Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,049.8 |
1,056.3 |
6.5 |
0.6% |
1,056.8 |
High |
1,049.8 |
1,065.5 |
15.7 |
1.5% |
1,062.4 |
Low |
1,037.7 |
1,045.0 |
7.3 |
0.7% |
1,029.0 |
Close |
1,042.5 |
1,056.3 |
13.8 |
1.3% |
1,042.5 |
Range |
12.1 |
20.5 |
8.4 |
69.4% |
33.4 |
ATR |
15.4 |
15.9 |
0.5 |
3.5% |
0.0 |
Volume |
797 |
637 |
-160 |
-20.1% |
5,829 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,117.1 |
1,107.2 |
1,067.6 |
|
R3 |
1,096.6 |
1,086.7 |
1,061.9 |
|
R2 |
1,076.1 |
1,076.1 |
1,060.1 |
|
R1 |
1,066.2 |
1,066.2 |
1,058.2 |
1,066.6 |
PP |
1,055.6 |
1,055.6 |
1,055.6 |
1,055.8 |
S1 |
1,045.7 |
1,045.7 |
1,054.4 |
1,046.1 |
S2 |
1,035.1 |
1,035.1 |
1,052.5 |
|
S3 |
1,014.6 |
1,025.2 |
1,050.7 |
|
S4 |
994.1 |
1,004.7 |
1,045.0 |
|
|
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 |
1,065.5 |
1,029.0 |
36.5 |
3.5% |
15.4 |
1.5% |
75% |
True |
False |
1,089 |
10 |
1,070.4 |
1,029.0 |
41.4 |
3.9% |
16.0 |
1.5% |
66% |
False |
False |
1,420 |
20 |
1,073.3 |
1,018.8 |
54.5 |
5.2% |
15.8 |
1.5% |
69% |
False |
False |
1,414 |
40 |
1,073.3 |
985.8 |
87.5 |
8.3% |
15.2 |
1.4% |
81% |
False |
False |
1,308 |
60 |
1,073.3 |
934.6 |
138.7 |
13.1% |
14.0 |
1.3% |
88% |
False |
False |
1,096 |
80 |
1,073.3 |
912.5 |
160.8 |
15.2% |
13.3 |
1.3% |
89% |
False |
False |
1,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.6 |
2.618 |
1,119.2 |
1.618 |
1,098.7 |
1.000 |
1,086.0 |
0.618 |
1,078.2 |
HIGH |
1,065.5 |
0.618 |
1,057.7 |
0.500 |
1,055.3 |
0.382 |
1,052.8 |
LOW |
1,045.0 |
0.618 |
1,032.3 |
1.000 |
1,024.5 |
1.618 |
1,011.8 |
2.618 |
991.3 |
4.250 |
957.9 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,056.0 |
1,053.8 |
PP |
1,055.6 |
1,051.2 |
S1 |
1,055.3 |
1,048.7 |
|