Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,076.50 |
1,066.25 |
-10.25 |
-1.0% |
1,080.25 |
High |
1,088.50 |
1,069.75 |
-18.75 |
-1.7% |
1,099.00 |
Low |
1,061.25 |
1,057.00 |
-4.25 |
-0.4% |
1,070.25 |
Close |
1,066.50 |
1,060.50 |
-6.00 |
-0.6% |
1,077.00 |
Range |
27.25 |
12.75 |
-14.50 |
-53.2% |
28.75 |
ATR |
18.64 |
18.22 |
-0.42 |
-2.3% |
0.00 |
Volume |
2,348,150 |
2,339,507 |
-8,643 |
-0.4% |
10,171,203 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.75 |
1,093.25 |
1,067.50 |
|
R3 |
1,088.00 |
1,080.50 |
1,064.00 |
|
R2 |
1,075.25 |
1,075.25 |
1,062.75 |
|
R1 |
1,067.75 |
1,067.75 |
1,061.75 |
1,065.00 |
PP |
1,062.50 |
1,062.50 |
1,062.50 |
1,061.00 |
S1 |
1,055.00 |
1,055.00 |
1,059.25 |
1,052.50 |
S2 |
1,049.75 |
1,049.75 |
1,058.25 |
|
S3 |
1,037.00 |
1,042.25 |
1,057.00 |
|
S4 |
1,024.25 |
1,029.50 |
1,053.50 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.25 |
1,151.50 |
1,092.75 |
|
R3 |
1,139.50 |
1,122.75 |
1,085.00 |
|
R2 |
1,110.75 |
1,110.75 |
1,082.25 |
|
R1 |
1,094.00 |
1,094.00 |
1,079.75 |
1,088.00 |
PP |
1,082.00 |
1,082.00 |
1,082.00 |
1,079.00 |
S1 |
1,065.25 |
1,065.25 |
1,074.25 |
1,059.25 |
S2 |
1,053.25 |
1,053.25 |
1,071.75 |
|
S3 |
1,024.50 |
1,036.50 |
1,069.00 |
|
S4 |
995.75 |
1,007.75 |
1,061.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.50 |
1,057.00 |
41.50 |
3.9% |
22.25 |
2.1% |
8% |
False |
True |
2,256,368 |
10 |
1,099.00 |
1,057.00 |
42.00 |
4.0% |
19.75 |
1.9% |
8% |
False |
True |
2,018,538 |
20 |
1,099.00 |
1,012.00 |
87.00 |
8.2% |
18.00 |
1.7% |
56% |
False |
False |
1,990,012 |
40 |
1,099.00 |
986.50 |
112.50 |
10.6% |
17.00 |
1.6% |
66% |
False |
False |
1,651,406 |
60 |
1,099.00 |
971.25 |
127.75 |
12.0% |
17.50 |
1.7% |
70% |
False |
False |
1,102,642 |
80 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.50 |
1.6% |
84% |
False |
False |
827,459 |
100 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.25 |
1.6% |
84% |
False |
False |
662,173 |
120 |
1,099.00 |
861.25 |
237.75 |
22.4% |
17.50 |
1.6% |
84% |
False |
False |
551,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,124.00 |
2.618 |
1,103.25 |
1.618 |
1,090.50 |
1.000 |
1,082.50 |
0.618 |
1,077.75 |
HIGH |
1,069.75 |
0.618 |
1,065.00 |
0.500 |
1,063.50 |
0.382 |
1,061.75 |
LOW |
1,057.00 |
0.618 |
1,049.00 |
1.000 |
1,044.25 |
1.618 |
1,036.25 |
2.618 |
1,023.50 |
4.250 |
1,002.75 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.50 |
1,076.00 |
PP |
1,062.50 |
1,071.00 |
S1 |
1,061.50 |
1,065.75 |
|