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 |
1,035.25 |
1,036.50 |
1.25 |
0.1% |
1,070.75 |
High |
1,038.50 |
1,053.25 |
14.75 |
1.4% |
1,083.50 |
Low |
1,022.25 |
1,036.25 |
14.00 |
1.4% |
1,024.50 |
Close |
1,036.75 |
1,042.00 |
5.25 |
0.5% |
1,028.00 |
Range |
16.25 |
17.00 |
0.75 |
4.6% |
59.00 |
ATR |
19.50 |
19.32 |
-0.18 |
-0.9% |
0.00 |
Volume |
3,382 |
7,162 |
3,780 |
111.8% |
26,195 |
|
Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,094.75 |
1,085.50 |
1,051.25 |
|
R3 |
1,077.75 |
1,068.50 |
1,046.75 |
|
R2 |
1,060.75 |
1,060.75 |
1,045.00 |
|
R1 |
1,051.50 |
1,051.50 |
1,043.50 |
1,056.00 |
PP |
1,043.75 |
1,043.75 |
1,043.75 |
1,046.25 |
S1 |
1,034.50 |
1,034.50 |
1,040.50 |
1,039.00 |
S2 |
1,026.75 |
1,026.75 |
1,039.00 |
|
S3 |
1,009.75 |
1,017.50 |
1,037.25 |
|
S4 |
992.75 |
1,000.50 |
1,032.75 |
|
|
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 |
3.6% |
23.25 |
2.2% |
55% |
False |
False |
5,854 |
10 |
1,090.25 |
1,021.00 |
69.25 |
6.6% |
22.50 |
2.2% |
30% |
False |
False |
5,235 |
20 |
1,093.75 |
1,021.00 |
72.75 |
7.0% |
18.75 |
1.8% |
29% |
False |
False |
3,716 |
40 |
1,093.75 |
1,007.25 |
86.50 |
8.3% |
17.25 |
1.7% |
40% |
False |
False |
2,275 |
60 |
1,093.75 |
970.00 |
123.75 |
11.9% |
15.50 |
1.5% |
58% |
False |
False |
1,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.50 |
2.618 |
1,097.75 |
1.618 |
1,080.75 |
1.000 |
1,070.25 |
0.618 |
1,063.75 |
HIGH |
1,053.25 |
0.618 |
1,046.75 |
0.500 |
1,044.75 |
0.382 |
1,042.75 |
LOW |
1,036.25 |
0.618 |
1,025.75 |
1.000 |
1,019.25 |
1.618 |
1,008.75 |
2.618 |
991.75 |
4.250 |
964.00 |
|
|
Fisher Pivots for day following 04-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,044.75 |
1,040.50 |
PP |
1,043.75 |
1,038.75 |
S1 |
1,043.00 |
1,037.00 |
|