| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,718.0 |
2,719.0 |
1.0 |
0.0% |
2,885.0 |
| High |
2,755.0 |
2,792.0 |
37.0 |
1.3% |
2,892.0 |
| Low |
2,716.0 |
2,704.0 |
-12.0 |
-0.4% |
2,706.0 |
| Close |
2,747.0 |
2,779.0 |
32.0 |
1.2% |
2,721.0 |
| Range |
39.0 |
88.0 |
49.0 |
125.6% |
186.0 |
| ATR |
61.8 |
63.7 |
1.9 |
3.0% |
0.0 |
| Volume |
66,683 |
2,234 |
-64,449 |
-96.6% |
8,898 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.3 |
2,988.7 |
2,827.4 |
|
| R3 |
2,934.3 |
2,900.7 |
2,803.2 |
|
| R2 |
2,846.3 |
2,846.3 |
2,795.1 |
|
| R1 |
2,812.7 |
2,812.7 |
2,787.1 |
2,829.5 |
| PP |
2,758.3 |
2,758.3 |
2,758.3 |
2,766.8 |
| S1 |
2,724.7 |
2,724.7 |
2,770.9 |
2,741.5 |
| S2 |
2,670.3 |
2,670.3 |
2,762.9 |
|
| S3 |
2,582.3 |
2,636.7 |
2,754.8 |
|
| S4 |
2,494.3 |
2,548.7 |
2,730.6 |
|
|
| 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 |
2,812.0 |
2,679.0 |
133.0 |
4.8% |
67.8 |
2.4% |
75% |
False |
False |
16,308 |
| 10 |
2,926.0 |
2,679.0 |
247.0 |
8.9% |
67.2 |
2.4% |
40% |
False |
False |
8,532 |
| 20 |
2,948.0 |
2,679.0 |
269.0 |
9.7% |
57.3 |
2.1% |
37% |
False |
False |
4,430 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.7% |
53.0 |
1.9% |
37% |
False |
False |
5,338 |
| 60 |
2,948.0 |
2,570.0 |
378.0 |
13.6% |
48.4 |
1.7% |
55% |
False |
False |
3,852 |
| 80 |
2,948.0 |
2,451.0 |
497.0 |
17.9% |
44.1 |
1.6% |
66% |
False |
False |
2,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.0 |
|
2.618 |
3,022.4 |
|
1.618 |
2,934.4 |
|
1.000 |
2,880.0 |
|
0.618 |
2,846.4 |
|
HIGH |
2,792.0 |
|
0.618 |
2,758.4 |
|
0.500 |
2,748.0 |
|
0.382 |
2,737.6 |
|
LOW |
2,704.0 |
|
0.618 |
2,649.6 |
|
1.000 |
2,616.0 |
|
1.618 |
2,561.6 |
|
2.618 |
2,473.6 |
|
4.250 |
2,330.0 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.7 |
2,764.5 |
| PP |
2,758.3 |
2,750.0 |
| S1 |
2,748.0 |
2,735.5 |
|