| 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 |
1,056.3 |
1,062.8 |
6.5 |
0.6% |
1,056.8 |
| High |
1,065.5 |
1,090.4 |
24.9 |
2.3% |
1,062.4 |
| Low |
1,045.0 |
1,058.6 |
13.6 |
1.3% |
1,029.0 |
| Close |
1,056.3 |
1,087.2 |
30.9 |
2.9% |
1,042.5 |
| Range |
20.5 |
31.8 |
11.3 |
55.1% |
33.4 |
| ATR |
15.9 |
17.2 |
1.3 |
8.1% |
0.0 |
| Volume |
637 |
2,233 |
1,596 |
250.5% |
5,829 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,174.1 |
1,162.5 |
1,104.7 |
|
| R3 |
1,142.3 |
1,130.7 |
1,095.9 |
|
| R2 |
1,110.5 |
1,110.5 |
1,093.0 |
|
| R1 |
1,098.9 |
1,098.9 |
1,090.1 |
1,104.7 |
| PP |
1,078.7 |
1,078.7 |
1,078.7 |
1,081.7 |
| S1 |
1,067.1 |
1,067.1 |
1,084.3 |
1,072.9 |
| S2 |
1,046.9 |
1,046.9 |
1,081.4 |
|
| S3 |
1,015.1 |
1,035.3 |
1,078.5 |
|
| S4 |
983.3 |
1,003.5 |
1,069.7 |
|
|
| 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 |
1,090.4 |
1,029.0 |
61.4 |
5.6% |
19.6 |
1.8% |
95% |
True |
False |
1,240 |
| 10 |
1,090.4 |
1,029.0 |
61.4 |
5.6% |
17.6 |
1.6% |
95% |
True |
False |
1,259 |
| 20 |
1,090.4 |
1,029.0 |
61.4 |
5.6% |
16.0 |
1.5% |
95% |
True |
False |
1,418 |
| 40 |
1,090.4 |
985.8 |
104.6 |
9.6% |
15.6 |
1.4% |
97% |
True |
False |
1,351 |
| 60 |
1,090.4 |
934.6 |
155.8 |
14.3% |
14.4 |
1.3% |
98% |
True |
False |
1,123 |
| 80 |
1,090.4 |
924.5 |
165.9 |
15.3% |
13.5 |
1.2% |
98% |
True |
False |
1,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,225.6 |
|
2.618 |
1,173.7 |
|
1.618 |
1,141.9 |
|
1.000 |
1,122.2 |
|
0.618 |
1,110.1 |
|
HIGH |
1,090.4 |
|
0.618 |
1,078.3 |
|
0.500 |
1,074.5 |
|
0.382 |
1,070.7 |
|
LOW |
1,058.6 |
|
0.618 |
1,038.9 |
|
1.000 |
1,026.8 |
|
1.618 |
1,007.1 |
|
2.618 |
975.3 |
|
4.250 |
923.5 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,083.0 |
1,079.5 |
| PP |
1,078.7 |
1,071.8 |
| S1 |
1,074.5 |
1,064.1 |
|