| 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 |
1,680.75 |
1,707.00 |
26.25 |
1.6% |
1,751.00 |
| High |
1,713.00 |
1,711.75 |
-1.25 |
-0.1% |
1,777.25 |
| Low |
1,677.25 |
1,660.00 |
-17.25 |
-1.0% |
1,660.00 |
| Close |
1,707.50 |
1,665.50 |
-42.00 |
-2.5% |
1,665.50 |
| Range |
35.75 |
51.75 |
16.00 |
44.8% |
117.25 |
| ATR |
31.43 |
32.88 |
1.45 |
4.6% |
0.00 |
| Volume |
441,310 |
297,972 |
-143,338 |
-32.5% |
1,933,478 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,834.25 |
1,801.75 |
1,694.00 |
|
| R3 |
1,782.50 |
1,750.00 |
1,679.75 |
|
| R2 |
1,730.75 |
1,730.75 |
1,675.00 |
|
| R1 |
1,698.25 |
1,698.25 |
1,670.25 |
1,688.50 |
| PP |
1,679.00 |
1,679.00 |
1,679.00 |
1,674.25 |
| S1 |
1,646.50 |
1,646.50 |
1,660.75 |
1,637.00 |
| S2 |
1,627.25 |
1,627.25 |
1,656.00 |
|
| S3 |
1,575.50 |
1,594.75 |
1,651.25 |
|
| S4 |
1,523.75 |
1,543.00 |
1,637.00 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.75 |
1,976.25 |
1,730.00 |
|
| R3 |
1,935.50 |
1,859.00 |
1,697.75 |
|
| R2 |
1,818.25 |
1,818.25 |
1,687.00 |
|
| R1 |
1,741.75 |
1,741.75 |
1,676.25 |
1,721.50 |
| PP |
1,701.00 |
1,701.00 |
1,701.00 |
1,690.75 |
| S1 |
1,624.50 |
1,624.50 |
1,654.75 |
1,604.00 |
| S2 |
1,583.75 |
1,583.75 |
1,644.00 |
|
| S3 |
1,466.50 |
1,507.25 |
1,633.25 |
|
| S4 |
1,349.25 |
1,390.00 |
1,601.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,777.25 |
1,660.00 |
117.25 |
7.0% |
42.25 |
2.5% |
5% |
False |
True |
386,695 |
| 10 |
1,779.25 |
1,660.00 |
119.25 |
7.2% |
36.75 |
2.2% |
5% |
False |
True |
352,906 |
| 20 |
1,779.25 |
1,658.00 |
121.25 |
7.3% |
29.75 |
1.8% |
6% |
False |
False |
309,260 |
| 40 |
1,779.25 |
1,599.25 |
180.00 |
10.8% |
29.50 |
1.8% |
37% |
False |
False |
276,220 |
| 60 |
1,779.25 |
1,559.25 |
220.00 |
13.2% |
30.25 |
1.8% |
48% |
False |
False |
184,440 |
| 80 |
1,779.25 |
1,398.50 |
380.75 |
22.9% |
29.25 |
1.8% |
70% |
False |
False |
138,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,931.75 |
|
2.618 |
1,847.25 |
|
1.618 |
1,795.50 |
|
1.000 |
1,763.50 |
|
0.618 |
1,743.75 |
|
HIGH |
1,711.75 |
|
0.618 |
1,692.00 |
|
0.500 |
1,686.00 |
|
0.382 |
1,679.75 |
|
LOW |
1,660.00 |
|
0.618 |
1,628.00 |
|
1.000 |
1,608.25 |
|
1.618 |
1,576.25 |
|
2.618 |
1,524.50 |
|
4.250 |
1,440.00 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,686.00 |
1,691.50 |
| PP |
1,679.00 |
1,682.75 |
| S1 |
1,672.25 |
1,674.25 |
|