Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,087.50 |
1,090.25 |
2.75 |
0.3% |
1,067.75 |
High |
1,093.25 |
1,095.50 |
2.25 |
0.2% |
1,095.50 |
Low |
1,080.50 |
1,077.50 |
-3.00 |
-0.3% |
1,063.00 |
Close |
1,089.75 |
1,082.00 |
-7.75 |
-0.7% |
1,082.00 |
Range |
12.75 |
18.00 |
5.25 |
41.2% |
32.50 |
ATR |
16.03 |
16.17 |
0.14 |
0.9% |
0.00 |
Volume |
1,968,023 |
1,839,117 |
-128,906 |
-6.6% |
7,714,338 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.00 |
1,128.50 |
1,092.00 |
|
R3 |
1,121.00 |
1,110.50 |
1,087.00 |
|
R2 |
1,103.00 |
1,103.00 |
1,085.25 |
|
R1 |
1,092.50 |
1,092.50 |
1,083.75 |
1,088.75 |
PP |
1,085.00 |
1,085.00 |
1,085.00 |
1,083.00 |
S1 |
1,074.50 |
1,074.50 |
1,080.25 |
1,070.75 |
S2 |
1,067.00 |
1,067.00 |
1,078.75 |
|
S3 |
1,049.00 |
1,056.50 |
1,077.00 |
|
S4 |
1,031.00 |
1,038.50 |
1,072.00 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.75 |
1,162.25 |
1,100.00 |
|
R3 |
1,145.25 |
1,129.75 |
1,091.00 |
|
R2 |
1,112.75 |
1,112.75 |
1,088.00 |
|
R1 |
1,097.25 |
1,097.25 |
1,085.00 |
1,105.00 |
PP |
1,080.25 |
1,080.25 |
1,080.25 |
1,084.00 |
S1 |
1,064.75 |
1,064.75 |
1,079.00 |
1,072.50 |
S2 |
1,047.75 |
1,047.75 |
1,076.00 |
|
S3 |
1,015.25 |
1,032.25 |
1,073.00 |
|
S4 |
982.75 |
999.75 |
1,064.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,095.50 |
1,063.00 |
32.50 |
3.0% |
13.75 |
1.3% |
58% |
True |
False |
1,542,867 |
10 |
1,095.50 |
1,019.50 |
76.00 |
7.0% |
14.25 |
1.3% |
82% |
True |
False |
1,768,189 |
20 |
1,095.50 |
1,012.00 |
83.50 |
7.7% |
16.25 |
1.5% |
84% |
True |
False |
1,888,699 |
40 |
1,095.50 |
986.50 |
109.00 |
10.1% |
16.50 |
1.5% |
88% |
True |
False |
1,281,501 |
60 |
1,095.50 |
958.50 |
137.00 |
12.7% |
16.75 |
1.6% |
90% |
True |
False |
855,225 |
80 |
1,095.50 |
861.25 |
234.25 |
21.6% |
16.75 |
1.6% |
94% |
True |
False |
641,866 |
100 |
1,095.50 |
861.25 |
234.25 |
21.6% |
16.75 |
1.6% |
94% |
True |
False |
513,593 |
120 |
1,095.50 |
857.00 |
238.50 |
22.0% |
17.50 |
1.6% |
94% |
True |
False |
428,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,172.00 |
2.618 |
1,142.50 |
1.618 |
1,124.50 |
1.000 |
1,113.50 |
0.618 |
1,106.50 |
HIGH |
1,095.50 |
0.618 |
1,088.50 |
0.500 |
1,086.50 |
0.382 |
1,084.50 |
LOW |
1,077.50 |
0.618 |
1,066.50 |
1.000 |
1,059.50 |
1.618 |
1,048.50 |
2.618 |
1,030.50 |
4.250 |
1,001.00 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,086.50 |
1,084.00 |
PP |
1,085.00 |
1,083.50 |
S1 |
1,083.50 |
1,082.75 |
|