Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,089.75 |
1,089.00 |
-0.75 |
-0.1% |
1,067.75 |
High |
1,099.00 |
1,098.50 |
-0.50 |
0.0% |
1,095.50 |
Low |
1,082.00 |
1,072.50 |
-9.50 |
-0.9% |
1,063.00 |
Close |
1,089.50 |
1,078.00 |
-11.50 |
-1.1% |
1,082.00 |
Range |
17.00 |
26.00 |
9.00 |
52.9% |
32.50 |
ATR |
16.52 |
17.19 |
0.68 |
4.1% |
0.00 |
Volume |
1,559,384 |
1,991,669 |
432,285 |
27.7% |
7,714,338 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,161.00 |
1,145.50 |
1,092.25 |
|
R3 |
1,135.00 |
1,119.50 |
1,085.25 |
|
R2 |
1,109.00 |
1,109.00 |
1,082.75 |
|
R1 |
1,093.50 |
1,093.50 |
1,080.50 |
1,088.25 |
PP |
1,083.00 |
1,083.00 |
1,083.00 |
1,080.50 |
S1 |
1,067.50 |
1,067.50 |
1,075.50 |
1,062.25 |
S2 |
1,057.00 |
1,057.00 |
1,073.25 |
|
S3 |
1,031.00 |
1,041.50 |
1,070.75 |
|
S4 |
1,005.00 |
1,015.50 |
1,063.75 |
|
|
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 |
1,099.00 |
1,072.50 |
26.50 |
2.5% |
18.75 |
1.7% |
21% |
False |
True |
1,875,165 |
10 |
1,099.00 |
1,053.25 |
45.75 |
4.2% |
15.50 |
1.4% |
54% |
False |
False |
1,684,937 |
20 |
1,099.00 |
1,012.00 |
87.00 |
8.1% |
17.50 |
1.6% |
76% |
False |
False |
1,917,867 |
40 |
1,099.00 |
986.50 |
112.50 |
10.4% |
16.50 |
1.5% |
81% |
False |
False |
1,420,307 |
60 |
1,099.00 |
960.00 |
139.00 |
12.9% |
17.25 |
1.6% |
85% |
False |
False |
947,921 |
80 |
1,099.00 |
861.25 |
237.75 |
22.1% |
17.00 |
1.6% |
91% |
False |
False |
711,407 |
100 |
1,099.00 |
861.25 |
237.75 |
22.1% |
17.00 |
1.6% |
91% |
False |
False |
569,280 |
120 |
1,099.00 |
861.25 |
237.75 |
22.1% |
17.50 |
1.6% |
91% |
False |
False |
474,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.00 |
2.618 |
1,166.50 |
1.618 |
1,140.50 |
1.000 |
1,124.50 |
0.618 |
1,114.50 |
HIGH |
1,098.50 |
0.618 |
1,088.50 |
0.500 |
1,085.50 |
0.382 |
1,082.50 |
LOW |
1,072.50 |
0.618 |
1,056.50 |
1.000 |
1,046.50 |
1.618 |
1,030.50 |
2.618 |
1,004.50 |
4.250 |
962.00 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,085.50 |
1,085.75 |
PP |
1,083.00 |
1,083.25 |
S1 |
1,080.50 |
1,080.50 |
|