| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,899.0 |
6.0 |
0.2% |
2,747.0 |
| High |
2,902.0 |
2,947.0 |
45.0 |
1.6% |
2,892.0 |
| Low |
2,855.0 |
2,899.0 |
44.0 |
1.5% |
2,731.0 |
| Close |
2,868.0 |
2,933.0 |
65.0 |
2.3% |
2,867.0 |
| Range |
47.0 |
48.0 |
1.0 |
2.1% |
161.0 |
| ATR |
55.3 |
57.0 |
1.7 |
3.1% |
0.0 |
| Volume |
1,110,594 |
1,262,082 |
151,488 |
13.6% |
5,143,700 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.3 |
3,049.7 |
2,959.4 |
|
| R3 |
3,022.3 |
3,001.7 |
2,946.2 |
|
| R2 |
2,974.3 |
2,974.3 |
2,941.8 |
|
| R1 |
2,953.7 |
2,953.7 |
2,937.4 |
2,964.0 |
| PP |
2,926.3 |
2,926.3 |
2,926.3 |
2,931.5 |
| S1 |
2,905.7 |
2,905.7 |
2,928.6 |
2,916.0 |
| S2 |
2,878.3 |
2,878.3 |
2,924.2 |
|
| S3 |
2,830.3 |
2,857.7 |
2,919.8 |
|
| S4 |
2,782.3 |
2,809.7 |
2,906.6 |
|
|
| 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 |
2,947.0 |
2,852.0 |
95.0 |
3.2% |
43.0 |
1.5% |
85% |
True |
False |
1,017,048 |
| 10 |
2,947.0 |
2,728.0 |
219.0 |
7.5% |
53.6 |
1.8% |
94% |
True |
False |
1,150,973 |
| 20 |
2,947.0 |
2,728.0 |
219.0 |
7.5% |
52.5 |
1.8% |
94% |
True |
False |
1,150,924 |
| 40 |
2,947.0 |
2,570.0 |
377.0 |
12.9% |
50.5 |
1.7% |
96% |
True |
False |
655,516 |
| 60 |
2,947.0 |
2,485.0 |
462.0 |
15.8% |
51.7 |
1.8% |
97% |
True |
False |
437,603 |
| 80 |
2,947.0 |
2,241.0 |
706.0 |
24.1% |
52.1 |
1.8% |
98% |
True |
False |
328,547 |
| 100 |
2,947.0 |
2,241.0 |
706.0 |
24.1% |
51.6 |
1.8% |
98% |
True |
False |
265,382 |
| 120 |
2,947.0 |
2,176.0 |
771.0 |
26.3% |
52.3 |
1.8% |
98% |
True |
False |
221,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,151.0 |
|
2.618 |
3,072.7 |
|
1.618 |
3,024.7 |
|
1.000 |
2,995.0 |
|
0.618 |
2,976.7 |
|
HIGH |
2,947.0 |
|
0.618 |
2,928.7 |
|
0.500 |
2,923.0 |
|
0.382 |
2,917.3 |
|
LOW |
2,899.0 |
|
0.618 |
2,869.3 |
|
1.000 |
2,851.0 |
|
1.618 |
2,821.3 |
|
2.618 |
2,773.3 |
|
4.250 |
2,695.0 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.7 |
2,922.3 |
| PP |
2,926.3 |
2,911.7 |
| S1 |
2,923.0 |
2,901.0 |
|