Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,062.2 |
1,051.5 |
-10.7 |
-1.0% |
1,049.0 |
High |
1,062.2 |
1,056.2 |
-6.0 |
-0.6% |
1,070.2 |
Low |
1,048.0 |
1,043.7 |
-4.3 |
-0.4% |
1,043.7 |
Close |
1,049.8 |
1,050.7 |
0.9 |
0.1% |
1,050.7 |
Range |
14.2 |
12.5 |
-1.7 |
-12.0% |
26.5 |
ATR |
14.9 |
14.7 |
-0.2 |
-1.2% |
0.0 |
Volume |
140 |
179 |
39 |
27.9% |
885 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,087.7 |
1,081.7 |
1,057.6 |
|
R3 |
1,075.2 |
1,069.2 |
1,054.1 |
|
R2 |
1,062.7 |
1,062.7 |
1,053.0 |
|
R1 |
1,056.7 |
1,056.7 |
1,051.8 |
1,053.5 |
PP |
1,050.2 |
1,050.2 |
1,050.2 |
1,048.6 |
S1 |
1,044.2 |
1,044.2 |
1,049.6 |
1,041.0 |
S2 |
1,037.7 |
1,037.7 |
1,048.4 |
|
S3 |
1,025.2 |
1,031.7 |
1,047.3 |
|
S4 |
1,012.7 |
1,019.2 |
1,043.8 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.4 |
1,119.0 |
1,065.3 |
|
R3 |
1,107.9 |
1,092.5 |
1,058.0 |
|
R2 |
1,081.4 |
1,081.4 |
1,055.6 |
|
R1 |
1,066.0 |
1,066.0 |
1,053.1 |
1,073.7 |
PP |
1,054.9 |
1,054.9 |
1,054.9 |
1,058.7 |
S1 |
1,039.5 |
1,039.5 |
1,048.3 |
1,047.2 |
S2 |
1,028.4 |
1,028.4 |
1,045.8 |
|
S3 |
1,001.9 |
1,013.0 |
1,043.4 |
|
S4 |
975.4 |
986.5 |
1,036.1 |
|
|
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 |
1,043.7 |
26.5 |
2.5% |
12.1 |
1.2% |
26% |
False |
True |
177 |
10 |
1,070.2 |
1,003.0 |
67.2 |
6.4% |
13.3 |
1.3% |
71% |
False |
False |
183 |
20 |
1,070.2 |
984.7 |
85.5 |
8.1% |
14.4 |
1.4% |
77% |
False |
False |
2,703 |
40 |
1,070.2 |
934.7 |
135.5 |
12.9% |
15.2 |
1.4% |
86% |
False |
False |
3,673 |
60 |
1,070.2 |
926.5 |
143.7 |
13.7% |
14.7 |
1.4% |
86% |
False |
False |
4,593 |
80 |
1,070.2 |
906.4 |
163.8 |
15.6% |
14.1 |
1.3% |
88% |
False |
False |
4,104 |
100 |
1,070.2 |
906.4 |
163.8 |
15.6% |
14.7 |
1.4% |
88% |
False |
False |
3,560 |
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 |
1,109.3 |
2.618 |
1,088.9 |
1.618 |
1,076.4 |
1.000 |
1,068.7 |
0.618 |
1,063.9 |
HIGH |
1,056.2 |
0.618 |
1,051.4 |
0.500 |
1,050.0 |
0.382 |
1,048.5 |
LOW |
1,043.7 |
0.618 |
1,036.0 |
1.000 |
1,031.2 |
1.618 |
1,023.5 |
2.618 |
1,011.0 |
4.250 |
990.6 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,050.5 |
1,057.0 |
PP |
1,050.2 |
1,054.9 |
S1 |
1,050.0 |
1,052.8 |
|