Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,067.75 |
1,071.00 |
3.25 |
0.3% |
1,021.75 |
High |
1,076.75 |
1,074.25 |
-2.50 |
-0.2% |
1,068.50 |
Low |
1,067.00 |
1,063.00 |
-4.00 |
-0.4% |
1,019.50 |
Close |
1,071.50 |
1,068.75 |
-2.75 |
-0.3% |
1,068.00 |
Range |
9.75 |
11.25 |
1.50 |
15.4% |
49.00 |
ATR |
16.28 |
15.92 |
-0.36 |
-2.2% |
0.00 |
Volume |
1,327,011 |
1,060,806 |
-266,205 |
-20.1% |
9,967,555 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.50 |
1,096.75 |
1,075.00 |
|
R3 |
1,091.25 |
1,085.50 |
1,071.75 |
|
R2 |
1,080.00 |
1,080.00 |
1,070.75 |
|
R1 |
1,074.25 |
1,074.25 |
1,069.75 |
1,071.50 |
PP |
1,068.75 |
1,068.75 |
1,068.75 |
1,067.25 |
S1 |
1,063.00 |
1,063.00 |
1,067.75 |
1,060.25 |
S2 |
1,057.50 |
1,057.50 |
1,066.75 |
|
S3 |
1,046.25 |
1,051.75 |
1,065.75 |
|
S4 |
1,035.00 |
1,040.50 |
1,062.50 |
|
|
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 |
1,045.25 |
31.50 |
2.9% |
11.00 |
1.0% |
75% |
False |
False |
1,623,001 |
10 |
1,076.75 |
1,012.00 |
64.75 |
6.1% |
16.50 |
1.5% |
88% |
False |
False |
1,961,486 |
20 |
1,076.75 |
1,012.00 |
64.75 |
6.1% |
16.25 |
1.5% |
88% |
False |
False |
2,000,785 |
40 |
1,076.75 |
972.00 |
104.75 |
9.8% |
16.50 |
1.5% |
92% |
False |
False |
1,148,589 |
60 |
1,076.75 |
935.50 |
141.25 |
13.2% |
17.00 |
1.6% |
94% |
False |
False |
766,519 |
80 |
1,076.75 |
861.25 |
215.50 |
20.2% |
17.00 |
1.6% |
96% |
False |
False |
575,366 |
100 |
1,076.75 |
861.25 |
215.50 |
20.2% |
17.00 |
1.6% |
96% |
False |
False |
460,329 |
120 |
1,076.75 |
833.50 |
243.25 |
22.8% |
17.25 |
1.6% |
97% |
False |
False |
383,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.00 |
2.618 |
1,103.75 |
1.618 |
1,092.50 |
1.000 |
1,085.50 |
0.618 |
1,081.25 |
HIGH |
1,074.25 |
0.618 |
1,070.00 |
0.500 |
1,068.50 |
0.382 |
1,067.25 |
LOW |
1,063.00 |
0.618 |
1,056.00 |
1.000 |
1,051.75 |
1.618 |
1,044.75 |
2.618 |
1,033.50 |
4.250 |
1,015.25 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,068.75 |
1,068.50 |
PP |
1,068.75 |
1,068.00 |
S1 |
1,068.50 |
1,067.50 |
|