Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,050.0 |
1,055.0 |
5.0 |
0.5% |
1,004.0 |
High |
1,060.5 |
1,069.7 |
9.2 |
0.9% |
1,062.7 |
Low |
1,048.0 |
1,052.2 |
4.2 |
0.4% |
1,001.6 |
Close |
1,057.5 |
1,065.0 |
7.5 |
0.7% |
1,048.6 |
Range |
12.5 |
17.5 |
5.0 |
40.0% |
61.1 |
ATR |
16.2 |
16.3 |
0.1 |
0.6% |
0.0 |
Volume |
122,696 |
74,330 |
-48,366 |
-39.4% |
655,440 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.8 |
1,107.4 |
1,074.6 |
|
R3 |
1,097.3 |
1,089.9 |
1,069.8 |
|
R2 |
1,079.8 |
1,079.8 |
1,068.2 |
|
R1 |
1,072.4 |
1,072.4 |
1,066.6 |
1,076.1 |
PP |
1,062.3 |
1,062.3 |
1,062.3 |
1,064.2 |
S1 |
1,054.9 |
1,054.9 |
1,063.4 |
1,058.6 |
S2 |
1,044.8 |
1,044.8 |
1,061.8 |
|
S3 |
1,027.3 |
1,037.4 |
1,060.2 |
|
S4 |
1,009.8 |
1,019.9 |
1,055.4 |
|
|
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 |
1,069.7 |
1,037.8 |
31.9 |
3.0% |
14.6 |
1.4% |
85% |
True |
False |
121,594 |
10 |
1,069.7 |
987.0 |
82.7 |
7.8% |
17.1 |
1.6% |
94% |
True |
False |
121,313 |
20 |
1,069.7 |
985.5 |
84.2 |
7.9% |
16.2 |
1.5% |
94% |
True |
False |
116,571 |
40 |
1,069.7 |
933.3 |
136.4 |
12.8% |
16.0 |
1.5% |
97% |
True |
False |
107,909 |
60 |
1,069.7 |
927.6 |
142.1 |
13.3% |
15.3 |
1.4% |
97% |
True |
False |
93,955 |
80 |
1,069.7 |
907.6 |
162.1 |
15.2% |
15.0 |
1.4% |
97% |
True |
False |
72,614 |
100 |
1,069.7 |
907.6 |
162.1 |
15.2% |
15.5 |
1.5% |
97% |
True |
False |
58,885 |
120 |
1,069.7 |
884.6 |
185.1 |
17.4% |
15.3 |
1.4% |
97% |
True |
False |
49,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.1 |
2.618 |
1,115.5 |
1.618 |
1,098.0 |
1.000 |
1,087.2 |
0.618 |
1,080.5 |
HIGH |
1,069.7 |
0.618 |
1,063.0 |
0.500 |
1,061.0 |
0.382 |
1,058.9 |
LOW |
1,052.2 |
0.618 |
1,041.4 |
1.000 |
1,034.7 |
1.618 |
1,023.9 |
2.618 |
1,006.4 |
4.250 |
977.8 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.7 |
1,062.4 |
PP |
1,062.3 |
1,059.8 |
S1 |
1,061.0 |
1,057.2 |
|