| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,889.0 |
2,828.0 |
-61.0 |
-2.1% |
2,892.0 |
| High |
2,897.0 |
2,844.0 |
-53.0 |
-1.8% |
2,953.0 |
| Low |
2,815.0 |
2,803.0 |
-12.0 |
-0.4% |
2,863.0 |
| Close |
2,826.0 |
2,825.0 |
-1.0 |
0.0% |
2,879.0 |
| Range |
82.0 |
41.0 |
-41.0 |
-50.0% |
90.0 |
| ATR |
60.4 |
59.0 |
-1.4 |
-2.3% |
0.0 |
| Volume |
1,283,703 |
1,392,505 |
108,802 |
8.5% |
5,743,920 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,947.0 |
2,927.0 |
2,847.6 |
|
| R3 |
2,906.0 |
2,886.0 |
2,836.3 |
|
| R2 |
2,865.0 |
2,865.0 |
2,832.5 |
|
| R1 |
2,845.0 |
2,845.0 |
2,828.8 |
2,834.5 |
| PP |
2,824.0 |
2,824.0 |
2,824.0 |
2,818.8 |
| S1 |
2,804.0 |
2,804.0 |
2,821.2 |
2,793.5 |
| S2 |
2,783.0 |
2,783.0 |
2,817.5 |
|
| S3 |
2,742.0 |
2,763.0 |
2,813.7 |
|
| S4 |
2,701.0 |
2,722.0 |
2,802.5 |
|
|
| 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 |
2,940.0 |
2,803.0 |
137.0 |
4.8% |
63.4 |
2.2% |
16% |
False |
True |
1,268,454 |
| 10 |
2,953.0 |
2,803.0 |
150.0 |
5.3% |
58.4 |
2.1% |
15% |
False |
True |
1,223,292 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
8.0% |
56.9 |
2.0% |
43% |
False |
False |
1,191,549 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.4% |
53.2 |
1.9% |
56% |
False |
False |
928,161 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.6% |
52.6 |
1.9% |
67% |
False |
False |
620,169 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.5 |
1.9% |
82% |
False |
False |
465,440 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.5 |
1.9% |
82% |
False |
False |
374,721 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.2% |
52.6 |
1.9% |
82% |
False |
False |
313,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.3 |
|
2.618 |
2,951.3 |
|
1.618 |
2,910.3 |
|
1.000 |
2,885.0 |
|
0.618 |
2,869.3 |
|
HIGH |
2,844.0 |
|
0.618 |
2,828.3 |
|
0.500 |
2,823.5 |
|
0.382 |
2,818.7 |
|
LOW |
2,803.0 |
|
0.618 |
2,777.7 |
|
1.000 |
2,762.0 |
|
1.618 |
2,736.7 |
|
2.618 |
2,695.7 |
|
4.250 |
2,628.8 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,824.5 |
2,869.0 |
| PP |
2,824.0 |
2,854.3 |
| S1 |
2,823.5 |
2,839.7 |
|