| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,899.0 |
2,942.0 |
43.0 |
1.5% |
2,747.0 |
| High |
2,947.0 |
2,948.0 |
1.0 |
0.0% |
2,892.0 |
| Low |
2,899.0 |
2,912.0 |
13.0 |
0.4% |
2,731.0 |
| Close |
2,933.0 |
2,926.0 |
-7.0 |
-0.2% |
2,867.0 |
| Range |
48.0 |
36.0 |
-12.0 |
-25.0% |
161.0 |
| ATR |
57.0 |
55.5 |
-1.5 |
-2.6% |
0.0 |
| Volume |
1,262,082 |
1,166,284 |
-95,798 |
-7.6% |
5,143,700 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.7 |
3,017.3 |
2,945.8 |
|
| R3 |
3,000.7 |
2,981.3 |
2,935.9 |
|
| R2 |
2,964.7 |
2,964.7 |
2,932.6 |
|
| R1 |
2,945.3 |
2,945.3 |
2,929.3 |
2,937.0 |
| PP |
2,928.7 |
2,928.7 |
2,928.7 |
2,924.5 |
| S1 |
2,909.3 |
2,909.3 |
2,922.7 |
2,901.0 |
| S2 |
2,892.7 |
2,892.7 |
2,919.4 |
|
| S3 |
2,856.7 |
2,873.3 |
2,916.1 |
|
| S4 |
2,820.7 |
2,837.3 |
2,906.2 |
|
|
| 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 |
2,948.0 |
2,852.0 |
96.0 |
3.3% |
42.4 |
1.4% |
77% |
True |
False |
1,044,000 |
| 10 |
2,948.0 |
2,728.0 |
220.0 |
7.5% |
47.4 |
1.6% |
90% |
True |
False |
1,118,656 |
| 20 |
2,948.0 |
2,728.0 |
220.0 |
7.5% |
52.8 |
1.8% |
90% |
True |
False |
1,145,785 |
| 40 |
2,948.0 |
2,626.0 |
322.0 |
11.0% |
49.9 |
1.7% |
93% |
True |
False |
684,630 |
| 60 |
2,948.0 |
2,505.0 |
443.0 |
15.1% |
51.7 |
1.8% |
95% |
True |
False |
457,040 |
| 80 |
2,948.0 |
2,241.0 |
707.0 |
24.2% |
51.7 |
1.8% |
97% |
True |
False |
343,124 |
| 100 |
2,948.0 |
2,241.0 |
707.0 |
24.2% |
51.5 |
1.8% |
97% |
True |
False |
277,031 |
| 120 |
2,948.0 |
2,221.0 |
727.0 |
24.8% |
52.2 |
1.8% |
97% |
True |
False |
231,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.0 |
|
2.618 |
3,042.2 |
|
1.618 |
3,006.2 |
|
1.000 |
2,984.0 |
|
0.618 |
2,970.2 |
|
HIGH |
2,948.0 |
|
0.618 |
2,934.2 |
|
0.500 |
2,930.0 |
|
0.382 |
2,925.8 |
|
LOW |
2,912.0 |
|
0.618 |
2,889.8 |
|
1.000 |
2,876.0 |
|
1.618 |
2,853.8 |
|
2.618 |
2,817.8 |
|
4.250 |
2,759.0 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,930.0 |
2,917.8 |
| PP |
2,928.7 |
2,909.7 |
| S1 |
2,927.3 |
2,901.5 |
|