| 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 |
2,812.0 |
2,727.0 |
-85.0 |
-3.0% |
2,885.0 |
| High |
2,812.0 |
2,765.0 |
-47.0 |
-1.7% |
2,892.0 |
| Low |
2,706.0 |
2,700.0 |
-6.0 |
-0.2% |
2,706.0 |
| Close |
2,721.0 |
2,745.0 |
24.0 |
0.9% |
2,721.0 |
| Range |
106.0 |
65.0 |
-41.0 |
-38.7% |
186.0 |
| ATR |
61.8 |
62.0 |
0.2 |
0.4% |
0.0 |
| Volume |
5,458 |
3,670 |
-1,788 |
-32.8% |
8,898 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.7 |
2,903.3 |
2,780.8 |
|
| R3 |
2,866.7 |
2,838.3 |
2,762.9 |
|
| R2 |
2,801.7 |
2,801.7 |
2,756.9 |
|
| R1 |
2,773.3 |
2,773.3 |
2,751.0 |
2,787.5 |
| PP |
2,736.7 |
2,736.7 |
2,736.7 |
2,743.8 |
| S1 |
2,708.3 |
2,708.3 |
2,739.0 |
2,722.5 |
| S2 |
2,671.7 |
2,671.7 |
2,733.1 |
|
| S3 |
2,606.7 |
2,643.3 |
2,727.1 |
|
| S4 |
2,541.7 |
2,578.3 |
2,709.3 |
|
|
| 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 |
2,838.0 |
2,700.0 |
138.0 |
5.0% |
71.6 |
2.6% |
33% |
False |
True |
2,437 |
| 10 |
2,948.0 |
2,700.0 |
248.0 |
9.0% |
67.5 |
2.5% |
18% |
False |
True |
1,385 |
| 20 |
2,948.0 |
2,700.0 |
248.0 |
9.0% |
55.3 |
2.0% |
18% |
False |
True |
892 |
| 40 |
2,948.0 |
2,700.0 |
248.0 |
9.0% |
51.8 |
1.9% |
18% |
False |
True |
3,897 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.8% |
47.8 |
1.7% |
46% |
False |
False |
2,664 |
| 80 |
2,948.0 |
2,333.0 |
615.0 |
22.4% |
43.5 |
1.6% |
67% |
False |
False |
2,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.3 |
|
2.618 |
2,935.2 |
|
1.618 |
2,870.2 |
|
1.000 |
2,830.0 |
|
0.618 |
2,805.2 |
|
HIGH |
2,765.0 |
|
0.618 |
2,740.2 |
|
0.500 |
2,732.5 |
|
0.382 |
2,724.8 |
|
LOW |
2,700.0 |
|
0.618 |
2,659.8 |
|
1.000 |
2,635.0 |
|
1.618 |
2,594.8 |
|
2.618 |
2,529.8 |
|
4.250 |
2,423.8 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,740.8 |
2,761.5 |
| PP |
2,736.7 |
2,756.0 |
| S1 |
2,732.5 |
2,750.5 |
|