Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,064.0 |
1,062.2 |
-1.8 |
-0.2% |
1,004.1 |
High |
1,070.2 |
1,062.2 |
-8.0 |
-0.7% |
1,060.4 |
Low |
1,057.6 |
1,048.0 |
-9.6 |
-0.9% |
1,003.0 |
Close |
1,063.9 |
1,049.8 |
-14.1 |
-1.3% |
1,047.8 |
Range |
12.6 |
14.2 |
1.6 |
12.7% |
57.4 |
ATR |
14.8 |
14.9 |
0.1 |
0.5% |
0.0 |
Volume |
183 |
140 |
-43 |
-23.5% |
947 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.9 |
1,087.1 |
1,057.6 |
|
R3 |
1,081.7 |
1,072.9 |
1,053.7 |
|
R2 |
1,067.5 |
1,067.5 |
1,052.4 |
|
R1 |
1,058.7 |
1,058.7 |
1,051.1 |
1,056.0 |
PP |
1,053.3 |
1,053.3 |
1,053.3 |
1,052.0 |
S1 |
1,044.5 |
1,044.5 |
1,048.5 |
1,041.8 |
S2 |
1,039.1 |
1,039.1 |
1,047.2 |
|
S3 |
1,024.9 |
1,030.3 |
1,045.9 |
|
S4 |
1,010.7 |
1,016.1 |
1,042.0 |
|
|
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% |
11.1 |
1.1% |
22% |
False |
False |
173 |
10 |
1,070.2 |
986.8 |
83.4 |
7.9% |
14.1 |
1.3% |
76% |
False |
False |
186 |
20 |
1,070.2 |
984.7 |
85.5 |
8.1% |
14.3 |
1.4% |
76% |
False |
False |
2,887 |
40 |
1,070.2 |
934.7 |
135.5 |
12.9% |
15.1 |
1.4% |
85% |
False |
False |
3,775 |
60 |
1,070.2 |
926.5 |
143.7 |
13.7% |
14.7 |
1.4% |
86% |
False |
False |
4,642 |
80 |
1,070.2 |
906.4 |
163.8 |
15.6% |
14.2 |
1.4% |
88% |
False |
False |
4,138 |
100 |
1,070.2 |
906.4 |
163.8 |
15.6% |
14.7 |
1.4% |
88% |
False |
False |
3,583 |
120 |
1,070.2 |
885.0 |
185.2 |
17.6% |
14.3 |
1.4% |
89% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.6 |
2.618 |
1,099.4 |
1.618 |
1,085.2 |
1.000 |
1,076.4 |
0.618 |
1,071.0 |
HIGH |
1,062.2 |
0.618 |
1,056.8 |
0.500 |
1,055.1 |
0.382 |
1,053.4 |
LOW |
1,048.0 |
0.618 |
1,039.2 |
1.000 |
1,033.8 |
1.618 |
1,025.0 |
2.618 |
1,010.8 |
4.250 |
987.7 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,055.1 |
1,059.1 |
PP |
1,053.3 |
1,056.0 |
S1 |
1,051.6 |
1,052.9 |
|