Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,090.25 |
1,080.25 |
-10.00 |
-0.9% |
1,067.75 |
High |
1,095.50 |
1,096.75 |
1.25 |
0.1% |
1,095.50 |
Low |
1,077.50 |
1,076.25 |
-1.25 |
-0.1% |
1,063.00 |
Close |
1,082.00 |
1,091.00 |
9.00 |
0.8% |
1,082.00 |
Range |
18.00 |
20.50 |
2.50 |
13.9% |
32.50 |
ATR |
16.17 |
16.48 |
0.31 |
1.9% |
0.00 |
Volume |
1,839,117 |
2,017,636 |
178,519 |
9.7% |
7,714,338 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.50 |
1,140.75 |
1,102.25 |
|
R3 |
1,129.00 |
1,120.25 |
1,096.75 |
|
R2 |
1,108.50 |
1,108.50 |
1,094.75 |
|
R1 |
1,099.75 |
1,099.75 |
1,093.00 |
1,104.00 |
PP |
1,088.00 |
1,088.00 |
1,088.00 |
1,090.25 |
S1 |
1,079.25 |
1,079.25 |
1,089.00 |
1,083.50 |
S2 |
1,067.50 |
1,067.50 |
1,087.25 |
|
S3 |
1,047.00 |
1,058.75 |
1,085.25 |
|
S4 |
1,026.50 |
1,038.25 |
1,079.75 |
|
|
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 |
1,096.75 |
1,063.00 |
33.75 |
3.1% |
16.00 |
1.5% |
83% |
True |
False |
1,680,992 |
10 |
1,096.75 |
1,035.50 |
61.25 |
5.6% |
14.50 |
1.3% |
91% |
True |
False |
1,713,492 |
20 |
1,096.75 |
1,012.00 |
84.75 |
7.8% |
16.75 |
1.5% |
93% |
True |
False |
1,895,947 |
40 |
1,096.75 |
986.50 |
110.25 |
10.1% |
16.25 |
1.5% |
95% |
True |
False |
1,331,828 |
60 |
1,096.75 |
960.00 |
136.75 |
12.5% |
17.00 |
1.6% |
96% |
True |
False |
888,782 |
80 |
1,096.75 |
861.25 |
235.50 |
21.6% |
17.00 |
1.6% |
98% |
True |
False |
667,045 |
100 |
1,096.75 |
861.25 |
235.50 |
21.6% |
16.75 |
1.5% |
98% |
True |
False |
533,770 |
120 |
1,096.75 |
857.00 |
239.75 |
22.0% |
17.50 |
1.6% |
98% |
True |
False |
444,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.00 |
2.618 |
1,150.50 |
1.618 |
1,130.00 |
1.000 |
1,117.25 |
0.618 |
1,109.50 |
HIGH |
1,096.75 |
0.618 |
1,089.00 |
0.500 |
1,086.50 |
0.382 |
1,084.00 |
LOW |
1,076.25 |
0.618 |
1,063.50 |
1.000 |
1,055.75 |
1.618 |
1,043.00 |
2.618 |
1,022.50 |
4.250 |
989.00 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,089.50 |
1,089.50 |
PP |
1,088.00 |
1,088.00 |
S1 |
1,086.50 |
1,086.50 |
|