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 |
9,762.91 |
9,961.52 |
198.61 |
2.0% |
9,972.33 |
High |
9,969.91 |
9,962.13 |
-7.78 |
-0.1% |
10,072.32 |
Low |
9,759.13 |
9,684.54 |
-74.59 |
-0.8% |
9,684.54 |
Close |
9,962.58 |
9,712.73 |
-249.85 |
-2.5% |
9,712.73 |
Range |
210.78 |
277.59 |
66.81 |
31.7% |
387.78 |
ATR |
140.61 |
150.43 |
9.82 |
7.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,619.24 |
10,443.57 |
9,865.40 |
|
R3 |
10,341.65 |
10,165.98 |
9,789.07 |
|
R2 |
10,064.06 |
10,064.06 |
9,763.62 |
|
R1 |
9,888.39 |
9,888.39 |
9,738.18 |
9,837.43 |
PP |
9,786.47 |
9,786.47 |
9,786.47 |
9,760.99 |
S1 |
9,610.80 |
9,610.80 |
9,687.28 |
9,559.84 |
S2 |
9,508.88 |
9,508.88 |
9,661.84 |
|
S3 |
9,231.29 |
9,333.21 |
9,636.39 |
|
S4 |
8,953.70 |
9,055.62 |
9,560.06 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,986.54 |
10,737.41 |
9,926.01 |
|
R3 |
10,598.76 |
10,349.63 |
9,819.37 |
|
R2 |
10,210.98 |
10,210.98 |
9,783.82 |
|
R1 |
9,961.85 |
9,961.85 |
9,748.28 |
9,892.53 |
PP |
9,823.20 |
9,823.20 |
9,823.20 |
9,788.53 |
S1 |
9,574.07 |
9,574.07 |
9,677.18 |
9,504.75 |
S2 |
9,435.42 |
9,435.42 |
9,641.64 |
|
S3 |
9,047.64 |
9,186.29 |
9,606.09 |
|
S4 |
8,659.86 |
8,798.51 |
9,499.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,072.32 |
9,684.54 |
387.78 |
4.0% |
193.03 |
2.0% |
7% |
False |
True |
|
10 |
10,119.47 |
9,684.54 |
434.93 |
4.5% |
173.47 |
1.8% |
6% |
False |
True |
|
20 |
10,119.47 |
9,481.09 |
638.38 |
6.6% |
142.46 |
1.5% |
36% |
False |
False |
|
40 |
10,119.47 |
9,321.63 |
797.84 |
8.2% |
129.27 |
1.3% |
49% |
False |
False |
|
60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.3% |
131.68 |
1.4% |
59% |
False |
False |
|
80 |
10,119.47 |
8,093.31 |
2,026.16 |
20.9% |
129.69 |
1.3% |
80% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.9% |
131.99 |
1.4% |
80% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.9% |
137.53 |
1.4% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,141.89 |
2.618 |
10,688.86 |
1.618 |
10,411.27 |
1.000 |
10,239.72 |
0.618 |
10,133.68 |
HIGH |
9,962.13 |
0.618 |
9,856.09 |
0.500 |
9,823.34 |
0.382 |
9,790.58 |
LOW |
9,684.54 |
0.618 |
9,512.99 |
1.000 |
9,406.95 |
1.618 |
9,235.40 |
2.618 |
8,957.81 |
4.250 |
8,504.78 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,823.34 |
9,827.23 |
PP |
9,786.47 |
9,789.06 |
S1 |
9,749.60 |
9,750.90 |
|