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 |
9,712.13 |
9,787.47 |
75.34 |
0.8% |
9,972.33 |
High |
9,858.59 |
9,787.47 |
-71.12 |
-0.7% |
10,072.32 |
Low |
9,678.95 |
9,703.89 |
24.94 |
0.3% |
9,684.54 |
Close |
9,789.44 |
9,771.91 |
-17.53 |
-0.2% |
9,712.73 |
Range |
179.64 |
83.58 |
-96.06 |
-53.5% |
387.78 |
ATR |
152.51 |
147.73 |
-4.78 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,005.16 |
9,972.12 |
9,817.88 |
|
R3 |
9,921.58 |
9,888.54 |
9,794.89 |
|
R2 |
9,838.00 |
9,838.00 |
9,787.23 |
|
R1 |
9,804.96 |
9,804.96 |
9,779.57 |
9,779.69 |
PP |
9,754.42 |
9,754.42 |
9,754.42 |
9,741.79 |
S1 |
9,721.38 |
9,721.38 |
9,764.25 |
9,696.11 |
S2 |
9,670.84 |
9,670.84 |
9,756.59 |
|
S3 |
9,587.26 |
9,637.80 |
9,748.93 |
|
S4 |
9,503.68 |
9,554.22 |
9,725.94 |
|
|
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 |
9,969.91 |
9,678.95 |
290.96 |
3.0% |
179.19 |
1.8% |
32% |
False |
False |
|
10 |
10,119.47 |
9,678.95 |
440.52 |
4.5% |
176.96 |
1.8% |
21% |
False |
False |
|
20 |
10,119.47 |
9,675.62 |
443.85 |
4.5% |
139.77 |
1.4% |
22% |
False |
False |
|
40 |
10,119.47 |
9,430.08 |
689.39 |
7.1% |
130.97 |
1.3% |
50% |
False |
False |
|
60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.3% |
131.72 |
1.3% |
65% |
False |
False |
|
80 |
10,119.47 |
8,285.20 |
1,834.27 |
18.8% |
129.33 |
1.3% |
81% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
132.32 |
1.4% |
83% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
137.21 |
1.4% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,142.69 |
2.618 |
10,006.28 |
1.618 |
9,922.70 |
1.000 |
9,871.05 |
0.618 |
9,839.12 |
HIGH |
9,787.47 |
0.618 |
9,755.54 |
0.500 |
9,745.68 |
0.382 |
9,735.82 |
LOW |
9,703.89 |
0.618 |
9,652.24 |
1.000 |
9,620.31 |
1.618 |
9,568.66 |
2.618 |
9,485.08 |
4.250 |
9,348.68 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
9,763.17 |
9,820.54 |
PP |
9,754.42 |
9,804.33 |
S1 |
9,745.68 |
9,788.12 |
|