| 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 |
9,787.47 |
9,767.30 |
-20.17 |
-0.2% |
9,972.33 |
| High |
9,787.47 |
9,928.04 |
140.57 |
1.4% |
10,072.32 |
| Low |
9,703.89 |
9,767.14 |
63.25 |
0.7% |
9,684.54 |
| Close |
9,771.91 |
9,802.14 |
30.23 |
0.3% |
9,712.73 |
| Range |
83.58 |
160.90 |
77.32 |
92.5% |
387.78 |
| ATR |
147.73 |
148.67 |
0.94 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,315.14 |
10,219.54 |
9,890.64 |
|
| R3 |
10,154.24 |
10,058.64 |
9,846.39 |
|
| R2 |
9,993.34 |
9,993.34 |
9,831.64 |
|
| R1 |
9,897.74 |
9,897.74 |
9,816.89 |
9,945.54 |
| PP |
9,832.44 |
9,832.44 |
9,832.44 |
9,856.34 |
| S1 |
9,736.84 |
9,736.84 |
9,787.39 |
9,784.64 |
| S2 |
9,671.54 |
9,671.54 |
9,772.64 |
|
| S3 |
9,510.64 |
9,575.94 |
9,757.89 |
|
| S4 |
9,349.74 |
9,415.04 |
9,713.65 |
|
|
| 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% |
182.50 |
1.9% |
42% |
False |
False |
|
| 10 |
10,109.57 |
9,678.95 |
430.62 |
4.4% |
175.48 |
1.8% |
29% |
False |
False |
|
| 20 |
10,119.47 |
9,678.95 |
440.52 |
4.5% |
144.58 |
1.5% |
28% |
False |
False |
|
| 40 |
10,119.47 |
9,430.08 |
689.39 |
7.0% |
132.47 |
1.4% |
54% |
False |
False |
|
| 60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.2% |
132.45 |
1.4% |
68% |
False |
False |
|
| 80 |
10,119.47 |
8,363.95 |
1,755.52 |
17.9% |
130.40 |
1.3% |
82% |
False |
False |
|
| 100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.7% |
131.72 |
1.3% |
84% |
False |
False |
|
| 120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.7% |
137.18 |
1.4% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,611.87 |
|
2.618 |
10,349.28 |
|
1.618 |
10,188.38 |
|
1.000 |
10,088.94 |
|
0.618 |
10,027.48 |
|
HIGH |
9,928.04 |
|
0.618 |
9,866.58 |
|
0.500 |
9,847.59 |
|
0.382 |
9,828.60 |
|
LOW |
9,767.14 |
|
0.618 |
9,667.70 |
|
1.000 |
9,606.24 |
|
1.618 |
9,506.80 |
|
2.618 |
9,345.90 |
|
4.250 |
9,083.32 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,847.59 |
9,803.50 |
| PP |
9,832.44 |
9,803.04 |
| S1 |
9,817.29 |
9,802.59 |
|