Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,049.0 |
1,064.0 |
15.0 |
1.4% |
1,004.1 |
High |
1,058.4 |
1,068.4 |
10.0 |
0.9% |
1,060.4 |
Low |
1,049.0 |
1,056.5 |
7.5 |
0.7% |
1,003.0 |
Close |
1,056.7 |
1,064.2 |
7.5 |
0.7% |
1,047.8 |
Range |
9.4 |
11.9 |
2.5 |
26.6% |
57.4 |
ATR |
15.2 |
15.0 |
-0.2 |
-1.6% |
0.0 |
Volume |
175 |
208 |
33 |
18.9% |
947 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,098.7 |
1,093.4 |
1,070.7 |
|
R3 |
1,086.8 |
1,081.5 |
1,067.5 |
|
R2 |
1,074.9 |
1,074.9 |
1,066.4 |
|
R1 |
1,069.6 |
1,069.6 |
1,065.3 |
1,072.3 |
PP |
1,063.0 |
1,063.0 |
1,063.0 |
1,064.4 |
S1 |
1,057.7 |
1,057.7 |
1,063.1 |
1,060.4 |
S2 |
1,051.1 |
1,051.1 |
1,062.0 |
|
S3 |
1,039.2 |
1,045.8 |
1,060.9 |
|
S4 |
1,027.3 |
1,033.9 |
1,057.7 |
|
|
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 |
1,068.4 |
1,038.3 |
30.1 |
2.8% |
10.8 |
1.0% |
86% |
True |
False |
180 |
10 |
1,068.4 |
986.8 |
81.6 |
7.7% |
14.2 |
1.3% |
95% |
True |
False |
867 |
20 |
1,068.4 |
984.7 |
83.7 |
7.9% |
14.5 |
1.4% |
95% |
True |
False |
3,295 |
40 |
1,068.4 |
932.3 |
136.1 |
12.8% |
14.9 |
1.4% |
97% |
True |
False |
4,004 |
60 |
1,068.4 |
926.5 |
141.9 |
13.3% |
14.5 |
1.4% |
97% |
True |
False |
4,771 |
80 |
1,068.4 |
906.4 |
162.0 |
15.2% |
14.2 |
1.3% |
97% |
True |
False |
4,144 |
100 |
1,068.4 |
906.4 |
162.0 |
15.2% |
14.7 |
1.4% |
97% |
True |
False |
3,601 |
120 |
1,068.4 |
885.0 |
183.4 |
17.2% |
14.3 |
1.3% |
98% |
True |
False |
3,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.0 |
2.618 |
1,099.6 |
1.618 |
1,087.7 |
1.000 |
1,080.3 |
0.618 |
1,075.8 |
HIGH |
1,068.4 |
0.618 |
1,063.9 |
0.500 |
1,062.5 |
0.382 |
1,061.0 |
LOW |
1,056.5 |
0.618 |
1,049.1 |
1.000 |
1,044.6 |
1.618 |
1,037.2 |
2.618 |
1,025.3 |
4.250 |
1,005.9 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.6 |
1,061.5 |
PP |
1,063.0 |
1,058.9 |
S1 |
1,062.5 |
1,056.2 |
|