Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,038.5 |
1,040.0 |
1.5 |
0.1% |
1,053.5 |
High |
1,044.3 |
1,042.6 |
-1.7 |
-0.2% |
1,069.0 |
Low |
1,032.9 |
1,026.9 |
-6.0 |
-0.6% |
1,048.1 |
Close |
1,035.4 |
1,030.5 |
-4.9 |
-0.5% |
1,056.4 |
Range |
11.4 |
15.7 |
4.3 |
37.7% |
20.9 |
ATR |
16.5 |
16.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
162,321 |
153,185 |
-9,136 |
-5.6% |
590,036 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,080.4 |
1,071.2 |
1,039.1 |
|
R3 |
1,064.7 |
1,055.5 |
1,034.8 |
|
R2 |
1,049.0 |
1,049.0 |
1,033.4 |
|
R1 |
1,039.8 |
1,039.8 |
1,031.9 |
1,036.6 |
PP |
1,033.3 |
1,033.3 |
1,033.3 |
1,031.7 |
S1 |
1,024.1 |
1,024.1 |
1,029.1 |
1,020.9 |
S2 |
1,017.6 |
1,017.6 |
1,027.6 |
|
S3 |
1,001.9 |
1,008.4 |
1,026.2 |
|
S4 |
986.2 |
992.7 |
1,021.9 |
|
|
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 |
1,026.9 |
41.9 |
4.1% |
15.8 |
1.5% |
9% |
False |
True |
144,076 |
10 |
1,069.0 |
1,026.9 |
42.1 |
4.1% |
16.5 |
1.6% |
9% |
False |
True |
134,505 |
20 |
1,072.0 |
987.0 |
85.0 |
8.2% |
16.7 |
1.6% |
51% |
False |
False |
129,709 |
40 |
1,072.0 |
952.5 |
119.5 |
11.6% |
16.8 |
1.6% |
65% |
False |
False |
124,904 |
60 |
1,072.0 |
931.3 |
140.7 |
13.7% |
15.8 |
1.5% |
71% |
False |
False |
108,597 |
80 |
1,072.0 |
907.6 |
164.4 |
16.0% |
15.2 |
1.5% |
75% |
False |
False |
90,641 |
100 |
1,072.0 |
907.6 |
164.4 |
16.0% |
15.1 |
1.5% |
75% |
False |
False |
73,261 |
120 |
1,072.0 |
907.6 |
164.4 |
16.0% |
15.3 |
1.5% |
75% |
False |
False |
61,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,109.3 |
2.618 |
1,083.7 |
1.618 |
1,068.0 |
1.000 |
1,058.3 |
0.618 |
1,052.3 |
HIGH |
1,042.6 |
0.618 |
1,036.6 |
0.500 |
1,034.8 |
0.382 |
1,032.9 |
LOW |
1,026.9 |
0.618 |
1,017.2 |
1.000 |
1,011.2 |
1.618 |
1,001.5 |
2.618 |
985.8 |
4.250 |
960.2 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,034.8 |
1,043.9 |
PP |
1,033.3 |
1,039.4 |
S1 |
1,031.9 |
1,035.0 |
|