| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
9,740 |
9,716 |
-24 |
-0.2% |
9,925 |
| High |
9,775 |
9,887 |
112 |
1.1% |
10,025 |
| Low |
9,627 |
9,712 |
85 |
0.9% |
9,632 |
| Close |
9,717 |
9,785 |
68 |
0.7% |
9,664 |
| Range |
148 |
175 |
27 |
18.2% |
393 |
| ATR |
167 |
168 |
1 |
0.3% |
0 |
| Volume |
219,769 |
173,566 |
-46,203 |
-21.0% |
932,513 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,320 |
10,227 |
9,881 |
|
| R3 |
10,145 |
10,052 |
9,833 |
|
| R2 |
9,970 |
9,970 |
9,817 |
|
| R1 |
9,877 |
9,877 |
9,801 |
9,924 |
| PP |
9,795 |
9,795 |
9,795 |
9,818 |
| S1 |
9,702 |
9,702 |
9,769 |
9,749 |
| S2 |
9,620 |
9,620 |
9,753 |
|
| S3 |
9,445 |
9,527 |
9,737 |
|
| S4 |
9,270 |
9,352 |
9,689 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,953 |
10,701 |
9,880 |
|
| R3 |
10,560 |
10,308 |
9,772 |
|
| R2 |
10,167 |
10,167 |
9,736 |
|
| R1 |
9,915 |
9,915 |
9,700 |
9,845 |
| PP |
9,774 |
9,774 |
9,774 |
9,738 |
| S1 |
9,522 |
9,522 |
9,628 |
9,452 |
| S2 |
9,381 |
9,381 |
9,592 |
|
| S3 |
8,988 |
9,129 |
9,556 |
|
| S4 |
8,595 |
8,736 |
9,448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,922 |
9,596 |
326 |
3.3% |
208 |
2.1% |
58% |
False |
False |
206,816 |
| 10 |
10,068 |
9,596 |
472 |
4.8% |
192 |
2.0% |
40% |
False |
False |
196,535 |
| 20 |
10,070 |
9,596 |
474 |
4.8% |
162 |
1.7% |
40% |
False |
False |
159,114 |
| 40 |
10,070 |
9,336 |
734 |
7.5% |
149 |
1.5% |
61% |
False |
False |
148,068 |
| 60 |
10,070 |
9,033 |
1,037 |
10.6% |
150 |
1.5% |
73% |
False |
False |
98,868 |
| 80 |
10,070 |
8,292 |
1,778 |
18.2% |
147 |
1.5% |
84% |
False |
False |
74,179 |
| 100 |
10,070 |
7,961 |
2,109 |
21.6% |
145 |
1.5% |
86% |
False |
False |
59,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,631 |
|
2.618 |
10,345 |
|
1.618 |
10,170 |
|
1.000 |
10,062 |
|
0.618 |
9,995 |
|
HIGH |
9,887 |
|
0.618 |
9,820 |
|
0.500 |
9,800 |
|
0.382 |
9,779 |
|
LOW |
9,712 |
|
0.618 |
9,604 |
|
1.000 |
9,537 |
|
1.618 |
9,429 |
|
2.618 |
9,254 |
|
4.250 |
8,968 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,800 |
9,771 |
| PP |
9,795 |
9,756 |
| S1 |
9,790 |
9,742 |
|