Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,053.7 |
1,061.2 |
7.5 |
0.7% |
1,049.0 |
High |
1,064.0 |
1,061.2 |
-2.8 |
-0.3% |
1,070.2 |
Low |
1,047.5 |
1,051.5 |
4.0 |
0.4% |
1,043.7 |
Close |
1,063.7 |
1,057.8 |
-5.9 |
-0.6% |
1,050.7 |
Range |
16.5 |
9.7 |
-6.8 |
-41.2% |
26.5 |
ATR |
14.5 |
14.4 |
-0.2 |
-1.1% |
0.0 |
Volume |
231 |
35 |
-196 |
-84.8% |
885 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,085.9 |
1,081.6 |
1,063.1 |
|
R3 |
1,076.2 |
1,071.9 |
1,060.5 |
|
R2 |
1,066.5 |
1,066.5 |
1,059.6 |
|
R1 |
1,062.2 |
1,062.2 |
1,058.7 |
1,059.5 |
PP |
1,056.8 |
1,056.8 |
1,056.8 |
1,055.5 |
S1 |
1,052.5 |
1,052.5 |
1,056.9 |
1,049.8 |
S2 |
1,047.1 |
1,047.1 |
1,056.0 |
|
S3 |
1,037.4 |
1,042.8 |
1,055.1 |
|
S4 |
1,027.7 |
1,033.1 |
1,052.5 |
|
|
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% |
12.6 |
1.2% |
63% |
False |
False |
135 |
10 |
1,070.2 |
1,043.7 |
26.5 |
2.5% |
11.9 |
1.1% |
53% |
False |
False |
154 |
20 |
1,070.2 |
984.7 |
85.5 |
8.1% |
13.4 |
1.3% |
85% |
False |
False |
1,563 |
40 |
1,070.2 |
941.5 |
128.7 |
12.2% |
14.8 |
1.4% |
90% |
False |
False |
3,317 |
60 |
1,070.2 |
929.8 |
140.4 |
13.3% |
14.6 |
1.4% |
91% |
False |
False |
4,189 |
80 |
1,070.2 |
906.4 |
163.8 |
15.5% |
14.1 |
1.3% |
92% |
False |
False |
4,011 |
100 |
1,070.2 |
906.4 |
163.8 |
15.5% |
14.5 |
1.4% |
92% |
False |
False |
3,517 |
120 |
1,070.2 |
898.0 |
172.2 |
16.3% |
14.3 |
1.4% |
93% |
False |
False |
3,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.4 |
2.618 |
1,086.6 |
1.618 |
1,076.9 |
1.000 |
1,070.9 |
0.618 |
1,067.2 |
HIGH |
1,061.2 |
0.618 |
1,057.5 |
0.500 |
1,056.4 |
0.382 |
1,055.2 |
LOW |
1,051.5 |
0.618 |
1,045.5 |
1.000 |
1,041.8 |
1.618 |
1,035.8 |
2.618 |
1,026.1 |
4.250 |
1,010.3 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,057.3 |
1,057.5 |
PP |
1,056.8 |
1,057.2 |
S1 |
1,056.4 |
1,056.9 |
|