Trading Metrics calculated at close of trading on 04-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,086.1 |
1,087.5 |
1.4 |
0.1% |
1,055.6 |
High |
1,089.7 |
1,099.5 |
9.8 |
0.9% |
1,061.2 |
Low |
1,057.0 |
1,082.0 |
25.0 |
2.4% |
1,028.0 |
Close |
1,086.1 |
1,088.5 |
2.4 |
0.2% |
1,041.5 |
Range |
32.7 |
17.5 |
-15.2 |
-46.5% |
33.2 |
ATR |
17.5 |
17.5 |
0.0 |
0.0% |
0.0 |
Volume |
5,040 |
6,524 |
1,484 |
29.4% |
22,617 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,142.5 |
1,133.0 |
1,098.1 |
|
R3 |
1,125.0 |
1,115.5 |
1,093.3 |
|
R2 |
1,107.5 |
1,107.5 |
1,091.7 |
|
R1 |
1,098.0 |
1,098.0 |
1,090.1 |
1,102.8 |
PP |
1,090.0 |
1,090.0 |
1,090.0 |
1,092.4 |
S1 |
1,080.5 |
1,080.5 |
1,086.9 |
1,085.3 |
S2 |
1,072.5 |
1,072.5 |
1,085.3 |
|
S3 |
1,055.0 |
1,063.0 |
1,083.7 |
|
S4 |
1,037.5 |
1,045.5 |
1,078.9 |
|
|
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 |
1,099.5 |
1,028.1 |
71.4 |
6.6% |
20.8 |
1.9% |
85% |
True |
False |
5,895 |
10 |
1,099.5 |
1,028.0 |
71.5 |
6.6% |
17.9 |
1.6% |
85% |
True |
False |
5,337 |
20 |
1,099.5 |
1,028.0 |
71.5 |
6.6% |
16.6 |
1.5% |
85% |
True |
False |
3,932 |
40 |
1,099.5 |
985.0 |
114.5 |
10.5% |
15.9 |
1.5% |
90% |
True |
False |
3,041 |
60 |
1,099.5 |
933.5 |
166.0 |
15.3% |
14.9 |
1.4% |
93% |
True |
False |
2,411 |
80 |
1,099.5 |
929.2 |
170.3 |
15.6% |
13.4 |
1.2% |
94% |
True |
False |
2,188 |
100 |
1,099.5 |
909.5 |
190.0 |
17.5% |
12.7 |
1.2% |
94% |
True |
False |
1,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.9 |
2.618 |
1,145.3 |
1.618 |
1,127.8 |
1.000 |
1,117.0 |
0.618 |
1,110.3 |
HIGH |
1,099.5 |
0.618 |
1,092.8 |
0.500 |
1,090.8 |
0.382 |
1,088.7 |
LOW |
1,082.0 |
0.618 |
1,071.2 |
1.000 |
1,064.5 |
1.618 |
1,053.7 |
2.618 |
1,036.2 |
4.250 |
1,007.6 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,090.8 |
1,083.1 |
PP |
1,090.0 |
1,077.7 |
S1 |
1,089.3 |
1,072.3 |
|