| 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 |
9,961.52 |
9,712.13 |
-249.39 |
-2.5% |
9,972.33 |
| High |
9,962.13 |
9,858.59 |
-103.54 |
-1.0% |
10,072.32 |
| Low |
9,684.54 |
9,678.95 |
-5.59 |
-0.1% |
9,684.54 |
| Close |
9,712.73 |
9,789.44 |
76.71 |
0.8% |
9,712.73 |
| Range |
277.59 |
179.64 |
-97.95 |
-35.3% |
387.78 |
| ATR |
150.43 |
152.51 |
2.09 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,314.58 |
10,231.65 |
9,888.24 |
|
| R3 |
10,134.94 |
10,052.01 |
9,838.84 |
|
| R2 |
9,955.30 |
9,955.30 |
9,822.37 |
|
| R1 |
9,872.37 |
9,872.37 |
9,805.91 |
9,913.84 |
| PP |
9,775.66 |
9,775.66 |
9,775.66 |
9,796.39 |
| S1 |
9,692.73 |
9,692.73 |
9,772.97 |
9,734.20 |
| S2 |
9,596.02 |
9,596.02 |
9,756.51 |
|
| S3 |
9,416.38 |
9,513.09 |
9,740.04 |
|
| S4 |
9,236.74 |
9,333.45 |
9,690.64 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,986.54 |
10,737.41 |
9,926.01 |
|
| R3 |
10,598.76 |
10,349.63 |
9,819.37 |
|
| R2 |
10,210.98 |
10,210.98 |
9,783.82 |
|
| R1 |
9,961.85 |
9,961.85 |
9,748.28 |
9,892.53 |
| PP |
9,823.20 |
9,823.20 |
9,823.20 |
9,788.53 |
| S1 |
9,574.07 |
9,574.07 |
9,677.18 |
9,504.75 |
| S2 |
9,435.42 |
9,435.42 |
9,641.64 |
|
| S3 |
9,047.64 |
9,186.29 |
9,606.09 |
|
| S4 |
8,659.86 |
8,798.51 |
9,499.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,969.91 |
9,678.95 |
290.96 |
3.0% |
184.39 |
1.9% |
38% |
False |
True |
|
| 10 |
10,119.47 |
9,678.95 |
440.52 |
4.5% |
179.16 |
1.8% |
25% |
False |
True |
|
| 20 |
10,119.47 |
9,601.26 |
518.21 |
5.3% |
144.24 |
1.5% |
36% |
False |
False |
|
| 40 |
10,119.47 |
9,430.08 |
689.39 |
7.0% |
130.66 |
1.3% |
52% |
False |
False |
|
| 60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.2% |
131.69 |
1.3% |
67% |
False |
False |
|
| 80 |
10,119.47 |
8,130.42 |
1,989.05 |
20.3% |
130.81 |
1.3% |
83% |
False |
False |
|
| 100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
132.37 |
1.4% |
84% |
False |
False |
|
| 120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
137.37 |
1.4% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,622.06 |
|
2.618 |
10,328.89 |
|
1.618 |
10,149.25 |
|
1.000 |
10,038.23 |
|
0.618 |
9,969.61 |
|
HIGH |
9,858.59 |
|
0.618 |
9,789.97 |
|
0.500 |
9,768.77 |
|
0.382 |
9,747.57 |
|
LOW |
9,678.95 |
|
0.618 |
9,567.93 |
|
1.000 |
9,499.31 |
|
1.618 |
9,388.29 |
|
2.618 |
9,208.65 |
|
4.250 |
8,915.48 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,782.55 |
9,824.43 |
| PP |
9,775.66 |
9,812.77 |
| S1 |
9,768.77 |
9,801.10 |
|