Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,733.0 |
5,773.0 |
40.0 |
0.7% |
5,470.5 |
High |
5,818.5 |
5,792.0 |
-26.5 |
-0.5% |
5,751.0 |
Low |
5,733.0 |
5,697.5 |
-35.5 |
-0.6% |
5,442.0 |
Close |
5,780.0 |
5,722.0 |
-58.0 |
-1.0% |
5,710.5 |
Range |
85.5 |
94.5 |
9.0 |
10.5% |
309.0 |
ATR |
106.7 |
105.8 |
-0.9 |
-0.8% |
0.0 |
Volume |
113,522 |
147,502 |
33,980 |
29.9% |
703,210 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.7 |
5,965.8 |
5,774.0 |
|
R3 |
5,926.2 |
5,871.3 |
5,748.0 |
|
R2 |
5,831.7 |
5,831.7 |
5,739.3 |
|
R1 |
5,776.8 |
5,776.8 |
5,730.7 |
5,757.0 |
PP |
5,737.2 |
5,737.2 |
5,737.2 |
5,727.3 |
S1 |
5,682.3 |
5,682.3 |
5,713.3 |
5,662.5 |
S2 |
5,642.7 |
5,642.7 |
5,704.7 |
|
S3 |
5,548.2 |
5,587.8 |
5,696.0 |
|
S4 |
5,453.7 |
5,493.3 |
5,670.0 |
|
|
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 |
5,628.0 |
190.5 |
3.3% |
77.5 |
1.4% |
49% |
False |
False |
131,937 |
10 |
5,818.5 |
5,442.0 |
376.5 |
6.6% |
106.1 |
1.9% |
74% |
False |
False |
153,790 |
20 |
5,818.5 |
5,442.0 |
376.5 |
6.6% |
100.1 |
1.7% |
74% |
False |
False |
145,788 |
40 |
5,818.5 |
5,165.0 |
653.5 |
11.4% |
95.7 |
1.7% |
85% |
False |
False |
76,655 |
60 |
5,818.5 |
5,038.5 |
780.0 |
13.6% |
102.1 |
1.8% |
88% |
False |
False |
51,425 |
80 |
5,818.5 |
4,540.0 |
1,278.5 |
22.3% |
103.1 |
1.8% |
92% |
False |
False |
38,693 |
100 |
5,818.5 |
4,540.0 |
1,278.5 |
22.3% |
103.3 |
1.8% |
92% |
False |
False |
31,303 |
120 |
5,818.5 |
4,540.0 |
1,278.5 |
22.3% |
104.2 |
1.8% |
92% |
False |
False |
26,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,193.6 |
2.618 |
6,039.4 |
1.618 |
5,944.9 |
1.000 |
5,886.5 |
0.618 |
5,850.4 |
HIGH |
5,792.0 |
0.618 |
5,755.9 |
0.500 |
5,744.8 |
0.382 |
5,733.6 |
LOW |
5,697.5 |
0.618 |
5,639.1 |
1.000 |
5,603.0 |
1.618 |
5,544.6 |
2.618 |
5,450.1 |
4.250 |
5,295.9 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,744.8 |
5,747.3 |
PP |
5,737.2 |
5,738.8 |
S1 |
5,729.6 |
5,730.4 |
|