Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,028.1 |
1,046.7 |
18.6 |
1.8% |
1,055.6 |
High |
1,049.2 |
1,049.9 |
0.7 |
0.1% |
1,061.2 |
Low |
1,028.1 |
1,036.6 |
8.5 |
0.8% |
1,028.0 |
Close |
1,048.3 |
1,041.5 |
-6.8 |
-0.6% |
1,041.5 |
Range |
21.1 |
13.3 |
-7.8 |
-37.0% |
33.2 |
ATR |
15.9 |
15.7 |
-0.2 |
-1.2% |
0.0 |
Volume |
4,585 |
4,815 |
230 |
5.0% |
22,617 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.6 |
1,075.3 |
1,048.8 |
|
R3 |
1,069.3 |
1,062.0 |
1,045.2 |
|
R2 |
1,056.0 |
1,056.0 |
1,043.9 |
|
R1 |
1,048.7 |
1,048.7 |
1,042.7 |
1,045.7 |
PP |
1,042.7 |
1,042.7 |
1,042.7 |
1,041.2 |
S1 |
1,035.4 |
1,035.4 |
1,040.3 |
1,032.4 |
S2 |
1,029.4 |
1,029.4 |
1,039.1 |
|
S3 |
1,016.1 |
1,022.1 |
1,037.8 |
|
S4 |
1,002.8 |
1,008.8 |
1,034.2 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.2 |
1,125.5 |
1,059.8 |
|
R3 |
1,110.0 |
1,092.3 |
1,050.6 |
|
R2 |
1,076.8 |
1,076.8 |
1,047.6 |
|
R1 |
1,059.1 |
1,059.1 |
1,044.5 |
1,051.4 |
PP |
1,043.6 |
1,043.6 |
1,043.6 |
1,039.7 |
S1 |
1,025.9 |
1,025.9 |
1,038.5 |
1,018.2 |
S2 |
1,010.4 |
1,010.4 |
1,035.4 |
|
S3 |
977.2 |
992.7 |
1,032.4 |
|
S4 |
944.0 |
959.5 |
1,023.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,061.2 |
1,028.0 |
33.2 |
3.2% |
16.5 |
1.6% |
41% |
False |
False |
4,523 |
10 |
1,069.7 |
1,028.0 |
41.7 |
4.0% |
15.9 |
1.5% |
32% |
False |
False |
3,831 |
20 |
1,072.6 |
1,003.0 |
69.6 |
6.7% |
15.9 |
1.5% |
55% |
False |
False |
3,200 |
40 |
1,072.6 |
985.0 |
87.6 |
8.4% |
15.2 |
1.5% |
64% |
False |
False |
2,679 |
60 |
1,072.6 |
933.5 |
139.1 |
13.4% |
14.2 |
1.4% |
78% |
False |
False |
2,164 |
80 |
1,072.6 |
911.4 |
161.2 |
15.5% |
12.9 |
1.2% |
81% |
False |
False |
1,981 |
100 |
1,072.6 |
909.5 |
163.1 |
15.7% |
12.4 |
1.2% |
81% |
False |
False |
1,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,106.4 |
2.618 |
1,084.7 |
1.618 |
1,071.4 |
1.000 |
1,063.2 |
0.618 |
1,058.1 |
HIGH |
1,049.9 |
0.618 |
1,044.8 |
0.500 |
1,043.3 |
0.382 |
1,041.7 |
LOW |
1,036.6 |
0.618 |
1,028.4 |
1.000 |
1,023.3 |
1.618 |
1,015.1 |
2.618 |
1,001.8 |
4.250 |
980.1 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,043.3 |
1,040.7 |
PP |
1,042.7 |
1,039.8 |
S1 |
1,042.1 |
1,039.0 |
|