Trading Metrics calculated at close of trading on 03-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
9,658 |
9,740 |
82 |
0.8% |
9,925 |
High |
9,812 |
9,775 |
-37 |
-0.4% |
10,025 |
Low |
9,596 |
9,627 |
31 |
0.3% |
9,632 |
Close |
9,735 |
9,717 |
-18 |
-0.2% |
9,664 |
Range |
216 |
148 |
-68 |
-31.5% |
393 |
ATR |
169 |
167 |
-1 |
-0.9% |
0 |
Volume |
287,054 |
219,769 |
-67,285 |
-23.4% |
932,513 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,150 |
10,082 |
9,799 |
|
R3 |
10,002 |
9,934 |
9,758 |
|
R2 |
9,854 |
9,854 |
9,744 |
|
R1 |
9,786 |
9,786 |
9,731 |
9,746 |
PP |
9,706 |
9,706 |
9,706 |
9,687 |
S1 |
9,638 |
9,638 |
9,704 |
9,598 |
S2 |
9,558 |
9,558 |
9,690 |
|
S3 |
9,410 |
9,490 |
9,676 |
|
S4 |
9,262 |
9,342 |
9,636 |
|
|
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 |
3.4% |
203 |
2.1% |
37% |
False |
False |
210,432 |
10 |
10,068 |
9,596 |
472 |
4.9% |
198 |
2.0% |
26% |
False |
False |
195,007 |
20 |
10,070 |
9,596 |
474 |
4.9% |
157 |
1.6% |
26% |
False |
False |
157,903 |
40 |
10,070 |
9,336 |
734 |
7.6% |
148 |
1.5% |
52% |
False |
False |
143,781 |
60 |
10,070 |
9,033 |
1,037 |
10.7% |
150 |
1.5% |
66% |
False |
False |
95,977 |
80 |
10,070 |
8,174 |
1,896 |
19.5% |
146 |
1.5% |
81% |
False |
False |
72,010 |
100 |
10,070 |
7,961 |
2,109 |
21.7% |
144 |
1.5% |
83% |
False |
False |
57,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,404 |
2.618 |
10,163 |
1.618 |
10,015 |
1.000 |
9,923 |
0.618 |
9,867 |
HIGH |
9,775 |
0.618 |
9,719 |
0.500 |
9,701 |
0.382 |
9,684 |
LOW |
9,627 |
0.618 |
9,536 |
1.000 |
9,479 |
1.618 |
9,388 |
2.618 |
9,240 |
4.250 |
8,998 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
9,712 |
9,753 |
PP |
9,706 |
9,741 |
S1 |
9,701 |
9,729 |
|