| 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 |
2,748.0 |
2,812.0 |
64.0 |
2.3% |
2,885.0 |
| High |
2,823.0 |
2,812.0 |
-11.0 |
-0.4% |
2,892.0 |
| Low |
2,747.0 |
2,706.0 |
-41.0 |
-1.5% |
2,706.0 |
| Close |
2,810.0 |
2,721.0 |
-89.0 |
-3.2% |
2,721.0 |
| Range |
76.0 |
106.0 |
30.0 |
39.5% |
186.0 |
| ATR |
58.4 |
61.8 |
3.4 |
5.8% |
0.0 |
| Volume |
2,130 |
5,458 |
3,328 |
156.2% |
8,898 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.3 |
2,998.7 |
2,779.3 |
|
| R3 |
2,958.3 |
2,892.7 |
2,750.2 |
|
| R2 |
2,852.3 |
2,852.3 |
2,740.4 |
|
| R1 |
2,786.7 |
2,786.7 |
2,730.7 |
2,766.5 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,736.3 |
| S1 |
2,680.7 |
2,680.7 |
2,711.3 |
2,660.5 |
| S2 |
2,640.3 |
2,640.3 |
2,701.6 |
|
| S3 |
2,534.3 |
2,574.7 |
2,691.9 |
|
| S4 |
2,428.3 |
2,468.7 |
2,662.7 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.0 |
3,212.0 |
2,823.3 |
|
| R3 |
3,145.0 |
3,026.0 |
2,772.2 |
|
| R2 |
2,959.0 |
2,959.0 |
2,755.1 |
|
| R1 |
2,840.0 |
2,840.0 |
2,738.1 |
2,806.5 |
| PP |
2,773.0 |
2,773.0 |
2,773.0 |
2,756.3 |
| S1 |
2,654.0 |
2,654.0 |
2,704.0 |
2,620.5 |
| S2 |
2,587.0 |
2,587.0 |
2,686.9 |
|
| S3 |
2,401.0 |
2,468.0 |
2,669.9 |
|
| S4 |
2,215.0 |
2,282.0 |
2,618.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,892.0 |
2,706.0 |
186.0 |
6.8% |
74.6 |
2.7% |
8% |
False |
True |
1,779 |
| 10 |
2,948.0 |
2,706.0 |
242.0 |
8.9% |
65.0 |
2.4% |
6% |
False |
True |
1,034 |
| 20 |
2,948.0 |
2,706.0 |
242.0 |
8.9% |
55.0 |
2.0% |
6% |
False |
True |
715 |
| 40 |
2,948.0 |
2,706.0 |
242.0 |
8.9% |
50.8 |
1.9% |
6% |
False |
True |
3,820 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.9% |
46.9 |
1.7% |
40% |
False |
False |
2,604 |
| 80 |
2,948.0 |
2,250.0 |
698.0 |
25.7% |
43.3 |
1.6% |
67% |
False |
False |
2,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,262.5 |
|
2.618 |
3,089.5 |
|
1.618 |
2,983.5 |
|
1.000 |
2,918.0 |
|
0.618 |
2,877.5 |
|
HIGH |
2,812.0 |
|
0.618 |
2,771.5 |
|
0.500 |
2,759.0 |
|
0.382 |
2,746.5 |
|
LOW |
2,706.0 |
|
0.618 |
2,640.5 |
|
1.000 |
2,600.0 |
|
1.618 |
2,534.5 |
|
2.618 |
2,428.5 |
|
4.250 |
2,255.5 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.0 |
2,764.5 |
| PP |
2,746.3 |
2,750.0 |
| S1 |
2,733.7 |
2,735.5 |
|