Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,051.0 |
1,053.5 |
2.5 |
0.2% |
1,050.0 |
High |
1,057.9 |
1,065.8 |
7.9 |
0.7% |
1,072.0 |
Low |
1,043.7 |
1,048.6 |
4.9 |
0.5% |
1,043.7 |
Close |
1,051.5 |
1,058.1 |
6.6 |
0.6% |
1,051.5 |
Range |
14.2 |
17.2 |
3.0 |
21.1% |
28.3 |
ATR |
16.4 |
16.5 |
0.1 |
0.3% |
0.0 |
Volume |
151,363 |
121,668 |
-29,695 |
-19.6% |
623,844 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,109.1 |
1,100.8 |
1,067.6 |
|
R3 |
1,091.9 |
1,083.6 |
1,062.8 |
|
R2 |
1,074.7 |
1,074.7 |
1,061.3 |
|
R1 |
1,066.4 |
1,066.4 |
1,059.7 |
1,070.6 |
PP |
1,057.5 |
1,057.5 |
1,057.5 |
1,059.6 |
S1 |
1,049.2 |
1,049.2 |
1,056.5 |
1,053.4 |
S2 |
1,040.3 |
1,040.3 |
1,054.9 |
|
S3 |
1,023.1 |
1,032.0 |
1,053.4 |
|
S4 |
1,005.9 |
1,014.8 |
1,048.6 |
|
|
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% |
17.0 |
1.6% |
51% |
False |
False |
124,563 |
10 |
1,072.0 |
1,016.6 |
55.4 |
5.2% |
16.9 |
1.6% |
75% |
False |
False |
125,970 |
20 |
1,072.0 |
985.5 |
86.5 |
8.2% |
16.8 |
1.6% |
84% |
False |
False |
122,054 |
40 |
1,072.0 |
935.7 |
136.3 |
12.9% |
16.5 |
1.6% |
90% |
False |
False |
114,628 |
60 |
1,072.0 |
927.6 |
144.4 |
13.6% |
15.8 |
1.5% |
90% |
False |
False |
101,372 |
80 |
1,072.0 |
907.6 |
164.4 |
15.5% |
15.0 |
1.4% |
92% |
False |
False |
79,321 |
100 |
1,072.0 |
907.6 |
164.4 |
15.5% |
15.5 |
1.5% |
92% |
False |
False |
64,138 |
120 |
1,072.0 |
884.6 |
187.4 |
17.7% |
15.4 |
1.5% |
93% |
False |
False |
54,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.9 |
2.618 |
1,110.8 |
1.618 |
1,093.6 |
1.000 |
1,083.0 |
0.618 |
1,076.4 |
HIGH |
1,065.8 |
0.618 |
1,059.2 |
0.500 |
1,057.2 |
0.382 |
1,055.2 |
LOW |
1,048.6 |
0.618 |
1,038.0 |
1.000 |
1,031.4 |
1.618 |
1,020.8 |
2.618 |
1,003.6 |
4.250 |
975.5 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,057.8 |
1,057.2 |
PP |
1,057.5 |
1,056.2 |
S1 |
1,057.2 |
1,055.3 |
|