| 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 |
2,747.0 |
2,817.0 |
70.0 |
2.5% |
2,889.0 |
| High |
2,830.0 |
2,824.0 |
-6.0 |
-0.2% |
2,897.0 |
| Low |
2,745.0 |
2,712.0 |
-33.0 |
-1.2% |
2,712.0 |
| Close |
2,815.0 |
2,726.0 |
-89.0 |
-3.2% |
2,726.0 |
| Range |
85.0 |
112.0 |
27.0 |
31.8% |
185.0 |
| ATR |
62.4 |
66.0 |
3.5 |
5.7% |
0.0 |
| Volume |
1,457,989 |
1,813,113 |
355,124 |
24.4% |
7,492,555 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,020.0 |
2,787.6 |
|
| R3 |
2,978.0 |
2,908.0 |
2,756.8 |
|
| R2 |
2,866.0 |
2,866.0 |
2,746.5 |
|
| R1 |
2,796.0 |
2,796.0 |
2,736.3 |
2,775.0 |
| PP |
2,754.0 |
2,754.0 |
2,754.0 |
2,743.5 |
| S1 |
2,684.0 |
2,684.0 |
2,715.7 |
2,663.0 |
| S2 |
2,642.0 |
2,642.0 |
2,705.5 |
|
| S3 |
2,530.0 |
2,572.0 |
2,695.2 |
|
| S4 |
2,418.0 |
2,460.0 |
2,664.4 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,333.3 |
3,214.7 |
2,827.8 |
|
| R3 |
3,148.3 |
3,029.7 |
2,776.9 |
|
| R2 |
2,963.3 |
2,963.3 |
2,759.9 |
|
| R1 |
2,844.7 |
2,844.7 |
2,743.0 |
2,811.5 |
| PP |
2,778.3 |
2,778.3 |
2,778.3 |
2,761.8 |
| S1 |
2,659.7 |
2,659.7 |
2,709.0 |
2,626.5 |
| S2 |
2,593.3 |
2,593.3 |
2,692.1 |
|
| S3 |
2,408.3 |
2,474.7 |
2,675.1 |
|
| S4 |
2,223.3 |
2,289.7 |
2,624.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,897.0 |
2,712.0 |
185.0 |
6.8% |
79.0 |
2.9% |
8% |
False |
True |
1,498,511 |
| 10 |
2,953.0 |
2,712.0 |
241.0 |
8.8% |
69.4 |
2.5% |
6% |
False |
True |
1,323,647 |
| 20 |
2,953.0 |
2,712.0 |
241.0 |
8.8% |
59.7 |
2.2% |
6% |
False |
True |
1,204,883 |
| 40 |
2,953.0 |
2,695.0 |
258.0 |
9.5% |
55.7 |
2.0% |
12% |
False |
False |
1,046,803 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
14.0% |
54.8 |
2.0% |
41% |
False |
False |
700,434 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
26.1% |
54.0 |
2.0% |
68% |
False |
False |
525,625 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
26.1% |
54.0 |
2.0% |
68% |
False |
False |
422,516 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
26.1% |
53.4 |
2.0% |
68% |
False |
False |
353,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,300.0 |
|
2.618 |
3,117.2 |
|
1.618 |
3,005.2 |
|
1.000 |
2,936.0 |
|
0.618 |
2,893.2 |
|
HIGH |
2,824.0 |
|
0.618 |
2,781.2 |
|
0.500 |
2,768.0 |
|
0.382 |
2,754.8 |
|
LOW |
2,712.0 |
|
0.618 |
2,642.8 |
|
1.000 |
2,600.0 |
|
1.618 |
2,530.8 |
|
2.618 |
2,418.8 |
|
4.250 |
2,236.0 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.0 |
2,771.0 |
| PP |
2,754.0 |
2,756.0 |
| S1 |
2,740.0 |
2,741.0 |
|