Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,055.0 |
1,065.3 |
10.3 |
1.0% |
1,004.0 |
High |
1,069.7 |
1,072.0 |
2.3 |
0.2% |
1,062.7 |
Low |
1,052.2 |
1,056.5 |
4.3 |
0.4% |
1,001.6 |
Close |
1,065.0 |
1,064.7 |
-0.3 |
0.0% |
1,048.6 |
Range |
17.5 |
15.5 |
-2.0 |
-11.4% |
61.1 |
ATR |
16.3 |
16.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
74,330 |
141,180 |
66,850 |
89.9% |
655,440 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.9 |
1,103.3 |
1,073.2 |
|
R3 |
1,095.4 |
1,087.8 |
1,069.0 |
|
R2 |
1,079.9 |
1,079.9 |
1,067.5 |
|
R1 |
1,072.3 |
1,072.3 |
1,066.1 |
1,068.4 |
PP |
1,064.4 |
1,064.4 |
1,064.4 |
1,062.4 |
S1 |
1,056.8 |
1,056.8 |
1,063.3 |
1,052.9 |
S2 |
1,048.9 |
1,048.9 |
1,061.9 |
|
S3 |
1,033.4 |
1,041.3 |
1,060.4 |
|
S4 |
1,017.9 |
1,025.8 |
1,056.2 |
|
|
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 |
1,072.0 |
1,043.8 |
28.2 |
2.6% |
15.3 |
1.4% |
74% |
True |
False |
129,180 |
10 |
1,072.0 |
987.0 |
85.0 |
8.0% |
16.8 |
1.6% |
91% |
True |
False |
124,913 |
20 |
1,072.0 |
985.5 |
86.5 |
8.1% |
16.2 |
1.5% |
92% |
True |
False |
118,146 |
40 |
1,072.0 |
933.3 |
138.7 |
13.0% |
16.2 |
1.5% |
95% |
True |
False |
109,101 |
60 |
1,072.0 |
927.6 |
144.4 |
13.6% |
15.4 |
1.4% |
95% |
True |
False |
95,922 |
80 |
1,072.0 |
907.6 |
164.4 |
15.4% |
14.9 |
1.4% |
96% |
True |
False |
74,366 |
100 |
1,072.0 |
907.6 |
164.4 |
15.4% |
15.5 |
1.5% |
96% |
True |
False |
60,242 |
120 |
1,072.0 |
884.6 |
187.4 |
17.6% |
15.3 |
1.4% |
96% |
True |
False |
50,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.9 |
2.618 |
1,112.6 |
1.618 |
1,097.1 |
1.000 |
1,087.5 |
0.618 |
1,081.6 |
HIGH |
1,072.0 |
0.618 |
1,066.1 |
0.500 |
1,064.3 |
0.382 |
1,062.4 |
LOW |
1,056.5 |
0.618 |
1,046.9 |
1.000 |
1,041.0 |
1.618 |
1,031.4 |
2.618 |
1,015.9 |
4.250 |
990.6 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,064.6 |
1,063.1 |
PP |
1,064.4 |
1,061.6 |
S1 |
1,064.3 |
1,060.0 |
|