| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1,062.8 |
1,083.5 |
20.7 |
1.9% |
1,056.8 |
| High |
1,090.4 |
1,100.2 |
9.8 |
0.9% |
1,062.4 |
| Low |
1,058.6 |
1,083.2 |
24.6 |
2.3% |
1,029.0 |
| Close |
1,087.2 |
1,089.7 |
2.5 |
0.2% |
1,042.5 |
| Range |
31.8 |
17.0 |
-14.8 |
-46.5% |
33.4 |
| ATR |
17.2 |
17.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
2,233 |
2,012 |
-221 |
-9.9% |
5,829 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.0 |
1,132.9 |
1,099.1 |
|
| R3 |
1,125.0 |
1,115.9 |
1,094.4 |
|
| R2 |
1,108.0 |
1,108.0 |
1,092.8 |
|
| R1 |
1,098.9 |
1,098.9 |
1,091.3 |
1,103.5 |
| PP |
1,091.0 |
1,091.0 |
1,091.0 |
1,093.3 |
| S1 |
1,081.9 |
1,081.9 |
1,088.1 |
1,086.5 |
| S2 |
1,074.0 |
1,074.0 |
1,086.6 |
|
| S3 |
1,057.0 |
1,064.9 |
1,085.0 |
|
| S4 |
1,040.0 |
1,047.9 |
1,080.4 |
|
|
| 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 |
1,100.2 |
1,031.8 |
68.4 |
6.3% |
19.9 |
1.8% |
85% |
True |
False |
1,262 |
| 10 |
1,100.2 |
1,029.0 |
71.2 |
6.5% |
17.5 |
1.6% |
85% |
True |
False |
1,311 |
| 20 |
1,100.2 |
1,029.0 |
71.2 |
6.5% |
16.3 |
1.5% |
85% |
True |
False |
1,411 |
| 40 |
1,100.2 |
985.8 |
114.4 |
10.5% |
15.7 |
1.4% |
91% |
True |
False |
1,359 |
| 60 |
1,100.2 |
934.6 |
165.6 |
15.2% |
14.6 |
1.3% |
94% |
True |
False |
1,155 |
| 80 |
1,100.2 |
930.9 |
169.3 |
15.5% |
13.6 |
1.2% |
94% |
True |
False |
1,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,172.5 |
|
2.618 |
1,144.7 |
|
1.618 |
1,127.7 |
|
1.000 |
1,117.2 |
|
0.618 |
1,110.7 |
|
HIGH |
1,100.2 |
|
0.618 |
1,093.7 |
|
0.500 |
1,091.7 |
|
0.382 |
1,089.7 |
|
LOW |
1,083.2 |
|
0.618 |
1,072.7 |
|
1.000 |
1,066.2 |
|
1.618 |
1,055.7 |
|
2.618 |
1,038.7 |
|
4.250 |
1,011.0 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,091.7 |
1,084.0 |
| PP |
1,091.0 |
1,078.3 |
| S1 |
1,090.4 |
1,072.6 |
|