Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,065.5 |
1,053.7 |
-11.8 |
-1.1% |
1,049.0 |
High |
1,066.2 |
1,064.0 |
-2.2 |
-0.2% |
1,070.2 |
Low |
1,054.0 |
1,047.5 |
-6.5 |
-0.6% |
1,043.7 |
Close |
1,057.8 |
1,063.7 |
5.9 |
0.6% |
1,050.7 |
Range |
12.2 |
16.5 |
4.3 |
35.2% |
26.5 |
ATR |
14.4 |
14.5 |
0.2 |
1.1% |
0.0 |
Volume |
157 |
231 |
74 |
47.1% |
885 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.9 |
1,102.3 |
1,072.8 |
|
R3 |
1,091.4 |
1,085.8 |
1,068.2 |
|
R2 |
1,074.9 |
1,074.9 |
1,066.7 |
|
R1 |
1,069.3 |
1,069.3 |
1,065.2 |
1,072.1 |
PP |
1,058.4 |
1,058.4 |
1,058.4 |
1,059.8 |
S1 |
1,052.8 |
1,052.8 |
1,062.2 |
1,055.6 |
S2 |
1,041.9 |
1,041.9 |
1,060.7 |
|
S3 |
1,025.4 |
1,036.3 |
1,059.2 |
|
S4 |
1,008.9 |
1,019.8 |
1,054.6 |
|
|
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 |
1,066.2 |
1,043.7 |
22.5 |
2.1% |
13.5 |
1.3% |
89% |
False |
False |
156 |
10 |
1,070.2 |
1,043.7 |
26.5 |
2.5% |
12.4 |
1.2% |
75% |
False |
False |
168 |
20 |
1,070.2 |
984.7 |
85.5 |
8.0% |
14.4 |
1.3% |
92% |
False |
False |
2,061 |
40 |
1,070.2 |
940.0 |
130.2 |
12.2% |
14.9 |
1.4% |
95% |
False |
False |
3,413 |
60 |
1,070.2 |
926.5 |
143.7 |
13.5% |
14.7 |
1.4% |
95% |
False |
False |
4,419 |
80 |
1,070.2 |
906.4 |
163.8 |
15.4% |
14.3 |
1.3% |
96% |
False |
False |
4,023 |
100 |
1,070.2 |
906.4 |
163.8 |
15.4% |
14.5 |
1.4% |
96% |
False |
False |
3,527 |
120 |
1,070.2 |
890.0 |
180.2 |
16.9% |
14.4 |
1.4% |
96% |
False |
False |
3,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.1 |
2.618 |
1,107.2 |
1.618 |
1,090.7 |
1.000 |
1,080.5 |
0.618 |
1,074.2 |
HIGH |
1,064.0 |
0.618 |
1,057.7 |
0.500 |
1,055.8 |
0.382 |
1,053.8 |
LOW |
1,047.5 |
0.618 |
1,037.3 |
1.000 |
1,031.0 |
1.618 |
1,020.8 |
2.618 |
1,004.3 |
4.250 |
977.4 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,061.1 |
1,061.4 |
PP |
1,058.4 |
1,059.1 |
S1 |
1,055.8 |
1,056.9 |
|