Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,714.0 |
5,733.0 |
19.0 |
0.3% |
5,470.5 |
High |
5,751.0 |
5,818.5 |
67.5 |
1.2% |
5,751.0 |
Low |
5,676.0 |
5,733.0 |
57.0 |
1.0% |
5,442.0 |
Close |
5,710.5 |
5,780.0 |
69.5 |
1.2% |
5,710.5 |
Range |
75.0 |
85.5 |
10.5 |
14.0% |
309.0 |
ATR |
106.6 |
106.7 |
0.1 |
0.1% |
0.0 |
Volume |
125,159 |
113,522 |
-11,637 |
-9.3% |
703,210 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,033.7 |
5,992.3 |
5,827.0 |
|
R3 |
5,948.2 |
5,906.8 |
5,803.5 |
|
R2 |
5,862.7 |
5,862.7 |
5,795.7 |
|
R1 |
5,821.3 |
5,821.3 |
5,787.8 |
5,842.0 |
PP |
5,777.2 |
5,777.2 |
5,777.2 |
5,787.5 |
S1 |
5,735.8 |
5,735.8 |
5,772.2 |
5,756.5 |
S2 |
5,691.7 |
5,691.7 |
5,764.3 |
|
S3 |
5,606.2 |
5,650.3 |
5,756.5 |
|
S4 |
5,520.7 |
5,564.8 |
5,733.0 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,561.5 |
6,445.0 |
5,880.5 |
|
R3 |
6,252.5 |
6,136.0 |
5,795.5 |
|
R2 |
5,943.5 |
5,943.5 |
5,767.2 |
|
R1 |
5,827.0 |
5,827.0 |
5,738.8 |
5,885.3 |
PP |
5,634.5 |
5,634.5 |
5,634.5 |
5,663.6 |
S1 |
5,518.0 |
5,518.0 |
5,682.2 |
5,576.3 |
S2 |
5,325.5 |
5,325.5 |
5,653.9 |
|
S3 |
5,016.5 |
5,209.0 |
5,625.5 |
|
S4 |
4,707.5 |
4,900.0 |
5,540.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,818.5 |
5,519.0 |
299.5 |
5.2% |
87.8 |
1.5% |
87% |
True |
False |
134,998 |
10 |
5,818.5 |
5,442.0 |
376.5 |
6.5% |
103.5 |
1.8% |
90% |
True |
False |
153,441 |
20 |
5,818.5 |
5,442.0 |
376.5 |
6.5% |
98.5 |
1.7% |
90% |
True |
False |
140,526 |
40 |
5,818.5 |
5,165.0 |
653.5 |
11.3% |
95.9 |
1.7% |
94% |
True |
False |
73,007 |
60 |
5,818.5 |
5,012.5 |
806.0 |
13.9% |
101.3 |
1.8% |
95% |
True |
False |
48,969 |
80 |
5,818.5 |
4,540.0 |
1,278.5 |
22.1% |
104.4 |
1.8% |
97% |
True |
False |
36,856 |
100 |
5,818.5 |
4,540.0 |
1,278.5 |
22.1% |
103.3 |
1.8% |
97% |
True |
False |
29,829 |
120 |
5,818.5 |
4,540.0 |
1,278.5 |
22.1% |
104.0 |
1.8% |
97% |
True |
False |
24,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,181.9 |
2.618 |
6,042.3 |
1.618 |
5,956.8 |
1.000 |
5,904.0 |
0.618 |
5,871.3 |
HIGH |
5,818.5 |
0.618 |
5,785.8 |
0.500 |
5,775.8 |
0.382 |
5,765.7 |
LOW |
5,733.0 |
0.618 |
5,680.2 |
1.000 |
5,647.5 |
1.618 |
5,594.7 |
2.618 |
5,509.2 |
4.250 |
5,369.6 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,778.6 |
5,767.8 |
PP |
5,777.2 |
5,755.5 |
S1 |
5,775.8 |
5,743.3 |
|