| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,945.0 |
2,892.0 |
-53.0 |
-1.8% |
2,882.0 |
| High |
2,951.0 |
2,939.0 |
-12.0 |
-0.4% |
2,951.0 |
| Low |
2,873.0 |
2,890.0 |
17.0 |
0.6% |
2,855.0 |
| Close |
2,889.0 |
2,937.0 |
48.0 |
1.7% |
2,889.0 |
| Range |
78.0 |
49.0 |
-29.0 |
-37.2% |
96.0 |
| ATR |
57.1 |
56.6 |
-0.5 |
-0.9% |
0.0 |
| Volume |
1,384,426 |
907,909 |
-476,517 |
-34.4% |
5,717,494 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.0 |
3,052.0 |
2,964.0 |
|
| R3 |
3,020.0 |
3,003.0 |
2,950.5 |
|
| R2 |
2,971.0 |
2,971.0 |
2,946.0 |
|
| R1 |
2,954.0 |
2,954.0 |
2,941.5 |
2,962.5 |
| PP |
2,922.0 |
2,922.0 |
2,922.0 |
2,926.3 |
| S1 |
2,905.0 |
2,905.0 |
2,932.5 |
2,913.5 |
| S2 |
2,873.0 |
2,873.0 |
2,928.0 |
|
| S3 |
2,824.0 |
2,856.0 |
2,923.5 |
|
| S4 |
2,775.0 |
2,807.0 |
2,910.1 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,186.3 |
3,133.7 |
2,941.8 |
|
| R3 |
3,090.3 |
3,037.7 |
2,915.4 |
|
| R2 |
2,994.3 |
2,994.3 |
2,906.6 |
|
| R1 |
2,941.7 |
2,941.7 |
2,897.8 |
2,968.0 |
| PP |
2,898.3 |
2,898.3 |
2,898.3 |
2,911.5 |
| S1 |
2,845.7 |
2,845.7 |
2,880.2 |
2,872.0 |
| S2 |
2,802.3 |
2,802.3 |
2,871.4 |
|
| S3 |
2,706.3 |
2,749.7 |
2,862.6 |
|
| S4 |
2,610.3 |
2,653.7 |
2,836.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,951.0 |
2,855.0 |
96.0 |
3.3% |
51.6 |
1.8% |
85% |
False |
False |
1,166,259 |
| 10 |
2,951.0 |
2,784.0 |
167.0 |
5.7% |
48.2 |
1.6% |
92% |
False |
False |
1,071,272 |
| 20 |
2,951.0 |
2,728.0 |
223.0 |
7.6% |
55.1 |
1.9% |
94% |
False |
False |
1,149,579 |
| 40 |
2,951.0 |
2,660.0 |
291.0 |
9.9% |
49.7 |
1.7% |
95% |
False |
False |
741,461 |
| 60 |
2,951.0 |
2,540.0 |
411.0 |
14.0% |
51.8 |
1.8% |
97% |
False |
False |
495,101 |
| 80 |
2,951.0 |
2,241.0 |
710.0 |
24.2% |
51.7 |
1.8% |
98% |
False |
False |
371,580 |
| 100 |
2,951.0 |
2,241.0 |
710.0 |
24.2% |
51.6 |
1.8% |
98% |
False |
False |
299,861 |
| 120 |
2,951.0 |
2,241.0 |
710.0 |
24.2% |
52.5 |
1.8% |
98% |
False |
False |
250,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.3 |
|
2.618 |
3,067.3 |
|
1.618 |
3,018.3 |
|
1.000 |
2,988.0 |
|
0.618 |
2,969.3 |
|
HIGH |
2,939.0 |
|
0.618 |
2,920.3 |
|
0.500 |
2,914.5 |
|
0.382 |
2,908.7 |
|
LOW |
2,890.0 |
|
0.618 |
2,859.7 |
|
1.000 |
2,841.0 |
|
1.618 |
2,810.7 |
|
2.618 |
2,761.7 |
|
4.250 |
2,681.8 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.5 |
2,928.7 |
| PP |
2,922.0 |
2,920.3 |
| S1 |
2,914.5 |
2,912.0 |
|