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 |
1,045.0 |
1,086.1 |
41.1 |
3.9% |
1,055.6 |
High |
1,064.3 |
1,089.7 |
25.4 |
2.4% |
1,061.2 |
Low |
1,045.0 |
1,057.0 |
12.0 |
1.1% |
1,028.0 |
Close |
1,055.2 |
1,086.1 |
30.9 |
2.9% |
1,041.5 |
Range |
19.3 |
32.7 |
13.4 |
69.4% |
33.2 |
ATR |
16.2 |
17.5 |
1.3 |
8.1% |
0.0 |
Volume |
8,511 |
5,040 |
-3,471 |
-40.8% |
22,617 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.7 |
1,163.6 |
1,104.1 |
|
R3 |
1,143.0 |
1,130.9 |
1,095.1 |
|
R2 |
1,110.3 |
1,110.3 |
1,092.1 |
|
R1 |
1,098.2 |
1,098.2 |
1,089.1 |
1,102.5 |
PP |
1,077.6 |
1,077.6 |
1,077.6 |
1,079.7 |
S1 |
1,065.5 |
1,065.5 |
1,083.1 |
1,069.8 |
S2 |
1,044.9 |
1,044.9 |
1,080.1 |
|
S3 |
1,012.2 |
1,032.8 |
1,077.1 |
|
S4 |
979.5 |
1,000.1 |
1,068.1 |
|
|
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 |
1,089.7 |
1,028.0 |
61.7 |
5.7% |
20.4 |
1.9% |
94% |
True |
False |
4,933 |
10 |
1,089.7 |
1,028.0 |
61.7 |
5.7% |
17.9 |
1.6% |
94% |
True |
False |
4,925 |
20 |
1,089.7 |
1,028.0 |
61.7 |
5.7% |
16.3 |
1.5% |
94% |
True |
False |
3,651 |
40 |
1,089.7 |
985.0 |
104.7 |
9.6% |
15.8 |
1.5% |
97% |
True |
False |
2,965 |
60 |
1,089.7 |
933.5 |
156.2 |
14.4% |
14.6 |
1.3% |
98% |
True |
False |
2,319 |
80 |
1,089.7 |
922.3 |
167.4 |
15.4% |
13.3 |
1.2% |
98% |
True |
False |
2,141 |
100 |
1,089.7 |
909.5 |
180.2 |
16.6% |
12.6 |
1.2% |
98% |
True |
False |
1,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.7 |
2.618 |
1,175.3 |
1.618 |
1,142.6 |
1.000 |
1,122.4 |
0.618 |
1,109.9 |
HIGH |
1,089.7 |
0.618 |
1,077.2 |
0.500 |
1,073.4 |
0.382 |
1,069.5 |
LOW |
1,057.0 |
0.618 |
1,036.8 |
1.000 |
1,024.3 |
1.618 |
1,004.1 |
2.618 |
971.4 |
4.250 |
918.0 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,081.9 |
1,078.5 |
PP |
1,077.6 |
1,070.8 |
S1 |
1,073.4 |
1,063.2 |
|