| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,924.0 |
2,889.0 |
-35.0 |
-1.2% |
2,892.0 |
| High |
2,935.0 |
2,897.0 |
-38.0 |
-1.3% |
2,953.0 |
| Low |
2,863.0 |
2,815.0 |
-48.0 |
-1.7% |
2,863.0 |
| Close |
2,879.0 |
2,826.0 |
-53.0 |
-1.8% |
2,879.0 |
| Range |
72.0 |
82.0 |
10.0 |
13.9% |
90.0 |
| ATR |
58.7 |
60.4 |
1.7 |
2.8% |
0.0 |
| Volume |
1,125,738 |
1,283,703 |
157,965 |
14.0% |
5,743,920 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,092.0 |
3,041.0 |
2,871.1 |
|
| R3 |
3,010.0 |
2,959.0 |
2,848.6 |
|
| R2 |
2,928.0 |
2,928.0 |
2,841.0 |
|
| R1 |
2,877.0 |
2,877.0 |
2,833.5 |
2,861.5 |
| PP |
2,846.0 |
2,846.0 |
2,846.0 |
2,838.3 |
| S1 |
2,795.0 |
2,795.0 |
2,818.5 |
2,779.5 |
| S2 |
2,764.0 |
2,764.0 |
2,811.0 |
|
| S3 |
2,682.0 |
2,713.0 |
2,803.5 |
|
| S4 |
2,600.0 |
2,631.0 |
2,780.9 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.3 |
3,113.7 |
2,928.5 |
|
| R3 |
3,078.3 |
3,023.7 |
2,903.8 |
|
| R2 |
2,988.3 |
2,988.3 |
2,895.5 |
|
| R1 |
2,933.7 |
2,933.7 |
2,887.3 |
2,916.0 |
| PP |
2,898.3 |
2,898.3 |
2,898.3 |
2,889.5 |
| S1 |
2,843.7 |
2,843.7 |
2,870.8 |
2,826.0 |
| S2 |
2,808.3 |
2,808.3 |
2,862.5 |
|
| S3 |
2,718.3 |
2,753.7 |
2,854.3 |
|
| S4 |
2,628.3 |
2,663.7 |
2,829.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,953.0 |
2,815.0 |
138.0 |
4.9% |
66.4 |
2.3% |
8% |
False |
True |
1,223,942 |
| 10 |
2,953.0 |
2,815.0 |
138.0 |
4.9% |
59.0 |
2.1% |
8% |
False |
True |
1,195,100 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
8.0% |
56.8 |
2.0% |
44% |
False |
False |
1,174,481 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.4% |
52.9 |
1.9% |
57% |
False |
False |
893,402 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.6% |
52.9 |
1.9% |
67% |
False |
False |
597,017 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.4 |
1.9% |
82% |
False |
False |
448,036 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.5 |
1.9% |
82% |
False |
False |
360,825 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.8 |
1.9% |
82% |
False |
False |
301,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,245.5 |
|
2.618 |
3,111.7 |
|
1.618 |
3,029.7 |
|
1.000 |
2,979.0 |
|
0.618 |
2,947.7 |
|
HIGH |
2,897.0 |
|
0.618 |
2,865.7 |
|
0.500 |
2,856.0 |
|
0.382 |
2,846.3 |
|
LOW |
2,815.0 |
|
0.618 |
2,764.3 |
|
1.000 |
2,733.0 |
|
1.618 |
2,682.3 |
|
2.618 |
2,600.3 |
|
4.250 |
2,466.5 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,856.0 |
2,875.0 |
| PP |
2,846.0 |
2,858.7 |
| S1 |
2,836.0 |
2,842.3 |
|