Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,031.8 |
1,049.8 |
18.0 |
1.7% |
1,056.8 |
High |
1,050.1 |
1,049.8 |
-0.3 |
0.0% |
1,062.4 |
Low |
1,031.8 |
1,037.7 |
5.9 |
0.6% |
1,029.0 |
Close |
1,049.2 |
1,042.5 |
-6.7 |
-0.6% |
1,042.5 |
Range |
18.3 |
12.1 |
-6.2 |
-33.9% |
33.4 |
ATR |
15.6 |
15.4 |
-0.3 |
-1.6% |
0.0 |
Volume |
631 |
797 |
166 |
26.3% |
5,829 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.6 |
1,073.2 |
1,049.2 |
|
R3 |
1,067.5 |
1,061.1 |
1,045.8 |
|
R2 |
1,055.4 |
1,055.4 |
1,044.7 |
|
R1 |
1,049.0 |
1,049.0 |
1,043.6 |
1,046.2 |
PP |
1,043.3 |
1,043.3 |
1,043.3 |
1,041.9 |
S1 |
1,036.9 |
1,036.9 |
1,041.4 |
1,034.1 |
S2 |
1,031.2 |
1,031.2 |
1,040.3 |
|
S3 |
1,019.1 |
1,024.8 |
1,039.2 |
|
S4 |
1,007.0 |
1,012.7 |
1,035.8 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.8 |
1,127.1 |
1,060.9 |
|
R3 |
1,111.4 |
1,093.7 |
1,051.7 |
|
R2 |
1,078.0 |
1,078.0 |
1,048.6 |
|
R1 |
1,060.3 |
1,060.3 |
1,045.6 |
1,052.5 |
PP |
1,044.6 |
1,044.6 |
1,044.6 |
1,040.7 |
S1 |
1,026.9 |
1,026.9 |
1,039.4 |
1,019.1 |
S2 |
1,011.2 |
1,011.2 |
1,036.4 |
|
S3 |
977.8 |
993.5 |
1,033.3 |
|
S4 |
944.4 |
960.1 |
1,024.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,062.4 |
1,029.0 |
33.4 |
3.2% |
15.7 |
1.5% |
40% |
False |
False |
1,165 |
10 |
1,070.4 |
1,029.0 |
41.4 |
4.0% |
15.6 |
1.5% |
33% |
False |
False |
1,400 |
20 |
1,073.3 |
1,004.0 |
69.3 |
6.6% |
15.7 |
1.5% |
56% |
False |
False |
1,422 |
40 |
1,073.3 |
985.8 |
87.5 |
8.4% |
15.0 |
1.4% |
65% |
False |
False |
1,341 |
60 |
1,073.3 |
934.6 |
138.7 |
13.3% |
13.9 |
1.3% |
78% |
False |
False |
1,095 |
80 |
1,073.3 |
912.5 |
160.8 |
15.4% |
13.1 |
1.3% |
81% |
False |
False |
1,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,101.2 |
2.618 |
1,081.5 |
1.618 |
1,069.4 |
1.000 |
1,061.9 |
0.618 |
1,057.3 |
HIGH |
1,049.8 |
0.618 |
1,045.2 |
0.500 |
1,043.8 |
0.382 |
1,042.3 |
LOW |
1,037.7 |
0.618 |
1,030.2 |
1.000 |
1,025.6 |
1.618 |
1,018.1 |
2.618 |
1,006.0 |
4.250 |
986.3 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,043.8 |
1,041.5 |
PP |
1,043.3 |
1,040.5 |
S1 |
1,042.9 |
1,039.6 |
|