Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,051.5 |
1,053.6 |
2.1 |
0.2% |
1,049.0 |
High |
1,056.2 |
1,061.2 |
5.0 |
0.5% |
1,070.2 |
Low |
1,043.7 |
1,049.2 |
5.5 |
0.5% |
1,043.7 |
Close |
1,050.7 |
1,057.3 |
6.6 |
0.6% |
1,050.7 |
Range |
12.5 |
12.0 |
-0.5 |
-4.0% |
26.5 |
ATR |
14.7 |
14.5 |
-0.2 |
-1.3% |
0.0 |
Volume |
179 |
76 |
-103 |
-57.5% |
885 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.9 |
1,086.6 |
1,063.9 |
|
R3 |
1,079.9 |
1,074.6 |
1,060.6 |
|
R2 |
1,067.9 |
1,067.9 |
1,059.5 |
|
R1 |
1,062.6 |
1,062.6 |
1,058.4 |
1,065.3 |
PP |
1,055.9 |
1,055.9 |
1,055.9 |
1,057.2 |
S1 |
1,050.6 |
1,050.6 |
1,056.2 |
1,053.3 |
S2 |
1,043.9 |
1,043.9 |
1,055.1 |
|
S3 |
1,031.9 |
1,038.6 |
1,054.0 |
|
S4 |
1,019.9 |
1,026.6 |
1,050.7 |
|
|
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% |
12.6 |
1.2% |
51% |
False |
False |
157 |
10 |
1,070.2 |
1,018.3 |
51.9 |
4.9% |
13.1 |
1.2% |
75% |
False |
False |
166 |
20 |
1,070.2 |
984.7 |
85.5 |
8.1% |
14.4 |
1.4% |
85% |
False |
False |
2,462 |
40 |
1,070.2 |
934.7 |
135.5 |
12.8% |
15.0 |
1.4% |
90% |
False |
False |
3,613 |
60 |
1,070.2 |
926.5 |
143.7 |
13.6% |
14.8 |
1.4% |
91% |
False |
False |
4,542 |
80 |
1,070.2 |
906.4 |
163.8 |
15.5% |
14.1 |
1.3% |
92% |
False |
False |
4,065 |
100 |
1,070.2 |
906.4 |
163.8 |
15.5% |
14.6 |
1.4% |
92% |
False |
False |
3,543 |
120 |
1,070.2 |
885.0 |
185.2 |
17.5% |
14.4 |
1.4% |
93% |
False |
False |
3,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,112.2 |
2.618 |
1,092.6 |
1.618 |
1,080.6 |
1.000 |
1,073.2 |
0.618 |
1,068.6 |
HIGH |
1,061.2 |
0.618 |
1,056.6 |
0.500 |
1,055.2 |
0.382 |
1,053.8 |
LOW |
1,049.2 |
0.618 |
1,041.8 |
1.000 |
1,037.2 |
1.618 |
1,029.8 |
2.618 |
1,017.8 |
4.250 |
998.2 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,056.6 |
1,055.9 |
PP |
1,055.9 |
1,054.4 |
S1 |
1,055.2 |
1,053.0 |
|