Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,049.3 |
1,049.0 |
-0.3 |
0.0% |
1,004.1 |
High |
1,051.5 |
1,058.4 |
6.9 |
0.7% |
1,060.4 |
Low |
1,044.0 |
1,049.0 |
5.0 |
0.5% |
1,003.0 |
Close |
1,047.8 |
1,056.7 |
8.9 |
0.8% |
1,047.8 |
Range |
7.5 |
9.4 |
1.9 |
25.3% |
57.4 |
ATR |
15.6 |
15.2 |
-0.4 |
-2.3% |
0.0 |
Volume |
160 |
175 |
15 |
9.4% |
947 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.9 |
1,079.2 |
1,061.9 |
|
R3 |
1,073.5 |
1,069.8 |
1,059.3 |
|
R2 |
1,064.1 |
1,064.1 |
1,058.4 |
|
R1 |
1,060.4 |
1,060.4 |
1,057.6 |
1,062.3 |
PP |
1,054.7 |
1,054.7 |
1,054.7 |
1,055.6 |
S1 |
1,051.0 |
1,051.0 |
1,055.8 |
1,052.9 |
S2 |
1,045.3 |
1,045.3 |
1,055.0 |
|
S3 |
1,035.9 |
1,041.6 |
1,054.1 |
|
S4 |
1,026.5 |
1,032.2 |
1,051.5 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.3 |
1,185.9 |
1,079.4 |
|
R3 |
1,151.9 |
1,128.5 |
1,063.6 |
|
R2 |
1,094.5 |
1,094.5 |
1,058.3 |
|
R1 |
1,071.1 |
1,071.1 |
1,053.1 |
1,082.8 |
PP |
1,037.1 |
1,037.1 |
1,037.1 |
1,042.9 |
S1 |
1,013.7 |
1,013.7 |
1,042.5 |
1,025.4 |
S2 |
979.7 |
979.7 |
1,037.3 |
|
S3 |
922.3 |
956.3 |
1,032.0 |
|
S4 |
864.9 |
898.9 |
1,016.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,060.4 |
1,018.3 |
42.1 |
4.0% |
13.5 |
1.3% |
91% |
False |
False |
175 |
10 |
1,060.4 |
984.7 |
75.7 |
7.2% |
14.1 |
1.3% |
95% |
False |
False |
1,546 |
20 |
1,060.4 |
984.7 |
75.7 |
7.2% |
14.8 |
1.4% |
95% |
False |
False |
3,659 |
40 |
1,060.4 |
930.2 |
130.2 |
12.3% |
15.1 |
1.4% |
97% |
False |
False |
4,082 |
60 |
1,060.4 |
926.5 |
133.9 |
12.7% |
14.6 |
1.4% |
97% |
False |
False |
4,793 |
80 |
1,060.4 |
906.4 |
154.0 |
14.6% |
14.2 |
1.3% |
98% |
False |
False |
4,145 |
100 |
1,060.4 |
906.4 |
154.0 |
14.6% |
14.7 |
1.4% |
98% |
False |
False |
3,636 |
120 |
1,060.4 |
885.0 |
175.4 |
16.6% |
14.3 |
1.4% |
98% |
False |
False |
3,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,098.4 |
2.618 |
1,083.0 |
1.618 |
1,073.6 |
1.000 |
1,067.8 |
0.618 |
1,064.2 |
HIGH |
1,058.4 |
0.618 |
1,054.8 |
0.500 |
1,053.7 |
0.382 |
1,052.6 |
LOW |
1,049.0 |
0.618 |
1,043.2 |
1.000 |
1,039.6 |
1.618 |
1,033.8 |
2.618 |
1,024.4 |
4.250 |
1,009.1 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,055.7 |
1,055.2 |
PP |
1,054.7 |
1,053.7 |
S1 |
1,053.7 |
1,052.2 |
|