Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,372 |
3,359 |
-13 |
-0.4% |
3,292 |
High |
3,377 |
3,395 |
18 |
0.5% |
3,439 |
Low |
3,296 |
3,309 |
13 |
0.4% |
3,274 |
Close |
3,358 |
3,386 |
28 |
0.8% |
3,390 |
Range |
81 |
86 |
5 |
6.2% |
165 |
ATR |
87 |
87 |
0 |
-0.1% |
0 |
Volume |
1,704 |
5,527 |
3,823 |
224.4% |
11,530 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,621 |
3,590 |
3,433 |
|
R3 |
3,535 |
3,504 |
3,410 |
|
R2 |
3,449 |
3,449 |
3,402 |
|
R1 |
3,418 |
3,418 |
3,394 |
3,434 |
PP |
3,363 |
3,363 |
3,363 |
3,371 |
S1 |
3,332 |
3,332 |
3,378 |
3,348 |
S2 |
3,277 |
3,277 |
3,370 |
|
S3 |
3,191 |
3,246 |
3,362 |
|
S4 |
3,105 |
3,160 |
3,339 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863 |
3,791 |
3,481 |
|
R3 |
3,698 |
3,626 |
3,435 |
|
R2 |
3,533 |
3,533 |
3,420 |
|
R1 |
3,461 |
3,461 |
3,405 |
3,497 |
PP |
3,368 |
3,368 |
3,368 |
3,386 |
S1 |
3,296 |
3,296 |
3,375 |
3,332 |
S2 |
3,203 |
3,203 |
3,360 |
|
S3 |
3,038 |
3,131 |
3,345 |
|
S4 |
2,873 |
2,966 |
3,299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,439 |
3,296 |
143 |
4.2% |
83 |
2.5% |
63% |
False |
False |
2,996 |
10 |
3,439 |
3,245 |
194 |
5.7% |
73 |
2.2% |
73% |
False |
False |
2,764 |
20 |
3,439 |
2,990 |
449 |
13.3% |
90 |
2.7% |
88% |
False |
False |
2,689 |
40 |
3,439 |
2,848 |
591 |
17.5% |
83 |
2.4% |
91% |
False |
False |
1,919 |
60 |
3,439 |
2,725 |
714 |
21.1% |
83 |
2.4% |
93% |
False |
False |
1,649 |
80 |
3,439 |
2,497 |
942 |
27.8% |
79 |
2.3% |
94% |
False |
False |
1,440 |
100 |
3,439 |
2,466 |
973 |
28.7% |
74 |
2.2% |
95% |
False |
False |
1,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,761 |
2.618 |
3,620 |
1.618 |
3,534 |
1.000 |
3,481 |
0.618 |
3,448 |
HIGH |
3,395 |
0.618 |
3,362 |
0.500 |
3,352 |
0.382 |
3,342 |
LOW |
3,309 |
0.618 |
3,256 |
1.000 |
3,223 |
1.618 |
3,170 |
2.618 |
3,084 |
4.250 |
2,944 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,375 |
3,375 |
PP |
3,363 |
3,364 |
S1 |
3,352 |
3,353 |
|