Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,053.5 |
1,065.0 |
11.5 |
1.1% |
1,050.0 |
High |
1,065.8 |
1,069.0 |
3.2 |
0.3% |
1,072.0 |
Low |
1,048.6 |
1,052.6 |
4.0 |
0.4% |
1,043.7 |
Close |
1,058.1 |
1,058.6 |
0.5 |
0.0% |
1,051.5 |
Range |
17.2 |
16.4 |
-0.8 |
-4.7% |
28.3 |
ATR |
16.5 |
16.5 |
0.0 |
0.0% |
0.0 |
Volume |
121,668 |
94,792 |
-26,876 |
-22.1% |
623,844 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,109.3 |
1,100.3 |
1,067.6 |
|
R3 |
1,092.9 |
1,083.9 |
1,063.1 |
|
R2 |
1,076.5 |
1,076.5 |
1,061.6 |
|
R1 |
1,067.5 |
1,067.5 |
1,060.1 |
1,063.8 |
PP |
1,060.1 |
1,060.1 |
1,060.1 |
1,058.2 |
S1 |
1,051.1 |
1,051.1 |
1,057.1 |
1,047.4 |
S2 |
1,043.7 |
1,043.7 |
1,055.6 |
|
S3 |
1,027.3 |
1,034.7 |
1,054.1 |
|
S4 |
1,010.9 |
1,018.3 |
1,049.6 |
|
|
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% |
16.8 |
1.6% |
53% |
False |
False |
128,655 |
10 |
1,072.0 |
1,037.8 |
34.2 |
3.2% |
15.7 |
1.5% |
61% |
False |
False |
125,125 |
20 |
1,072.0 |
985.5 |
86.5 |
8.2% |
16.8 |
1.6% |
85% |
False |
False |
122,308 |
40 |
1,072.0 |
941.2 |
130.8 |
12.4% |
16.3 |
1.5% |
90% |
False |
False |
114,855 |
60 |
1,072.0 |
927.6 |
144.4 |
13.6% |
15.9 |
1.5% |
91% |
False |
False |
102,463 |
80 |
1,072.0 |
907.6 |
164.4 |
15.5% |
15.1 |
1.4% |
92% |
False |
False |
80,472 |
100 |
1,072.0 |
907.6 |
164.4 |
15.5% |
15.4 |
1.5% |
92% |
False |
False |
65,026 |
120 |
1,072.0 |
884.8 |
187.2 |
17.7% |
15.4 |
1.5% |
93% |
False |
False |
54,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.7 |
2.618 |
1,111.9 |
1.618 |
1,095.5 |
1.000 |
1,085.4 |
0.618 |
1,079.1 |
HIGH |
1,069.0 |
0.618 |
1,062.7 |
0.500 |
1,060.8 |
0.382 |
1,058.9 |
LOW |
1,052.6 |
0.618 |
1,042.5 |
1.000 |
1,036.2 |
1.618 |
1,026.1 |
2.618 |
1,009.7 |
4.250 |
982.9 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,060.8 |
1,057.9 |
PP |
1,060.1 |
1,057.1 |
S1 |
1,059.3 |
1,056.4 |
|