 |
2.0% |
43% |
False |
True |
205,307 |
10 |
10,070 |
9,596 |
474 |
4.9% |
197 |
2.0% |
29% |
False |
True |
185,980 |
20 |
10,070 |
9,529 |
541 |
5.6% |
159 |
1.6% |
38% |
False |
False |
153,183 |
40 |
10,070 |
9,336 |
734 |
7.5% |
147 |
1.5% |
54% |
False |
False |
138,305 |
60 |
10,070 |
9,033 |
1,037 |
10.7% |
149 |
1.5% |
68% |
False |
False |
92,318 |
80 |
10,070 |
7,961 |
2,109 |
21.7% |
147 |
1.5% |
84% |
False |
False |
69,264 |
100 |
10,070 |
7,961 |
2,109 |
21.7% |
144 |
1.5% |
84% |
False |
False |
55,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,730 |
2.618 |
10,378 |
1.618 |
10,162 |
1.000 |
10,028 |
0.618 |
9,946 |
HIGH |
9,812 |
0.618 |
9,730 |
0.500 |
9,704 |
0.382 |
9,679 |
LOW |
9,596 |
0.618 |
9,463 |
1.000 |
9,380 |
1.618 |
9,247 |
2.618 |
9,031 |
4.250 |
8,678 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
9,725 |
9,759 |
PP |
9,714 |
9,751 |
S1 |
9,704 |
9,743 |
|