Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,063.25 |
1,067.75 |
4.50 |
0.4% |
1,021.75 |
High |
1,068.50 |
1,076.75 |
8.25 |
0.8% |
1,068.50 |
Low |
1,058.50 |
1,067.00 |
8.50 |
0.8% |
1,019.50 |
Close |
1,068.00 |
1,071.50 |
3.50 |
0.3% |
1,068.00 |
Range |
10.00 |
9.75 |
-0.25 |
-2.5% |
49.00 |
ATR |
16.78 |
16.28 |
-0.50 |
-3.0% |
0.00 |
Volume |
1,874,290 |
1,327,011 |
-547,279 |
-29.2% |
9,967,555 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.00 |
1,096.00 |
1,076.75 |
|
R3 |
1,091.25 |
1,086.25 |
1,074.25 |
|
R2 |
1,081.50 |
1,081.50 |
1,073.25 |
|
R1 |
1,076.50 |
1,076.50 |
1,072.50 |
1,079.00 |
PP |
1,071.75 |
1,071.75 |
1,071.75 |
1,073.00 |
S1 |
1,066.75 |
1,066.75 |
1,070.50 |
1,069.25 |
S2 |
1,062.00 |
1,062.00 |
1,069.75 |
|
S3 |
1,052.25 |
1,057.00 |
1,068.75 |
|
S4 |
1,042.50 |
1,047.25 |
1,066.25 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.00 |
1,182.50 |
1,095.00 |
|
R3 |
1,150.00 |
1,133.50 |
1,081.50 |
|
R2 |
1,101.00 |
1,101.00 |
1,077.00 |
|
R1 |
1,084.50 |
1,084.50 |
1,072.50 |
1,092.75 |
PP |
1,052.00 |
1,052.00 |
1,052.00 |
1,056.00 |
S1 |
1,035.50 |
1,035.50 |
1,063.50 |
1,043.75 |
S2 |
1,003.00 |
1,003.00 |
1,059.00 |
|
S3 |
954.00 |
986.50 |
1,054.50 |
|
S4 |
905.00 |
937.50 |
1,041.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,076.75 |
1,035.50 |
41.25 |
3.8% |
13.00 |
1.2% |
87% |
True |
False |
1,745,992 |
10 |
1,076.75 |
1,012.00 |
64.75 |
6.0% |
16.50 |
1.5% |
92% |
True |
False |
2,007,103 |
20 |
1,076.75 |
1,012.00 |
64.75 |
6.0% |
16.50 |
1.5% |
92% |
True |
False |
2,045,083 |
40 |
1,076.75 |
971.25 |
105.50 |
9.8% |
17.00 |
1.6% |
95% |
True |
False |
1,122,218 |
60 |
1,076.75 |
929.75 |
147.00 |
13.7% |
17.00 |
1.6% |
96% |
True |
False |
748,868 |
80 |
1,076.75 |
861.25 |
215.50 |
20.1% |
17.25 |
1.6% |
98% |
True |
False |
562,121 |
100 |
1,076.75 |
861.25 |
215.50 |
20.1% |
17.00 |
1.6% |
98% |
True |
False |
449,721 |
120 |
1,076.75 |
833.50 |
243.25 |
22.7% |
17.50 |
1.6% |
98% |
True |
False |
374,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,118.25 |
2.618 |
1,102.25 |
1.618 |
1,092.50 |
1.000 |
1,086.50 |
0.618 |
1,082.75 |
HIGH |
1,076.75 |
0.618 |
1,073.00 |
0.500 |
1,072.00 |
0.382 |
1,070.75 |
LOW |
1,067.00 |
0.618 |
1,061.00 |
1.000 |
1,057.25 |
1.618 |
1,051.25 |
2.618 |
1,041.50 |
4.250 |
1,025.50 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,072.00 |
1,069.25 |
PP |
1,071.75 |
1,067.25 |
S1 |
1,071.50 |
1,065.00 |
|