Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,059.5 |
1,061.1 |
1.6 |
0.2% |
1,053.5 |
High |
1,062.7 |
1,068.8 |
6.1 |
0.6% |
1,069.0 |
Low |
1,052.0 |
1,050.4 |
-1.6 |
-0.2% |
1,048.1 |
Close |
1,058.6 |
1,056.4 |
-2.2 |
-0.2% |
1,056.4 |
Range |
10.7 |
18.4 |
7.7 |
72.0% |
20.9 |
ATR |
16.3 |
16.4 |
0.2 |
0.9% |
0.0 |
Volume |
140,364 |
110,644 |
-29,720 |
-21.2% |
590,036 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.7 |
1,103.5 |
1,066.5 |
|
R3 |
1,095.3 |
1,085.1 |
1,061.5 |
|
R2 |
1,076.9 |
1,076.9 |
1,059.8 |
|
R1 |
1,066.7 |
1,066.7 |
1,058.1 |
1,062.6 |
PP |
1,058.5 |
1,058.5 |
1,058.5 |
1,056.5 |
S1 |
1,048.3 |
1,048.3 |
1,054.7 |
1,044.2 |
S2 |
1,040.1 |
1,040.1 |
1,053.0 |
|
S3 |
1,021.7 |
1,029.9 |
1,051.3 |
|
S4 |
1,003.3 |
1,011.5 |
1,046.3 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,120.5 |
1,109.4 |
1,067.9 |
|
R3 |
1,099.6 |
1,088.5 |
1,062.1 |
|
R2 |
1,078.7 |
1,078.7 |
1,060.2 |
|
R1 |
1,067.6 |
1,067.6 |
1,058.3 |
1,073.2 |
PP |
1,057.8 |
1,057.8 |
1,057.8 |
1,060.6 |
S1 |
1,046.7 |
1,046.7 |
1,054.5 |
1,052.3 |
S2 |
1,036.9 |
1,036.9 |
1,052.6 |
|
S3 |
1,016.0 |
1,025.8 |
1,050.7 |
|
S4 |
995.1 |
1,004.9 |
1,044.9 |
|
|
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 |
1,048.1 |
20.9 |
2.0% |
16.1 |
1.5% |
40% |
False |
False |
118,007 |
10 |
1,072.0 |
1,043.7 |
28.3 |
2.7% |
16.1 |
1.5% |
45% |
False |
False |
121,388 |
20 |
1,072.0 |
986.1 |
85.9 |
8.1% |
16.2 |
1.5% |
82% |
False |
False |
122,389 |
40 |
1,072.0 |
944.3 |
127.7 |
12.1% |
16.6 |
1.6% |
88% |
False |
False |
118,690 |
60 |
1,072.0 |
931.3 |
140.7 |
13.3% |
15.9 |
1.5% |
89% |
False |
False |
105,042 |
80 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.0 |
1.4% |
91% |
False |
False |
85,020 |
100 |
1,072.0 |
907.6 |
164.4 |
15.6% |
15.3 |
1.4% |
91% |
False |
False |
68,675 |
120 |
1,072.0 |
901.1 |
170.9 |
16.2% |
15.3 |
1.5% |
91% |
False |
False |
57,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.0 |
2.618 |
1,117.0 |
1.618 |
1,098.6 |
1.000 |
1,087.2 |
0.618 |
1,080.2 |
HIGH |
1,068.8 |
0.618 |
1,061.8 |
0.500 |
1,059.6 |
0.382 |
1,057.4 |
LOW |
1,050.4 |
0.618 |
1,039.0 |
1.000 |
1,032.0 |
1.618 |
1,020.6 |
2.618 |
1,002.2 |
4.250 |
972.2 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,059.6 |
1,058.5 |
PP |
1,058.5 |
1,057.8 |
S1 |
1,057.5 |
1,057.1 |
|