| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,882.0 |
2,893.0 |
11.0 |
0.4% |
2,747.0 |
| High |
2,919.0 |
2,902.0 |
-17.0 |
-0.6% |
2,892.0 |
| Low |
2,877.0 |
2,855.0 |
-22.0 |
-0.8% |
2,731.0 |
| Close |
2,898.0 |
2,868.0 |
-30.0 |
-1.0% |
2,867.0 |
| Range |
42.0 |
47.0 |
5.0 |
11.9% |
161.0 |
| ATR |
55.9 |
55.3 |
-0.6 |
-1.1% |
0.0 |
| Volume |
794,108 |
1,110,594 |
316,486 |
39.9% |
5,143,700 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.0 |
2,989.0 |
2,893.9 |
|
| R3 |
2,969.0 |
2,942.0 |
2,880.9 |
|
| R2 |
2,922.0 |
2,922.0 |
2,876.6 |
|
| R1 |
2,895.0 |
2,895.0 |
2,872.3 |
2,885.0 |
| PP |
2,875.0 |
2,875.0 |
2,875.0 |
2,870.0 |
| S1 |
2,848.0 |
2,848.0 |
2,863.7 |
2,838.0 |
| S2 |
2,828.0 |
2,828.0 |
2,859.4 |
|
| S3 |
2,781.0 |
2,801.0 |
2,855.1 |
|
| S4 |
2,734.0 |
2,754.0 |
2,842.2 |
|
|
| 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 |
2,831.0 |
88.0 |
3.1% |
40.2 |
1.4% |
42% |
False |
False |
948,709 |
| 10 |
2,919.0 |
2,728.0 |
191.0 |
6.7% |
55.3 |
1.9% |
73% |
False |
False |
1,159,806 |
| 20 |
2,919.0 |
2,728.0 |
191.0 |
6.7% |
52.4 |
1.8% |
73% |
False |
False |
1,135,215 |
| 40 |
2,919.0 |
2,570.0 |
349.0 |
12.2% |
50.1 |
1.7% |
85% |
False |
False |
623,986 |
| 60 |
2,919.0 |
2,485.0 |
434.0 |
15.1% |
51.7 |
1.8% |
88% |
False |
False |
416,572 |
| 80 |
2,919.0 |
2,241.0 |
678.0 |
23.6% |
52.0 |
1.8% |
92% |
False |
False |
312,775 |
| 100 |
2,919.0 |
2,241.0 |
678.0 |
23.6% |
52.1 |
1.8% |
92% |
False |
False |
252,890 |
| 120 |
2,919.0 |
2,176.0 |
743.0 |
25.9% |
52.4 |
1.8% |
93% |
False |
False |
211,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.8 |
|
2.618 |
3,025.0 |
|
1.618 |
2,978.0 |
|
1.000 |
2,949.0 |
|
0.618 |
2,931.0 |
|
HIGH |
2,902.0 |
|
0.618 |
2,884.0 |
|
0.500 |
2,878.5 |
|
0.382 |
2,873.0 |
|
LOW |
2,855.0 |
|
0.618 |
2,826.0 |
|
1.000 |
2,808.0 |
|
1.618 |
2,779.0 |
|
2.618 |
2,732.0 |
|
4.250 |
2,655.3 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.5 |
2,885.5 |
| PP |
2,875.0 |
2,879.7 |
| S1 |
2,871.5 |
2,873.8 |
|