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 |
1,057.25 |
1,027.50 |
-29.75 |
-2.8% |
1,070.75 |
High |
1,057.50 |
1,044.50 |
-13.00 |
-1.2% |
1,083.50 |
Low |
1,024.50 |
1,021.00 |
-3.50 |
-0.3% |
1,024.50 |
Close |
1,028.00 |
1,034.25 |
6.25 |
0.6% |
1,028.00 |
Range |
33.00 |
23.50 |
-9.50 |
-28.8% |
59.00 |
ATR |
19.46 |
19.75 |
0.29 |
1.5% |
0.00 |
Volume |
6,251 |
9,468 |
3,217 |
51.5% |
26,195 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.75 |
1,092.50 |
1,047.25 |
|
R3 |
1,080.25 |
1,069.00 |
1,040.75 |
|
R2 |
1,056.75 |
1,056.75 |
1,038.50 |
|
R1 |
1,045.50 |
1,045.50 |
1,036.50 |
1,051.00 |
PP |
1,033.25 |
1,033.25 |
1,033.25 |
1,036.00 |
S1 |
1,022.00 |
1,022.00 |
1,032.00 |
1,027.50 |
S2 |
1,009.75 |
1,009.75 |
1,030.00 |
|
S3 |
986.25 |
998.50 |
1,027.75 |
|
S4 |
962.75 |
975.00 |
1,021.25 |
|
|
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 |
1,064.50 |
1,021.00 |
43.50 |
4.2% |
24.00 |
2.3% |
30% |
False |
True |
6,058 |
10 |
1,093.75 |
1,021.00 |
72.75 |
7.0% |
23.25 |
2.2% |
18% |
False |
True |
5,020 |
20 |
1,093.75 |
1,021.00 |
72.75 |
7.0% |
18.50 |
1.8% |
18% |
False |
True |
3,379 |
40 |
1,093.75 |
1,004.75 |
89.00 |
8.6% |
17.00 |
1.7% |
33% |
False |
False |
2,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.50 |
2.618 |
1,106.00 |
1.618 |
1,082.50 |
1.000 |
1,068.00 |
0.618 |
1,059.00 |
HIGH |
1,044.50 |
0.618 |
1,035.50 |
0.500 |
1,032.75 |
0.382 |
1,030.00 |
LOW |
1,021.00 |
0.618 |
1,006.50 |
1.000 |
997.50 |
1.618 |
983.00 |
2.618 |
959.50 |
4.250 |
921.00 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,033.75 |
1,040.00 |
PP |
1,033.25 |
1,038.00 |
S1 |
1,032.75 |
1,036.25 |
|