Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,071.00 |
1,072.75 |
1.75 |
0.2% |
1,021.75 |
High |
1,074.25 |
1,089.75 |
15.50 |
1.4% |
1,068.50 |
Low |
1,063.00 |
1,072.75 |
9.75 |
0.9% |
1,019.50 |
Close |
1,068.75 |
1,087.75 |
19.00 |
1.8% |
1,068.00 |
Range |
11.25 |
17.00 |
5.75 |
51.1% |
49.00 |
ATR |
15.92 |
16.28 |
0.36 |
2.3% |
0.00 |
Volume |
1,060,806 |
1,519,381 |
458,575 |
43.2% |
9,967,555 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.50 |
1,128.00 |
1,097.00 |
|
R3 |
1,117.50 |
1,111.00 |
1,092.50 |
|
R2 |
1,100.50 |
1,100.50 |
1,090.75 |
|
R1 |
1,094.00 |
1,094.00 |
1,089.25 |
1,097.25 |
PP |
1,083.50 |
1,083.50 |
1,083.50 |
1,085.00 |
S1 |
1,077.00 |
1,077.00 |
1,086.25 |
1,080.25 |
S2 |
1,066.50 |
1,066.50 |
1,084.75 |
|
S3 |
1,049.50 |
1,060.00 |
1,083.00 |
|
S4 |
1,032.50 |
1,043.00 |
1,078.50 |
|
|
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 |
1,089.75 |
1,053.25 |
36.50 |
3.4% |
12.50 |
1.1% |
95% |
True |
False |
1,494,709 |
10 |
1,089.75 |
1,012.00 |
77.75 |
7.1% |
16.00 |
1.5% |
97% |
True |
False |
1,948,871 |
20 |
1,089.75 |
1,012.00 |
77.75 |
7.1% |
16.25 |
1.5% |
97% |
True |
False |
1,946,487 |
40 |
1,089.75 |
972.50 |
117.25 |
10.8% |
16.50 |
1.5% |
98% |
True |
False |
1,186,494 |
60 |
1,089.75 |
939.50 |
150.25 |
13.8% |
17.00 |
1.6% |
99% |
True |
False |
791,828 |
80 |
1,089.75 |
861.25 |
228.50 |
21.0% |
17.00 |
1.6% |
99% |
True |
False |
594,321 |
100 |
1,089.75 |
861.25 |
228.50 |
21.0% |
16.75 |
1.6% |
99% |
True |
False |
475,522 |
120 |
1,089.75 |
833.50 |
256.25 |
23.6% |
17.25 |
1.6% |
99% |
True |
False |
396,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.00 |
2.618 |
1,134.25 |
1.618 |
1,117.25 |
1.000 |
1,106.75 |
0.618 |
1,100.25 |
HIGH |
1,089.75 |
0.618 |
1,083.25 |
0.500 |
1,081.25 |
0.382 |
1,079.25 |
LOW |
1,072.75 |
0.618 |
1,062.25 |
1.000 |
1,055.75 |
1.618 |
1,045.25 |
2.618 |
1,028.25 |
4.250 |
1,000.50 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,085.50 |
1,084.00 |
PP |
1,083.50 |
1,080.25 |
S1 |
1,081.25 |
1,076.50 |
|