Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,055.9 |
1,050.0 |
-5.9 |
-0.6% |
1,004.0 |
High |
1,056.7 |
1,060.5 |
3.8 |
0.4% |
1,062.7 |
Low |
1,044.7 |
1,048.0 |
3.3 |
0.3% |
1,001.6 |
Close |
1,048.6 |
1,057.5 |
8.9 |
0.8% |
1,048.6 |
Range |
12.0 |
12.5 |
0.5 |
4.2% |
61.1 |
ATR |
16.5 |
16.2 |
-0.3 |
-1.7% |
0.0 |
Volume |
204,448 |
122,696 |
-81,752 |
-40.0% |
655,440 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.8 |
1,087.7 |
1,064.4 |
|
R3 |
1,080.3 |
1,075.2 |
1,060.9 |
|
R2 |
1,067.8 |
1,067.8 |
1,059.8 |
|
R1 |
1,062.7 |
1,062.7 |
1,058.6 |
1,065.3 |
PP |
1,055.3 |
1,055.3 |
1,055.3 |
1,056.6 |
S1 |
1,050.2 |
1,050.2 |
1,056.4 |
1,052.8 |
S2 |
1,042.8 |
1,042.8 |
1,055.2 |
|
S3 |
1,030.3 |
1,037.7 |
1,054.1 |
|
S4 |
1,017.8 |
1,025.2 |
1,050.6 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.9 |
1,195.9 |
1,082.2 |
|
R3 |
1,159.8 |
1,134.8 |
1,065.4 |
|
R2 |
1,098.7 |
1,098.7 |
1,059.8 |
|
R1 |
1,073.7 |
1,073.7 |
1,054.2 |
1,086.2 |
PP |
1,037.6 |
1,037.6 |
1,037.6 |
1,043.9 |
S1 |
1,012.6 |
1,012.6 |
1,043.0 |
1,025.1 |
S2 |
976.5 |
976.5 |
1,037.4 |
|
S3 |
915.4 |
951.5 |
1,031.8 |
|
S4 |
854.3 |
890.4 |
1,015.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,062.7 |
1,016.6 |
46.1 |
4.4% |
16.7 |
1.6% |
89% |
False |
False |
127,378 |
10 |
1,062.7 |
986.1 |
76.6 |
7.2% |
16.5 |
1.6% |
93% |
False |
False |
122,757 |
20 |
1,062.7 |
985.5 |
77.2 |
7.3% |
16.2 |
1.5% |
93% |
False |
False |
117,550 |
40 |
1,062.7 |
931.3 |
131.4 |
12.4% |
16.1 |
1.5% |
96% |
False |
False |
108,003 |
60 |
1,062.7 |
927.6 |
135.1 |
12.8% |
15.3 |
1.4% |
96% |
False |
False |
92,947 |
80 |
1,062.7 |
907.6 |
155.1 |
14.7% |
14.9 |
1.4% |
97% |
False |
False |
71,736 |
100 |
1,062.7 |
907.6 |
155.1 |
14.7% |
15.5 |
1.5% |
97% |
False |
False |
58,218 |
120 |
1,062.7 |
884.6 |
178.1 |
16.8% |
15.3 |
1.4% |
97% |
False |
False |
48,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,113.6 |
2.618 |
1,093.2 |
1.618 |
1,080.7 |
1.000 |
1,073.0 |
0.618 |
1,068.2 |
HIGH |
1,060.5 |
0.618 |
1,055.7 |
0.500 |
1,054.3 |
0.382 |
1,052.8 |
LOW |
1,048.0 |
0.618 |
1,040.3 |
1.000 |
1,035.5 |
1.618 |
1,027.8 |
2.618 |
1,015.3 |
4.250 |
994.9 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,056.4 |
1,056.1 |
PP |
1,055.3 |
1,054.7 |
S1 |
1,054.3 |
1,053.3 |
|