Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,089.00 |
1,076.50 |
-12.50 |
-1.1% |
1,067.75 |
High |
1,098.50 |
1,092.25 |
-6.25 |
-0.6% |
1,095.50 |
Low |
1,072.50 |
1,070.25 |
-2.25 |
-0.2% |
1,063.00 |
Close |
1,078.00 |
1,090.75 |
12.75 |
1.2% |
1,082.00 |
Range |
26.00 |
22.00 |
-4.00 |
-15.4% |
32.50 |
ATR |
17.19 |
17.54 |
0.34 |
2.0% |
0.00 |
Volume |
1,991,669 |
2,418,114 |
426,445 |
21.4% |
7,714,338 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.50 |
1,142.50 |
1,102.75 |
|
R3 |
1,128.50 |
1,120.50 |
1,096.75 |
|
R2 |
1,106.50 |
1,106.50 |
1,094.75 |
|
R1 |
1,098.50 |
1,098.50 |
1,092.75 |
1,102.50 |
PP |
1,084.50 |
1,084.50 |
1,084.50 |
1,086.50 |
S1 |
1,076.50 |
1,076.50 |
1,088.75 |
1,080.50 |
S2 |
1,062.50 |
1,062.50 |
1,086.75 |
|
S3 |
1,040.50 |
1,054.50 |
1,084.75 |
|
S4 |
1,018.50 |
1,032.50 |
1,078.75 |
|
|
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 |
1,070.25 |
28.75 |
2.6% |
20.75 |
1.9% |
71% |
False |
True |
1,965,184 |
10 |
1,099.00 |
1,058.50 |
40.50 |
3.7% |
16.50 |
1.5% |
80% |
False |
False |
1,757,543 |
20 |
1,099.00 |
1,012.00 |
87.00 |
8.0% |
17.50 |
1.6% |
91% |
False |
False |
1,932,282 |
40 |
1,099.00 |
986.50 |
112.50 |
10.3% |
16.75 |
1.5% |
93% |
False |
False |
1,480,580 |
60 |
1,099.00 |
969.75 |
129.25 |
11.8% |
17.25 |
1.6% |
94% |
False |
False |
988,190 |
80 |
1,099.00 |
861.25 |
237.75 |
21.8% |
17.25 |
1.6% |
97% |
False |
False |
741,613 |
100 |
1,099.00 |
861.25 |
237.75 |
21.8% |
17.00 |
1.6% |
97% |
False |
False |
593,459 |
120 |
1,099.00 |
861.25 |
237.75 |
21.8% |
17.50 |
1.6% |
97% |
False |
False |
494,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.75 |
2.618 |
1,149.75 |
1.618 |
1,127.75 |
1.000 |
1,114.25 |
0.618 |
1,105.75 |
HIGH |
1,092.25 |
0.618 |
1,083.75 |
0.500 |
1,081.25 |
0.382 |
1,078.75 |
LOW |
1,070.25 |
0.618 |
1,056.75 |
1.000 |
1,048.25 |
1.618 |
1,034.75 |
2.618 |
1,012.75 |
4.250 |
976.75 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,087.50 |
1,088.75 |
PP |
1,084.50 |
1,086.75 |
S1 |
1,081.25 |
1,084.50 |
|