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 |
5,600.0 |
5,420.0 |
-180.0 |
-3.2% |
5,779.0 |
High |
5,607.0 |
5,476.5 |
-130.5 |
-2.3% |
5,804.0 |
Low |
5,392.0 |
5,347.0 |
-45.0 |
-0.8% |
5,392.0 |
Close |
5,408.0 |
5,430.5 |
22.5 |
0.4% |
5,408.0 |
Range |
215.0 |
129.5 |
-85.5 |
-39.8% |
412.0 |
ATR |
120.9 |
121.5 |
0.6 |
0.5% |
0.0 |
Volume |
1,606 |
264 |
-1,342 |
-83.6% |
3,975 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,806.5 |
5,748.0 |
5,501.7 |
|
R3 |
5,677.0 |
5,618.5 |
5,466.1 |
|
R2 |
5,547.5 |
5,547.5 |
5,454.2 |
|
R1 |
5,489.0 |
5,489.0 |
5,442.4 |
5,518.3 |
PP |
5,418.0 |
5,418.0 |
5,418.0 |
5,432.6 |
S1 |
5,359.5 |
5,359.5 |
5,418.6 |
5,388.8 |
S2 |
5,288.5 |
5,288.5 |
5,406.8 |
|
S3 |
5,159.0 |
5,230.0 |
5,394.9 |
|
S4 |
5,029.5 |
5,100.5 |
5,359.3 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,770.7 |
6,501.3 |
5,634.6 |
|
R3 |
6,358.7 |
6,089.3 |
5,521.3 |
|
R2 |
5,946.7 |
5,946.7 |
5,483.5 |
|
R1 |
5,677.3 |
5,677.3 |
5,445.8 |
5,606.0 |
PP |
5,534.7 |
5,534.7 |
5,534.7 |
5,499.0 |
S1 |
5,265.3 |
5,265.3 |
5,370.2 |
5,194.0 |
S2 |
5,122.7 |
5,122.7 |
5,332.5 |
|
S3 |
4,710.7 |
4,853.3 |
5,294.7 |
|
S4 |
4,298.7 |
4,441.3 |
5,181.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,680.0 |
5,347.0 |
333.0 |
6.1% |
145.4 |
2.7% |
25% |
False |
True |
800 |
10 |
5,895.0 |
5,347.0 |
548.0 |
10.1% |
133.7 |
2.5% |
15% |
False |
True |
614 |
20 |
5,895.0 |
5,347.0 |
548.0 |
10.1% |
108.7 |
2.0% |
15% |
False |
True |
755 |
40 |
5,895.0 |
5,347.0 |
548.0 |
10.1% |
100.0 |
1.8% |
15% |
False |
True |
1,438 |
60 |
5,895.0 |
5,171.0 |
724.0 |
13.3% |
99.4 |
1.8% |
36% |
False |
False |
1,045 |
80 |
5,895.0 |
4,734.5 |
1,160.5 |
21.4% |
97.9 |
1.8% |
60% |
False |
False |
827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,026.9 |
2.618 |
5,815.5 |
1.618 |
5,686.0 |
1.000 |
5,606.0 |
0.618 |
5,556.5 |
HIGH |
5,476.5 |
0.618 |
5,427.0 |
0.500 |
5,411.8 |
0.382 |
5,396.5 |
LOW |
5,347.0 |
0.618 |
5,267.0 |
1.000 |
5,217.5 |
1.618 |
5,137.5 |
2.618 |
5,008.0 |
4.250 |
4,796.6 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
5,424.3 |
5,482.3 |
PP |
5,418.0 |
5,465.0 |
S1 |
5,411.8 |
5,447.8 |
|