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 |
1,027.50 |
1,035.25 |
7.75 |
0.8% |
1,070.75 |
High |
1,044.50 |
1,038.50 |
-6.00 |
-0.6% |
1,083.50 |
Low |
1,021.00 |
1,022.25 |
1.25 |
0.1% |
1,024.50 |
Close |
1,034.25 |
1,036.75 |
2.50 |
0.2% |
1,028.00 |
Range |
23.50 |
16.25 |
-7.25 |
-30.9% |
59.00 |
ATR |
19.75 |
19.50 |
-0.25 |
-1.3% |
0.00 |
Volume |
9,468 |
3,382 |
-6,086 |
-64.3% |
26,195 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.25 |
1,075.25 |
1,045.75 |
|
R3 |
1,065.00 |
1,059.00 |
1,041.25 |
|
R2 |
1,048.75 |
1,048.75 |
1,039.75 |
|
R1 |
1,042.75 |
1,042.75 |
1,038.25 |
1,045.75 |
PP |
1,032.50 |
1,032.50 |
1,032.50 |
1,034.00 |
S1 |
1,026.50 |
1,026.50 |
1,035.25 |
1,029.50 |
S2 |
1,016.25 |
1,016.25 |
1,033.75 |
|
S3 |
1,000.00 |
1,010.25 |
1,032.25 |
|
S4 |
983.75 |
994.00 |
1,027.75 |
|
|
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 |
1,059.00 |
1,021.00 |
38.00 |
3.7% |
24.75 |
2.4% |
41% |
False |
False |
5,766 |
10 |
1,093.50 |
1,021.00 |
72.50 |
7.0% |
23.25 |
2.2% |
22% |
False |
False |
4,801 |
20 |
1,093.75 |
1,021.00 |
72.75 |
7.0% |
18.25 |
1.8% |
22% |
False |
False |
3,482 |
40 |
1,093.75 |
1,007.25 |
86.50 |
8.3% |
17.25 |
1.7% |
34% |
False |
False |
2,097 |
60 |
1,093.75 |
970.00 |
123.75 |
11.9% |
15.50 |
1.5% |
54% |
False |
False |
1,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.50 |
2.618 |
1,081.00 |
1.618 |
1,064.75 |
1.000 |
1,054.75 |
0.618 |
1,048.50 |
HIGH |
1,038.50 |
0.618 |
1,032.25 |
0.500 |
1,030.50 |
0.382 |
1,028.50 |
LOW |
1,022.25 |
0.618 |
1,012.25 |
1.000 |
1,006.00 |
1.618 |
996.00 |
2.618 |
979.75 |
4.250 |
953.25 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,034.50 |
1,039.25 |
PP |
1,032.50 |
1,038.50 |
S1 |
1,030.50 |
1,037.50 |
|