| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,727.0 |
2,720.0 |
-7.0 |
-0.3% |
2,885.0 |
| High |
2,765.0 |
2,720.0 |
-45.0 |
-1.6% |
2,892.0 |
| Low |
2,700.0 |
2,679.0 |
-21.0 |
-0.8% |
2,706.0 |
| Close |
2,745.0 |
2,699.0 |
-46.0 |
-1.7% |
2,721.0 |
| Range |
65.0 |
41.0 |
-24.0 |
-36.9% |
186.0 |
| ATR |
62.0 |
62.3 |
0.3 |
0.5% |
0.0 |
| Volume |
3,670 |
3,499 |
-171 |
-4.7% |
8,898 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.3 |
2,801.7 |
2,721.6 |
|
| R3 |
2,781.3 |
2,760.7 |
2,710.3 |
|
| R2 |
2,740.3 |
2,740.3 |
2,706.5 |
|
| R1 |
2,719.7 |
2,719.7 |
2,702.8 |
2,709.5 |
| PP |
2,699.3 |
2,699.3 |
2,699.3 |
2,694.3 |
| S1 |
2,678.7 |
2,678.7 |
2,695.2 |
2,668.5 |
| S2 |
2,658.3 |
2,658.3 |
2,691.5 |
|
| S3 |
2,617.3 |
2,637.7 |
2,687.7 |
|
| S4 |
2,576.3 |
2,596.7 |
2,676.5 |
|
|
| 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 |
2,823.0 |
2,679.0 |
144.0 |
5.3% |
72.4 |
2.7% |
14% |
False |
True |
3,085 |
| 10 |
2,934.0 |
2,679.0 |
255.0 |
9.4% |
66.1 |
2.4% |
8% |
False |
True |
1,712 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
10.0% |
53.9 |
2.0% |
7% |
False |
True |
1,057 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
10.0% |
52.4 |
1.9% |
7% |
False |
True |
3,889 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
14.0% |
47.5 |
1.8% |
34% |
False |
False |
2,722 |
| 80 |
2,948.0 |
2,372.0 |
576.0 |
21.3% |
43.6 |
1.6% |
57% |
False |
False |
2,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.3 |
|
2.618 |
2,827.3 |
|
1.618 |
2,786.3 |
|
1.000 |
2,761.0 |
|
0.618 |
2,745.3 |
|
HIGH |
2,720.0 |
|
0.618 |
2,704.3 |
|
0.500 |
2,699.5 |
|
0.382 |
2,694.7 |
|
LOW |
2,679.0 |
|
0.618 |
2,653.7 |
|
1.000 |
2,638.0 |
|
1.618 |
2,612.7 |
|
2.618 |
2,571.7 |
|
4.250 |
2,504.8 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.5 |
2,745.5 |
| PP |
2,699.3 |
2,730.0 |
| S1 |
2,699.2 |
2,714.5 |
|