Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,065.3 |
1,063.3 |
-2.0 |
-0.2% |
1,004.0 |
High |
1,072.0 |
1,066.8 |
-5.2 |
-0.5% |
1,062.7 |
Low |
1,056.5 |
1,046.2 |
-10.3 |
-1.0% |
1,001.6 |
Close |
1,064.7 |
1,050.6 |
-14.1 |
-1.3% |
1,048.6 |
Range |
15.5 |
20.6 |
5.1 |
32.9% |
61.1 |
ATR |
16.3 |
16.6 |
0.3 |
1.9% |
0.0 |
Volume |
141,180 |
134,275 |
-6,905 |
-4.9% |
655,440 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.3 |
1,104.1 |
1,061.9 |
|
R3 |
1,095.7 |
1,083.5 |
1,056.3 |
|
R2 |
1,075.1 |
1,075.1 |
1,054.4 |
|
R1 |
1,062.9 |
1,062.9 |
1,052.5 |
1,058.7 |
PP |
1,054.5 |
1,054.5 |
1,054.5 |
1,052.5 |
S1 |
1,042.3 |
1,042.3 |
1,048.7 |
1,038.1 |
S2 |
1,033.9 |
1,033.9 |
1,046.8 |
|
S3 |
1,013.3 |
1,021.7 |
1,044.9 |
|
S4 |
992.7 |
1,001.1 |
1,039.3 |
|
|
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 |
1,044.7 |
27.3 |
2.6% |
15.6 |
1.5% |
22% |
False |
False |
135,385 |
10 |
1,072.0 |
987.0 |
85.0 |
8.1% |
17.6 |
1.7% |
75% |
False |
False |
124,127 |
20 |
1,072.0 |
985.5 |
86.5 |
8.2% |
16.4 |
1.6% |
75% |
False |
False |
119,106 |
40 |
1,072.0 |
935.7 |
136.3 |
13.0% |
16.4 |
1.6% |
84% |
False |
False |
111,133 |
60 |
1,072.0 |
927.6 |
144.4 |
13.7% |
15.6 |
1.5% |
85% |
False |
False |
97,878 |
80 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.0 |
1.4% |
87% |
False |
False |
76,019 |
100 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.5 |
1.5% |
87% |
False |
False |
61,546 |
120 |
1,072.0 |
884.6 |
187.4 |
17.8% |
15.4 |
1.5% |
89% |
False |
False |
51,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.4 |
2.618 |
1,120.7 |
1.618 |
1,100.1 |
1.000 |
1,087.4 |
0.618 |
1,079.5 |
HIGH |
1,066.8 |
0.618 |
1,058.9 |
0.500 |
1,056.5 |
0.382 |
1,054.1 |
LOW |
1,046.2 |
0.618 |
1,033.5 |
1.000 |
1,025.6 |
1.618 |
1,012.9 |
2.618 |
992.3 |
4.250 |
958.7 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,056.5 |
1,059.1 |
PP |
1,054.5 |
1,056.3 |
S1 |
1,052.6 |
1,053.4 |
|