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 |
1,046.7 |
1,045.0 |
-1.7 |
-0.2% |
1,055.6 |
High |
1,049.9 |
1,064.3 |
14.4 |
1.4% |
1,061.2 |
Low |
1,036.6 |
1,045.0 |
8.4 |
0.8% |
1,028.0 |
Close |
1,041.5 |
1,055.2 |
13.7 |
1.3% |
1,041.5 |
Range |
13.3 |
19.3 |
6.0 |
45.1% |
33.2 |
ATR |
15.7 |
16.2 |
0.5 |
3.2% |
0.0 |
Volume |
4,815 |
8,511 |
3,696 |
76.8% |
22,617 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.7 |
1,103.3 |
1,065.8 |
|
R3 |
1,093.4 |
1,084.0 |
1,060.5 |
|
R2 |
1,074.1 |
1,074.1 |
1,058.7 |
|
R1 |
1,064.7 |
1,064.7 |
1,057.0 |
1,069.4 |
PP |
1,054.8 |
1,054.8 |
1,054.8 |
1,057.2 |
S1 |
1,045.4 |
1,045.4 |
1,053.4 |
1,050.1 |
S2 |
1,035.5 |
1,035.5 |
1,051.7 |
|
S3 |
1,016.2 |
1,026.1 |
1,049.9 |
|
S4 |
996.9 |
1,006.8 |
1,044.6 |
|
|
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 |
1,064.3 |
1,028.0 |
36.3 |
3.4% |
16.0 |
1.5% |
75% |
True |
False |
5,485 |
10 |
1,069.7 |
1,028.0 |
41.7 |
4.0% |
16.1 |
1.5% |
65% |
False |
False |
4,622 |
20 |
1,072.6 |
1,018.0 |
54.6 |
5.2% |
16.1 |
1.5% |
68% |
False |
False |
3,445 |
40 |
1,072.6 |
985.0 |
87.6 |
8.3% |
15.4 |
1.5% |
80% |
False |
False |
2,854 |
60 |
1,072.6 |
933.5 |
139.1 |
13.2% |
14.3 |
1.4% |
87% |
False |
False |
2,249 |
80 |
1,072.6 |
912.9 |
159.7 |
15.1% |
13.1 |
1.2% |
89% |
False |
False |
2,080 |
100 |
1,072.6 |
909.5 |
163.1 |
15.5% |
12.5 |
1.2% |
89% |
False |
False |
1,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.3 |
2.618 |
1,114.8 |
1.618 |
1,095.5 |
1.000 |
1,083.6 |
0.618 |
1,076.2 |
HIGH |
1,064.3 |
0.618 |
1,056.9 |
0.500 |
1,054.7 |
0.382 |
1,052.4 |
LOW |
1,045.0 |
0.618 |
1,033.1 |
1.000 |
1,025.7 |
1.618 |
1,013.8 |
2.618 |
994.5 |
4.250 |
963.0 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,055.0 |
1,052.2 |
PP |
1,054.8 |
1,049.2 |
S1 |
1,054.7 |
1,046.2 |
|