Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,064.0 |
1,064.0 |
0.0 |
0.0% |
1,004.1 |
High |
1,068.4 |
1,070.2 |
1.8 |
0.2% |
1,060.4 |
Low |
1,056.5 |
1,057.6 |
1.1 |
0.1% |
1,003.0 |
Close |
1,064.2 |
1,063.9 |
-0.3 |
0.0% |
1,047.8 |
Range |
11.9 |
12.6 |
0.7 |
5.9% |
57.4 |
ATR |
15.0 |
14.8 |
-0.2 |
-1.1% |
0.0 |
Volume |
208 |
183 |
-25 |
-12.0% |
947 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.7 |
1,095.4 |
1,070.8 |
|
R3 |
1,089.1 |
1,082.8 |
1,067.4 |
|
R2 |
1,076.5 |
1,076.5 |
1,066.2 |
|
R1 |
1,070.2 |
1,070.2 |
1,065.1 |
1,067.1 |
PP |
1,063.9 |
1,063.9 |
1,063.9 |
1,062.3 |
S1 |
1,057.6 |
1,057.6 |
1,062.7 |
1,054.5 |
S2 |
1,051.3 |
1,051.3 |
1,061.6 |
|
S3 |
1,038.7 |
1,045.0 |
1,060.4 |
|
S4 |
1,026.1 |
1,032.4 |
1,057.0 |
|
|
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 |
1,070.2 |
1,044.0 |
26.2 |
2.5% |
11.3 |
1.1% |
76% |
True |
False |
181 |
10 |
1,070.2 |
986.8 |
83.4 |
7.8% |
13.8 |
1.3% |
92% |
True |
False |
311 |
20 |
1,070.2 |
984.7 |
85.5 |
8.0% |
14.3 |
1.3% |
93% |
True |
False |
3,143 |
40 |
1,070.2 |
932.3 |
137.9 |
13.0% |
15.1 |
1.4% |
95% |
True |
False |
3,838 |
60 |
1,070.2 |
926.5 |
143.7 |
13.5% |
14.6 |
1.4% |
96% |
True |
False |
4,686 |
80 |
1,070.2 |
906.4 |
163.8 |
15.4% |
14.2 |
1.3% |
96% |
True |
False |
4,141 |
100 |
1,070.2 |
906.4 |
163.8 |
15.4% |
14.7 |
1.4% |
96% |
True |
False |
3,593 |
120 |
1,070.2 |
885.0 |
185.2 |
17.4% |
14.3 |
1.3% |
97% |
True |
False |
3,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.8 |
2.618 |
1,103.2 |
1.618 |
1,090.6 |
1.000 |
1,082.8 |
0.618 |
1,078.0 |
HIGH |
1,070.2 |
0.618 |
1,065.4 |
0.500 |
1,063.9 |
0.382 |
1,062.4 |
LOW |
1,057.6 |
0.618 |
1,049.8 |
1.000 |
1,045.0 |
1.618 |
1,037.2 |
2.618 |
1,024.6 |
4.250 |
1,004.1 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.9 |
1,062.5 |
PP |
1,063.9 |
1,061.0 |
S1 |
1,063.9 |
1,059.6 |
|