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 |
3,333 |
3,280 |
-53 |
-1.6% |
3,392 |
High |
3,354 |
3,345 |
-9 |
-0.3% |
3,430 |
Low |
3,270 |
3,269 |
-1 |
0.0% |
3,296 |
Close |
3,293 |
3,322 |
29 |
0.9% |
3,333 |
Range |
84 |
76 |
-8 |
-9.5% |
134 |
ATR |
85 |
84 |
-1 |
-0.8% |
0 |
Volume |
6,597 |
7,626 |
1,029 |
15.6% |
16,756 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,540 |
3,507 |
3,364 |
|
R3 |
3,464 |
3,431 |
3,343 |
|
R2 |
3,388 |
3,388 |
3,336 |
|
R1 |
3,355 |
3,355 |
3,329 |
3,372 |
PP |
3,312 |
3,312 |
3,312 |
3,320 |
S1 |
3,279 |
3,279 |
3,315 |
3,296 |
S2 |
3,236 |
3,236 |
3,308 |
|
S3 |
3,160 |
3,203 |
3,301 |
|
S4 |
3,084 |
3,127 |
3,280 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,755 |
3,678 |
3,407 |
|
R3 |
3,621 |
3,544 |
3,370 |
|
R2 |
3,487 |
3,487 |
3,358 |
|
R1 |
3,410 |
3,410 |
3,345 |
3,382 |
PP |
3,353 |
3,353 |
3,353 |
3,339 |
S1 |
3,276 |
3,276 |
3,321 |
3,248 |
S2 |
3,219 |
3,219 |
3,308 |
|
S3 |
3,085 |
3,142 |
3,296 |
|
S4 |
2,951 |
3,008 |
3,259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,395 |
3,269 |
126 |
3.8% |
76 |
2.3% |
42% |
False |
True |
4,999 |
10 |
3,439 |
3,269 |
170 |
5.1% |
76 |
2.3% |
31% |
False |
True |
3,625 |
20 |
3,439 |
3,077 |
362 |
10.9% |
77 |
2.3% |
68% |
False |
False |
3,105 |
40 |
3,439 |
2,950 |
489 |
14.7% |
82 |
2.5% |
76% |
False |
False |
2,264 |
60 |
3,439 |
2,725 |
714 |
21.5% |
83 |
2.5% |
84% |
False |
False |
1,894 |
80 |
3,439 |
2,679 |
760 |
22.9% |
79 |
2.4% |
85% |
False |
False |
1,634 |
100 |
3,439 |
2,466 |
973 |
29.3% |
75 |
2.3% |
88% |
False |
False |
1,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,668 |
2.618 |
3,544 |
1.618 |
3,468 |
1.000 |
3,421 |
0.618 |
3,392 |
HIGH |
3,345 |
0.618 |
3,316 |
0.500 |
3,307 |
0.382 |
3,298 |
LOW |
3,269 |
0.618 |
3,222 |
1.000 |
3,193 |
1.618 |
3,146 |
2.618 |
3,070 |
4.250 |
2,946 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
3,317 |
3,324 |
PP |
3,312 |
3,323 |
S1 |
3,307 |
3,323 |
|