| 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 |
2,720.0 |
2,718.0 |
-2.0 |
-0.1% |
2,885.0 |
| High |
2,720.0 |
2,755.0 |
35.0 |
1.3% |
2,892.0 |
| Low |
2,679.0 |
2,716.0 |
37.0 |
1.4% |
2,706.0 |
| Close |
2,699.0 |
2,747.0 |
48.0 |
1.8% |
2,721.0 |
| Range |
41.0 |
39.0 |
-2.0 |
-4.9% |
186.0 |
| ATR |
62.3 |
61.8 |
-0.4 |
-0.7% |
0.0 |
| Volume |
3,499 |
66,683 |
63,184 |
1,805.8% |
8,898 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.3 |
2,840.7 |
2,768.5 |
|
| R3 |
2,817.3 |
2,801.7 |
2,757.7 |
|
| R2 |
2,778.3 |
2,778.3 |
2,754.2 |
|
| R1 |
2,762.7 |
2,762.7 |
2,750.6 |
2,770.5 |
| PP |
2,739.3 |
2,739.3 |
2,739.3 |
2,743.3 |
| S1 |
2,723.7 |
2,723.7 |
2,743.4 |
2,731.5 |
| S2 |
2,700.3 |
2,700.3 |
2,739.9 |
|
| S3 |
2,661.3 |
2,684.7 |
2,736.3 |
|
| S4 |
2,622.3 |
2,645.7 |
2,725.6 |
|
|
| 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 |
5.2% |
65.4 |
2.4% |
47% |
False |
False |
16,288 |
| 10 |
2,926.0 |
2,679.0 |
247.0 |
9.0% |
63.5 |
2.3% |
28% |
False |
False |
8,336 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.8% |
54.5 |
2.0% |
25% |
False |
False |
4,388 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.8% |
52.0 |
1.9% |
25% |
False |
False |
5,429 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.8% |
47.7 |
1.7% |
47% |
False |
False |
3,823 |
| 80 |
2,948.0 |
2,426.0 |
522.0 |
19.0% |
43.3 |
1.6% |
61% |
False |
False |
2,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.8 |
|
2.618 |
2,857.1 |
|
1.618 |
2,818.1 |
|
1.000 |
2,794.0 |
|
0.618 |
2,779.1 |
|
HIGH |
2,755.0 |
|
0.618 |
2,740.1 |
|
0.500 |
2,735.5 |
|
0.382 |
2,730.9 |
|
LOW |
2,716.0 |
|
0.618 |
2,691.9 |
|
1.000 |
2,677.0 |
|
1.618 |
2,652.9 |
|
2.618 |
2,613.9 |
|
4.250 |
2,550.3 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.2 |
2,738.7 |
| PP |
2,739.3 |
2,730.3 |
| S1 |
2,735.5 |
2,722.0 |
|