Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,066.25 |
1,061.00 |
-5.25 |
-0.5% |
1,080.25 |
High |
1,069.75 |
1,063.00 |
-6.75 |
-0.6% |
1,099.00 |
Low |
1,057.00 |
1,038.00 |
-19.00 |
-1.8% |
1,070.25 |
Close |
1,060.50 |
1,038.50 |
-22.00 |
-2.1% |
1,077.00 |
Range |
12.75 |
25.00 |
12.25 |
96.1% |
28.75 |
ATR |
18.22 |
18.71 |
0.48 |
2.7% |
0.00 |
Volume |
2,339,507 |
2,460,527 |
121,020 |
5.2% |
10,171,203 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.50 |
1,105.00 |
1,052.25 |
|
R3 |
1,096.50 |
1,080.00 |
1,045.50 |
|
R2 |
1,071.50 |
1,071.50 |
1,043.00 |
|
R1 |
1,055.00 |
1,055.00 |
1,040.75 |
1,050.75 |
PP |
1,046.50 |
1,046.50 |
1,046.50 |
1,044.50 |
S1 |
1,030.00 |
1,030.00 |
1,036.25 |
1,025.75 |
S2 |
1,021.50 |
1,021.50 |
1,034.00 |
|
S3 |
996.50 |
1,005.00 |
1,031.50 |
|
S4 |
971.50 |
980.00 |
1,024.75 |
|
|
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 |
1,095.25 |
1,038.00 |
57.25 |
5.5% |
22.25 |
2.1% |
1% |
False |
True |
2,350,139 |
10 |
1,099.00 |
1,038.00 |
61.00 |
5.9% |
20.50 |
2.0% |
1% |
False |
True |
2,112,652 |
20 |
1,099.00 |
1,012.00 |
87.00 |
8.4% |
18.25 |
1.8% |
30% |
False |
False |
2,030,762 |
40 |
1,099.00 |
986.50 |
112.50 |
10.8% |
17.00 |
1.6% |
46% |
False |
False |
1,712,535 |
60 |
1,099.00 |
971.25 |
127.75 |
12.3% |
17.75 |
1.7% |
53% |
False |
False |
1,143,616 |
80 |
1,099.00 |
861.25 |
237.75 |
22.9% |
17.50 |
1.7% |
75% |
False |
False |
858,202 |
100 |
1,099.00 |
861.25 |
237.75 |
22.9% |
17.25 |
1.7% |
75% |
False |
False |
686,778 |
120 |
1,099.00 |
861.25 |
237.75 |
22.9% |
17.50 |
1.7% |
75% |
False |
False |
572,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,169.25 |
2.618 |
1,128.50 |
1.618 |
1,103.50 |
1.000 |
1,088.00 |
0.618 |
1,078.50 |
HIGH |
1,063.00 |
0.618 |
1,053.50 |
0.500 |
1,050.50 |
0.382 |
1,047.50 |
LOW |
1,038.00 |
0.618 |
1,022.50 |
1.000 |
1,013.00 |
1.618 |
997.50 |
2.618 |
972.50 |
4.250 |
931.75 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,050.50 |
1,063.25 |
PP |
1,046.50 |
1,055.00 |
S1 |
1,042.50 |
1,046.75 |
|