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 |
1,041.8 |
1,028.1 |
-13.7 |
-1.3% |
1,053.7 |
High |
1,043.4 |
1,049.2 |
5.8 |
0.6% |
1,069.7 |
Low |
1,028.0 |
1,028.1 |
0.1 |
0.0% |
1,049.4 |
Close |
1,031.6 |
1,048.3 |
16.7 |
1.6% |
1,057.5 |
Range |
15.4 |
21.1 |
5.7 |
37.0% |
20.3 |
ATR |
15.5 |
15.9 |
0.4 |
2.6% |
0.0 |
Volume |
1,715 |
4,585 |
2,870 |
167.3% |
15,696 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.2 |
1,097.8 |
1,059.9 |
|
R3 |
1,084.1 |
1,076.7 |
1,054.1 |
|
R2 |
1,063.0 |
1,063.0 |
1,052.2 |
|
R1 |
1,055.6 |
1,055.6 |
1,050.2 |
1,059.3 |
PP |
1,041.9 |
1,041.9 |
1,041.9 |
1,043.7 |
S1 |
1,034.5 |
1,034.5 |
1,046.4 |
1,038.2 |
S2 |
1,020.8 |
1,020.8 |
1,044.4 |
|
S3 |
999.7 |
1,013.4 |
1,042.5 |
|
S4 |
978.6 |
992.3 |
1,036.7 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.8 |
1,108.9 |
1,068.7 |
|
R3 |
1,099.5 |
1,088.6 |
1,063.1 |
|
R2 |
1,079.2 |
1,079.2 |
1,061.2 |
|
R1 |
1,068.3 |
1,068.3 |
1,059.4 |
1,073.8 |
PP |
1,058.9 |
1,058.9 |
1,058.9 |
1,061.6 |
S1 |
1,048.0 |
1,048.0 |
1,055.6 |
1,053.5 |
S2 |
1,038.6 |
1,038.6 |
1,053.8 |
|
S3 |
1,018.3 |
1,027.7 |
1,051.9 |
|
S4 |
998.0 |
1,007.4 |
1,046.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,069.7 |
1,028.0 |
41.7 |
4.0% |
17.3 |
1.7% |
49% |
False |
False |
3,834 |
10 |
1,069.7 |
1,028.0 |
41.7 |
4.0% |
15.9 |
1.5% |
49% |
False |
False |
3,905 |
20 |
1,072.6 |
989.0 |
83.6 |
8.0% |
16.3 |
1.6% |
71% |
False |
False |
3,071 |
40 |
1,072.6 |
977.8 |
94.8 |
9.0% |
15.4 |
1.5% |
74% |
False |
False |
2,610 |
60 |
1,072.6 |
933.5 |
139.1 |
13.3% |
14.1 |
1.3% |
83% |
False |
False |
2,168 |
80 |
1,072.6 |
911.4 |
161.2 |
15.4% |
12.8 |
1.2% |
85% |
False |
False |
1,926 |
100 |
1,072.6 |
909.5 |
163.1 |
15.6% |
12.4 |
1.2% |
85% |
False |
False |
1,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.9 |
2.618 |
1,104.4 |
1.618 |
1,083.3 |
1.000 |
1,070.3 |
0.618 |
1,062.2 |
HIGH |
1,049.2 |
0.618 |
1,041.1 |
0.500 |
1,038.7 |
0.382 |
1,036.2 |
LOW |
1,028.1 |
0.618 |
1,015.1 |
1.000 |
1,007.0 |
1.618 |
994.0 |
2.618 |
972.9 |
4.250 |
938.4 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,045.1 |
1,045.1 |
PP |
1,041.9 |
1,041.8 |
S1 |
1,038.7 |
1,038.6 |
|