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 |
1,034.00 |
1,057.25 |
23.25 |
2.2% |
1,070.75 |
High |
1,059.00 |
1,057.50 |
-1.50 |
-0.1% |
1,083.50 |
Low |
1,032.50 |
1,024.50 |
-8.00 |
-0.8% |
1,024.50 |
Close |
1,056.75 |
1,028.00 |
-28.75 |
-2.7% |
1,028.00 |
Range |
26.50 |
33.00 |
6.50 |
24.5% |
59.00 |
ATR |
18.42 |
19.46 |
1.04 |
5.7% |
0.00 |
Volume |
3,011 |
6,251 |
3,240 |
107.6% |
26,195 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.75 |
1,114.75 |
1,046.25 |
|
R3 |
1,102.75 |
1,081.75 |
1,037.00 |
|
R2 |
1,069.75 |
1,069.75 |
1,034.00 |
|
R1 |
1,048.75 |
1,048.75 |
1,031.00 |
1,042.75 |
PP |
1,036.75 |
1,036.75 |
1,036.75 |
1,033.50 |
S1 |
1,015.75 |
1,015.75 |
1,025.00 |
1,009.75 |
S2 |
1,003.75 |
1,003.75 |
1,022.00 |
|
S3 |
970.75 |
982.75 |
1,019.00 |
|
S4 |
937.75 |
949.75 |
1,009.75 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.25 |
1,184.25 |
1,060.50 |
|
R3 |
1,163.25 |
1,125.25 |
1,044.25 |
|
R2 |
1,104.25 |
1,104.25 |
1,038.75 |
|
R1 |
1,066.25 |
1,066.25 |
1,033.50 |
1,055.75 |
PP |
1,045.25 |
1,045.25 |
1,045.25 |
1,040.00 |
S1 |
1,007.25 |
1,007.25 |
1,022.50 |
996.75 |
S2 |
986.25 |
986.25 |
1,017.25 |
|
S3 |
927.25 |
948.25 |
1,011.75 |
|
S4 |
868.25 |
889.25 |
995.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,083.50 |
1,024.50 |
59.00 |
5.7% |
24.75 |
2.4% |
6% |
False |
True |
5,239 |
10 |
1,093.75 |
1,024.50 |
69.25 |
6.7% |
23.00 |
2.2% |
5% |
False |
True |
4,307 |
20 |
1,093.75 |
1,015.50 |
78.25 |
7.6% |
18.25 |
1.8% |
16% |
False |
False |
3,028 |
40 |
1,093.75 |
991.75 |
102.00 |
9.9% |
17.00 |
1.6% |
36% |
False |
False |
1,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.75 |
2.618 |
1,144.00 |
1.618 |
1,111.00 |
1.000 |
1,090.50 |
0.618 |
1,078.00 |
HIGH |
1,057.50 |
0.618 |
1,045.00 |
0.500 |
1,041.00 |
0.382 |
1,037.00 |
LOW |
1,024.50 |
0.618 |
1,004.00 |
1.000 |
991.50 |
1.618 |
971.00 |
2.618 |
938.00 |
4.250 |
884.25 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,041.00 |
1,041.75 |
PP |
1,036.75 |
1,037.25 |
S1 |
1,032.25 |
1,032.50 |
|