Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,881.11 |
9,762.91 |
-118.20 |
-1.2% |
9,996.67 |
High |
9,902.42 |
9,969.91 |
67.49 |
0.7% |
10,119.47 |
Low |
9,758.08 |
9,759.13 |
1.05 |
0.0% |
9,916.78 |
Close |
9,762.69 |
9,962.58 |
199.89 |
2.0% |
9,972.18 |
Range |
144.34 |
210.78 |
66.44 |
46.0% |
202.69 |
ATR |
135.21 |
140.61 |
5.40 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,529.55 |
10,456.84 |
10,078.51 |
|
R3 |
10,318.77 |
10,246.06 |
10,020.54 |
|
R2 |
10,107.99 |
10,107.99 |
10,001.22 |
|
R1 |
10,035.28 |
10,035.28 |
9,981.90 |
10,071.64 |
PP |
9,897.21 |
9,897.21 |
9,897.21 |
9,915.38 |
S1 |
9,824.50 |
9,824.50 |
9,943.26 |
9,860.86 |
S2 |
9,686.43 |
9,686.43 |
9,923.94 |
|
S3 |
9,475.65 |
9,613.72 |
9,904.62 |
|
S4 |
9,264.87 |
9,402.94 |
9,846.65 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,610.88 |
10,494.22 |
10,083.66 |
|
R3 |
10,408.19 |
10,291.53 |
10,027.92 |
|
R2 |
10,205.50 |
10,205.50 |
10,009.34 |
|
R1 |
10,088.84 |
10,088.84 |
9,990.76 |
10,045.83 |
PP |
10,002.81 |
10,002.81 |
10,002.81 |
9,981.30 |
S1 |
9,886.15 |
9,886.15 |
9,953.60 |
9,843.14 |
S2 |
9,800.12 |
9,800.12 |
9,935.02 |
|
S3 |
9,597.43 |
9,683.46 |
9,916.44 |
|
S4 |
9,394.74 |
9,480.77 |
9,860.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,109.57 |
9,758.08 |
351.49 |
3.5% |
172.93 |
1.7% |
58% |
False |
False |
|
10 |
10,119.47 |
9,758.08 |
361.39 |
3.6% |
157.89 |
1.6% |
57% |
False |
False |
|
20 |
10,119.47 |
9,430.08 |
689.39 |
6.9% |
133.31 |
1.3% |
77% |
False |
False |
|
40 |
10,119.47 |
9,252.93 |
866.54 |
8.7% |
124.76 |
1.3% |
82% |
False |
False |
|
60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.1% |
129.00 |
1.3% |
84% |
False |
False |
|
80 |
10,119.47 |
8,093.31 |
2,026.16 |
20.3% |
127.26 |
1.3% |
92% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
131.16 |
1.3% |
92% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
136.49 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,865.73 |
2.618 |
10,521.73 |
1.618 |
10,310.95 |
1.000 |
10,180.69 |
0.618 |
10,100.17 |
HIGH |
9,969.91 |
0.618 |
9,889.39 |
0.500 |
9,864.52 |
0.382 |
9,839.65 |
LOW |
9,759.13 |
0.618 |
9,628.87 |
1.000 |
9,548.35 |
1.618 |
9,418.09 |
2.618 |
9,207.31 |
4.250 |
8,863.32 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,929.89 |
9,929.72 |
PP |
9,897.21 |
9,896.86 |
S1 |
9,864.52 |
9,864.00 |
|