Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,061.1 |
1,055.5 |
-5.6 |
-0.5% |
1,053.5 |
High |
1,068.8 |
1,060.8 |
-8.0 |
-0.7% |
1,069.0 |
Low |
1,050.4 |
1,038.1 |
-12.3 |
-1.2% |
1,048.1 |
Close |
1,056.4 |
1,042.8 |
-13.6 |
-1.3% |
1,056.4 |
Range |
18.4 |
22.7 |
4.3 |
23.4% |
20.9 |
ATR |
16.4 |
16.9 |
0.4 |
2.7% |
0.0 |
Volume |
110,644 |
153,870 |
43,226 |
39.1% |
590,036 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.3 |
1,101.8 |
1,055.3 |
|
R3 |
1,092.6 |
1,079.1 |
1,049.0 |
|
R2 |
1,069.9 |
1,069.9 |
1,047.0 |
|
R1 |
1,056.4 |
1,056.4 |
1,044.9 |
1,051.8 |
PP |
1,047.2 |
1,047.2 |
1,047.2 |
1,045.0 |
S1 |
1,033.7 |
1,033.7 |
1,040.7 |
1,029.1 |
S2 |
1,024.5 |
1,024.5 |
1,038.6 |
|
S3 |
1,001.8 |
1,011.0 |
1,036.6 |
|
S4 |
979.1 |
988.3 |
1,030.3 |
|
|
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 |
1,038.1 |
30.9 |
3.0% |
17.2 |
1.6% |
15% |
False |
True |
124,447 |
10 |
1,072.0 |
1,038.1 |
33.9 |
3.3% |
17.1 |
1.6% |
14% |
False |
True |
124,505 |
20 |
1,072.0 |
986.1 |
85.9 |
8.2% |
16.8 |
1.6% |
66% |
False |
False |
123,631 |
40 |
1,072.0 |
944.3 |
127.7 |
12.2% |
16.8 |
1.6% |
77% |
False |
False |
121,025 |
60 |
1,072.0 |
931.3 |
140.7 |
13.5% |
15.8 |
1.5% |
79% |
False |
False |
106,571 |
80 |
1,072.0 |
907.6 |
164.4 |
15.8% |
15.1 |
1.5% |
82% |
False |
False |
86,889 |
100 |
1,072.0 |
907.6 |
164.4 |
15.8% |
15.3 |
1.5% |
82% |
False |
False |
70,194 |
120 |
1,072.0 |
907.6 |
164.4 |
15.8% |
15.4 |
1.5% |
82% |
False |
False |
59,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.3 |
2.618 |
1,120.2 |
1.618 |
1,097.5 |
1.000 |
1,083.5 |
0.618 |
1,074.8 |
HIGH |
1,060.8 |
0.618 |
1,052.1 |
0.500 |
1,049.5 |
0.382 |
1,046.8 |
LOW |
1,038.1 |
0.618 |
1,024.1 |
1.000 |
1,015.4 |
1.618 |
1,001.4 |
2.618 |
978.7 |
4.250 |
941.6 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,049.5 |
1,053.5 |
PP |
1,047.2 |
1,049.9 |
S1 |
1,045.0 |
1,046.4 |
|