Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,055.5 |
1,038.5 |
-17.0 |
-1.6% |
1,053.5 |
High |
1,060.8 |
1,044.3 |
-16.5 |
-1.6% |
1,069.0 |
Low |
1,038.1 |
1,032.9 |
-5.2 |
-0.5% |
1,048.1 |
Close |
1,042.8 |
1,035.4 |
-7.4 |
-0.7% |
1,056.4 |
Range |
22.7 |
11.4 |
-11.3 |
-49.8% |
20.9 |
ATR |
16.9 |
16.5 |
-0.4 |
-2.3% |
0.0 |
Volume |
153,870 |
162,321 |
8,451 |
5.5% |
590,036 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.7 |
1,065.0 |
1,041.7 |
|
R3 |
1,060.3 |
1,053.6 |
1,038.5 |
|
R2 |
1,048.9 |
1,048.9 |
1,037.5 |
|
R1 |
1,042.2 |
1,042.2 |
1,036.4 |
1,039.9 |
PP |
1,037.5 |
1,037.5 |
1,037.5 |
1,036.4 |
S1 |
1,030.8 |
1,030.8 |
1,034.4 |
1,028.5 |
S2 |
1,026.1 |
1,026.1 |
1,033.3 |
|
S3 |
1,014.7 |
1,019.4 |
1,032.3 |
|
S4 |
1,003.3 |
1,008.0 |
1,029.1 |
|
|
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 |
1,068.8 |
1,032.9 |
35.9 |
3.5% |
16.2 |
1.6% |
7% |
False |
True |
137,953 |
10 |
1,072.0 |
1,032.9 |
39.1 |
3.8% |
16.5 |
1.6% |
6% |
False |
True |
133,304 |
20 |
1,072.0 |
987.0 |
85.0 |
8.2% |
16.8 |
1.6% |
57% |
False |
False |
127,309 |
40 |
1,072.0 |
947.5 |
124.5 |
12.0% |
16.7 |
1.6% |
71% |
False |
False |
122,903 |
60 |
1,072.0 |
931.3 |
140.7 |
13.6% |
15.8 |
1.5% |
74% |
False |
False |
107,635 |
80 |
1,072.0 |
907.6 |
164.4 |
15.9% |
15.1 |
1.5% |
78% |
False |
False |
88,788 |
100 |
1,072.0 |
907.6 |
164.4 |
15.9% |
15.1 |
1.5% |
78% |
False |
False |
71,795 |
120 |
1,072.0 |
907.6 |
164.4 |
15.9% |
15.3 |
1.5% |
78% |
False |
False |
60,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,092.8 |
2.618 |
1,074.1 |
1.618 |
1,062.7 |
1.000 |
1,055.7 |
0.618 |
1,051.3 |
HIGH |
1,044.3 |
0.618 |
1,039.9 |
0.500 |
1,038.6 |
0.382 |
1,037.3 |
LOW |
1,032.9 |
0.618 |
1,025.9 |
1.000 |
1,021.5 |
1.618 |
1,014.5 |
2.618 |
1,003.1 |
4.250 |
984.5 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,038.6 |
1,050.9 |
PP |
1,037.5 |
1,045.7 |
S1 |
1,036.5 |
1,040.6 |
|