| 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 |
1,061.25 |
1,031.25 |
-30.00 |
-2.8% |
1,076.50 |
| High |
1,062.75 |
1,049.50 |
-13.25 |
-1.2% |
1,088.50 |
| Low |
1,029.50 |
1,026.00 |
-3.50 |
-0.3% |
1,029.50 |
| Close |
1,033.00 |
1,039.00 |
6.00 |
0.6% |
1,033.00 |
| Range |
33.25 |
23.50 |
-9.75 |
-29.3% |
59.00 |
| ATR |
20.28 |
20.51 |
0.23 |
1.1% |
0.00 |
| Volume |
2,298,367 |
3,376,612 |
1,078,245 |
46.9% |
12,289,622 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.75 |
1,097.25 |
1,052.00 |
|
| R3 |
1,085.25 |
1,073.75 |
1,045.50 |
|
| R2 |
1,061.75 |
1,061.75 |
1,043.25 |
|
| R1 |
1,050.25 |
1,050.25 |
1,041.25 |
1,056.00 |
| PP |
1,038.25 |
1,038.25 |
1,038.25 |
1,041.00 |
| S1 |
1,026.75 |
1,026.75 |
1,036.75 |
1,032.50 |
| S2 |
1,014.75 |
1,014.75 |
1,034.75 |
|
| S3 |
991.25 |
1,003.25 |
1,032.50 |
|
| S4 |
967.75 |
979.75 |
1,026.00 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.25 |
1,189.25 |
1,065.50 |
|
| R3 |
1,168.25 |
1,130.25 |
1,049.25 |
|
| R2 |
1,109.25 |
1,109.25 |
1,043.75 |
|
| R1 |
1,071.25 |
1,071.25 |
1,038.50 |
1,060.75 |
| PP |
1,050.25 |
1,050.25 |
1,050.25 |
1,045.00 |
| S1 |
1,012.25 |
1,012.25 |
1,027.50 |
1,001.75 |
| S2 |
991.25 |
991.25 |
1,022.25 |
|
| S3 |
932.25 |
953.25 |
1,016.75 |
|
| S4 |
873.25 |
894.25 |
1,000.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,069.75 |
1,026.00 |
43.75 |
4.2% |
24.25 |
2.3% |
30% |
False |
True |
2,663,616 |
| 10 |
1,099.00 |
1,026.00 |
73.00 |
7.0% |
23.75 |
2.3% |
18% |
False |
True |
2,381,980 |
| 20 |
1,099.00 |
1,026.00 |
73.00 |
7.0% |
19.00 |
1.8% |
18% |
False |
True |
2,047,736 |
| 40 |
1,099.00 |
1,008.25 |
90.75 |
8.7% |
18.00 |
1.7% |
34% |
False |
False |
1,922,918 |
| 60 |
1,099.00 |
971.25 |
127.75 |
12.3% |
18.25 |
1.7% |
53% |
False |
False |
1,285,490 |
| 80 |
1,099.00 |
861.50 |
237.50 |
22.9% |
18.00 |
1.7% |
75% |
False |
False |
964,584 |
| 100 |
1,099.00 |
861.25 |
237.75 |
22.9% |
17.75 |
1.7% |
75% |
False |
False |
771,952 |
| 120 |
1,099.00 |
861.25 |
237.75 |
22.9% |
17.75 |
1.7% |
75% |
False |
False |
643,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,149.50 |
|
2.618 |
1,111.00 |
|
1.618 |
1,087.50 |
|
1.000 |
1,073.00 |
|
0.618 |
1,064.00 |
|
HIGH |
1,049.50 |
|
0.618 |
1,040.50 |
|
0.500 |
1,037.75 |
|
0.382 |
1,035.00 |
|
LOW |
1,026.00 |
|
0.618 |
1,011.50 |
|
1.000 |
1,002.50 |
|
1.618 |
988.00 |
|
2.618 |
964.50 |
|
4.250 |
926.00 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,038.50 |
1,045.00 |
| PP |
1,038.25 |
1,043.00 |
| S1 |
1,037.75 |
1,041.00 |
|