Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,063.3 |
1,051.0 |
-12.3 |
-1.2% |
1,050.0 |
High |
1,066.8 |
1,057.9 |
-8.9 |
-0.8% |
1,072.0 |
Low |
1,046.2 |
1,043.7 |
-2.5 |
-0.2% |
1,043.7 |
Close |
1,050.6 |
1,051.5 |
0.9 |
0.1% |
1,051.5 |
Range |
20.6 |
14.2 |
-6.4 |
-31.1% |
28.3 |
ATR |
16.6 |
16.4 |
-0.2 |
-1.0% |
0.0 |
Volume |
134,275 |
151,363 |
17,088 |
12.7% |
623,844 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.6 |
1,086.8 |
1,059.3 |
|
R3 |
1,079.4 |
1,072.6 |
1,055.4 |
|
R2 |
1,065.2 |
1,065.2 |
1,054.1 |
|
R1 |
1,058.4 |
1,058.4 |
1,052.8 |
1,061.8 |
PP |
1,051.0 |
1,051.0 |
1,051.0 |
1,052.8 |
S1 |
1,044.2 |
1,044.2 |
1,050.2 |
1,047.6 |
S2 |
1,036.8 |
1,036.8 |
1,048.9 |
|
S3 |
1,022.6 |
1,030.0 |
1,047.6 |
|
S4 |
1,008.4 |
1,015.8 |
1,043.7 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.6 |
1,124.4 |
1,067.1 |
|
R3 |
1,112.3 |
1,096.1 |
1,059.3 |
|
R2 |
1,084.0 |
1,084.0 |
1,056.7 |
|
R1 |
1,067.8 |
1,067.8 |
1,054.1 |
1,075.9 |
PP |
1,055.7 |
1,055.7 |
1,055.7 |
1,059.8 |
S1 |
1,039.5 |
1,039.5 |
1,048.9 |
1,047.6 |
S2 |
1,027.4 |
1,027.4 |
1,046.3 |
|
S3 |
999.1 |
1,011.2 |
1,043.7 |
|
S4 |
970.8 |
982.9 |
1,035.9 |
|
|
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 |
1,043.7 |
28.3 |
2.7% |
16.1 |
1.5% |
28% |
False |
True |
124,768 |
10 |
1,072.0 |
1,001.6 |
70.4 |
6.7% |
16.9 |
1.6% |
71% |
False |
False |
127,928 |
20 |
1,072.0 |
985.5 |
86.5 |
8.2% |
16.5 |
1.6% |
76% |
False |
False |
121,118 |
40 |
1,072.0 |
935.7 |
136.3 |
13.0% |
16.6 |
1.6% |
85% |
False |
False |
112,895 |
60 |
1,072.0 |
927.6 |
144.4 |
13.7% |
15.7 |
1.5% |
86% |
False |
False |
100,061 |
80 |
1,072.0 |
907.6 |
164.4 |
15.6% |
14.9 |
1.4% |
88% |
False |
False |
77,845 |
100 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.5 |
1.5% |
88% |
False |
False |
62,993 |
120 |
1,072.0 |
884.6 |
187.4 |
17.8% |
15.4 |
1.5% |
89% |
False |
False |
53,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.3 |
2.618 |
1,095.1 |
1.618 |
1,080.9 |
1.000 |
1,072.1 |
0.618 |
1,066.7 |
HIGH |
1,057.9 |
0.618 |
1,052.5 |
0.500 |
1,050.8 |
0.382 |
1,049.1 |
LOW |
1,043.7 |
0.618 |
1,034.9 |
1.000 |
1,029.5 |
1.618 |
1,020.7 |
2.618 |
1,006.5 |
4.250 |
983.4 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,051.3 |
1,057.9 |
PP |
1,051.0 |
1,055.7 |
S1 |
1,050.8 |
1,053.6 |
|