| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,879.0 |
2,882.0 |
3.0 |
0.1% |
2,747.0 |
| High |
2,891.0 |
2,919.0 |
28.0 |
1.0% |
2,892.0 |
| Low |
2,852.0 |
2,877.0 |
25.0 |
0.9% |
2,731.0 |
| Close |
2,867.0 |
2,898.0 |
31.0 |
1.1% |
2,867.0 |
| Range |
39.0 |
42.0 |
3.0 |
7.7% |
161.0 |
| ATR |
56.2 |
55.9 |
-0.3 |
-0.5% |
0.0 |
| Volume |
886,934 |
794,108 |
-92,826 |
-10.5% |
5,143,700 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.0 |
3,003.0 |
2,921.1 |
|
| R3 |
2,982.0 |
2,961.0 |
2,909.6 |
|
| R2 |
2,940.0 |
2,940.0 |
2,905.7 |
|
| R1 |
2,919.0 |
2,919.0 |
2,901.9 |
2,929.5 |
| PP |
2,898.0 |
2,898.0 |
2,898.0 |
2,903.3 |
| S1 |
2,877.0 |
2,877.0 |
2,894.2 |
2,887.5 |
| S2 |
2,856.0 |
2,856.0 |
2,890.3 |
|
| S3 |
2,814.0 |
2,835.0 |
2,886.5 |
|
| S4 |
2,772.0 |
2,793.0 |
2,874.9 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,313.0 |
3,251.0 |
2,955.6 |
|
| R3 |
3,152.0 |
3,090.0 |
2,911.3 |
|
| R2 |
2,991.0 |
2,991.0 |
2,896.5 |
|
| R1 |
2,929.0 |
2,929.0 |
2,881.8 |
2,960.0 |
| PP |
2,830.0 |
2,830.0 |
2,830.0 |
2,845.5 |
| S1 |
2,768.0 |
2,768.0 |
2,852.2 |
2,799.0 |
| S2 |
2,669.0 |
2,669.0 |
2,837.5 |
|
| S3 |
2,508.0 |
2,607.0 |
2,822.7 |
|
| S4 |
2,347.0 |
2,446.0 |
2,778.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,919.0 |
2,784.0 |
135.0 |
4.7% |
44.8 |
1.5% |
84% |
True |
False |
976,285 |
| 10 |
2,919.0 |
2,728.0 |
191.0 |
6.6% |
54.6 |
1.9% |
89% |
True |
False |
1,153,862 |
| 20 |
2,919.0 |
2,728.0 |
191.0 |
6.6% |
52.2 |
1.8% |
89% |
True |
False |
1,123,251 |
| 40 |
2,919.0 |
2,570.0 |
349.0 |
12.0% |
50.9 |
1.8% |
94% |
True |
False |
596,255 |
| 60 |
2,919.0 |
2,472.0 |
447.0 |
15.4% |
51.3 |
1.8% |
95% |
True |
False |
398,070 |
| 80 |
2,919.0 |
2,241.0 |
678.0 |
23.4% |
52.4 |
1.8% |
97% |
True |
False |
298,903 |
| 100 |
2,919.0 |
2,241.0 |
678.0 |
23.4% |
52.0 |
1.8% |
97% |
True |
False |
241,786 |
| 120 |
2,919.0 |
2,176.0 |
743.0 |
25.6% |
52.4 |
1.8% |
97% |
True |
False |
201,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,097.5 |
|
2.618 |
3,029.0 |
|
1.618 |
2,987.0 |
|
1.000 |
2,961.0 |
|
0.618 |
2,945.0 |
|
HIGH |
2,919.0 |
|
0.618 |
2,903.0 |
|
0.500 |
2,898.0 |
|
0.382 |
2,893.0 |
|
LOW |
2,877.0 |
|
0.618 |
2,851.0 |
|
1.000 |
2,835.0 |
|
1.618 |
2,809.0 |
|
2.618 |
2,767.0 |
|
4.250 |
2,698.5 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,898.0 |
2,893.8 |
| PP |
2,898.0 |
2,889.7 |
| S1 |
2,898.0 |
2,885.5 |
|