| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,817.0 |
2,728.0 |
-89.0 |
-3.2% |
2,889.0 |
| High |
2,824.0 |
2,774.0 |
-50.0 |
-1.8% |
2,897.0 |
| Low |
2,712.0 |
2,701.0 |
-11.0 |
-0.4% |
2,712.0 |
| Close |
2,726.0 |
2,750.0 |
24.0 |
0.9% |
2,726.0 |
| Range |
112.0 |
73.0 |
-39.0 |
-34.8% |
185.0 |
| ATR |
66.0 |
66.5 |
0.5 |
0.8% |
0.0 |
| Volume |
1,813,113 |
1,515,620 |
-297,493 |
-16.4% |
7,492,555 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.7 |
2,928.3 |
2,790.2 |
|
| R3 |
2,887.7 |
2,855.3 |
2,770.1 |
|
| R2 |
2,814.7 |
2,814.7 |
2,763.4 |
|
| R1 |
2,782.3 |
2,782.3 |
2,756.7 |
2,798.5 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,749.8 |
| S1 |
2,709.3 |
2,709.3 |
2,743.3 |
2,725.5 |
| S2 |
2,668.7 |
2,668.7 |
2,736.6 |
|
| S3 |
2,595.7 |
2,636.3 |
2,729.9 |
|
| S4 |
2,522.7 |
2,563.3 |
2,709.9 |
|
|
| 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 |
2,844.0 |
2,701.0 |
143.0 |
5.2% |
77.2 |
2.8% |
34% |
False |
True |
1,544,894 |
| 10 |
2,953.0 |
2,701.0 |
252.0 |
9.2% |
71.8 |
2.6% |
19% |
False |
True |
1,384,418 |
| 20 |
2,953.0 |
2,701.0 |
252.0 |
9.2% |
60.0 |
2.2% |
19% |
False |
True |
1,227,845 |
| 40 |
2,953.0 |
2,701.0 |
252.0 |
9.2% |
56.1 |
2.0% |
19% |
False |
True |
1,083,901 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.9% |
54.7 |
2.0% |
47% |
False |
False |
725,686 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
25.9% |
54.5 |
2.0% |
71% |
False |
False |
544,536 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.9% |
54.5 |
2.0% |
71% |
False |
False |
437,622 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.9% |
53.7 |
2.0% |
71% |
False |
False |
365,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.3 |
|
2.618 |
2,965.1 |
|
1.618 |
2,892.1 |
|
1.000 |
2,847.0 |
|
0.618 |
2,819.1 |
|
HIGH |
2,774.0 |
|
0.618 |
2,746.1 |
|
0.500 |
2,737.5 |
|
0.382 |
2,728.9 |
|
LOW |
2,701.0 |
|
0.618 |
2,655.9 |
|
1.000 |
2,628.0 |
|
1.618 |
2,582.9 |
|
2.618 |
2,509.9 |
|
4.250 |
2,390.8 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.8 |
2,765.5 |
| PP |
2,741.7 |
2,760.3 |
| S1 |
2,737.5 |
2,755.2 |
|