Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,055.8 |
1,059.5 |
3.7 |
0.4% |
1,050.0 |
High |
1,065.7 |
1,062.7 |
-3.0 |
-0.3% |
1,072.0 |
Low |
1,048.1 |
1,052.0 |
3.9 |
0.4% |
1,043.7 |
Close |
1,064.5 |
1,058.6 |
-5.9 |
-0.6% |
1,051.5 |
Range |
17.6 |
10.7 |
-6.9 |
-39.2% |
28.3 |
ATR |
16.5 |
16.3 |
-0.3 |
-1.7% |
0.0 |
Volume |
122,568 |
140,364 |
17,796 |
14.5% |
623,844 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.9 |
1,084.9 |
1,064.5 |
|
R3 |
1,079.2 |
1,074.2 |
1,061.5 |
|
R2 |
1,068.5 |
1,068.5 |
1,060.6 |
|
R1 |
1,063.5 |
1,063.5 |
1,059.6 |
1,060.7 |
PP |
1,057.8 |
1,057.8 |
1,057.8 |
1,056.3 |
S1 |
1,052.8 |
1,052.8 |
1,057.6 |
1,050.0 |
S2 |
1,047.1 |
1,047.1 |
1,056.6 |
|
S3 |
1,036.4 |
1,042.1 |
1,055.7 |
|
S4 |
1,025.7 |
1,031.4 |
1,052.7 |
|
|
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 |
1,069.0 |
1,043.7 |
25.3 |
2.4% |
15.2 |
1.4% |
59% |
False |
False |
126,151 |
10 |
1,072.0 |
1,043.7 |
28.3 |
2.7% |
15.4 |
1.5% |
53% |
False |
False |
130,768 |
20 |
1,072.0 |
985.5 |
86.5 |
8.2% |
16.0 |
1.5% |
85% |
False |
False |
125,278 |
40 |
1,072.0 |
942.6 |
129.4 |
12.2% |
16.4 |
1.6% |
90% |
False |
False |
117,639 |
60 |
1,072.0 |
930.9 |
141.1 |
13.3% |
15.7 |
1.5% |
91% |
False |
False |
104,763 |
80 |
1,072.0 |
907.6 |
164.4 |
15.5% |
15.1 |
1.4% |
92% |
False |
False |
83,700 |
100 |
1,072.0 |
907.6 |
164.4 |
15.5% |
15.4 |
1.5% |
92% |
False |
False |
67,593 |
120 |
1,072.0 |
899.5 |
172.5 |
16.3% |
15.4 |
1.5% |
92% |
False |
False |
57,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,108.2 |
2.618 |
1,090.7 |
1.618 |
1,080.0 |
1.000 |
1,073.4 |
0.618 |
1,069.3 |
HIGH |
1,062.7 |
0.618 |
1,058.6 |
0.500 |
1,057.4 |
0.382 |
1,056.1 |
LOW |
1,052.0 |
0.618 |
1,045.4 |
1.000 |
1,041.3 |
1.618 |
1,034.7 |
2.618 |
1,024.0 |
4.250 |
1,006.5 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,058.2 |
1,058.6 |
PP |
1,057.8 |
1,058.6 |
S1 |
1,057.4 |
1,058.6 |
|