Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,773.0 |
5,785.0 |
12.0 |
0.2% |
5,470.5 |
High |
5,792.0 |
5,867.5 |
75.5 |
1.3% |
5,751.0 |
Low |
5,697.5 |
5,783.0 |
85.5 |
1.5% |
5,442.0 |
Close |
5,722.0 |
5,847.0 |
125.0 |
2.2% |
5,710.5 |
Range |
94.5 |
84.5 |
-10.0 |
-10.6% |
309.0 |
ATR |
105.8 |
108.7 |
2.8 |
2.7% |
0.0 |
Volume |
147,502 |
154,613 |
7,111 |
4.8% |
703,210 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,086.0 |
6,051.0 |
5,893.5 |
|
R3 |
6,001.5 |
5,966.5 |
5,870.2 |
|
R2 |
5,917.0 |
5,917.0 |
5,862.5 |
|
R1 |
5,882.0 |
5,882.0 |
5,854.7 |
5,899.5 |
PP |
5,832.5 |
5,832.5 |
5,832.5 |
5,841.3 |
S1 |
5,797.5 |
5,797.5 |
5,839.3 |
5,815.0 |
S2 |
5,748.0 |
5,748.0 |
5,831.5 |
|
S3 |
5,663.5 |
5,713.0 |
5,823.8 |
|
S4 |
5,579.0 |
5,628.5 |
5,800.5 |
|
|
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 |
5,867.5 |
5,668.0 |
199.5 |
3.4% |
81.0 |
1.4% |
90% |
True |
False |
137,491 |
10 |
5,867.5 |
5,442.0 |
425.5 |
7.3% |
101.8 |
1.7% |
95% |
True |
False |
151,269 |
20 |
5,867.5 |
5,442.0 |
425.5 |
7.3% |
100.0 |
1.7% |
95% |
True |
False |
150,605 |
40 |
5,867.5 |
5,165.0 |
702.5 |
12.0% |
96.7 |
1.7% |
97% |
True |
False |
80,493 |
60 |
5,867.5 |
5,057.0 |
810.5 |
13.9% |
101.7 |
1.7% |
97% |
True |
False |
53,996 |
80 |
5,867.5 |
4,540.0 |
1,327.5 |
22.7% |
103.2 |
1.8% |
98% |
True |
False |
40,621 |
100 |
5,867.5 |
4,540.0 |
1,327.5 |
22.7% |
102.0 |
1.7% |
98% |
True |
False |
32,844 |
120 |
5,867.5 |
4,540.0 |
1,327.5 |
22.7% |
103.9 |
1.8% |
98% |
True |
False |
27,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,226.6 |
2.618 |
6,088.7 |
1.618 |
6,004.2 |
1.000 |
5,952.0 |
0.618 |
5,919.7 |
HIGH |
5,867.5 |
0.618 |
5,835.2 |
0.500 |
5,825.3 |
0.382 |
5,815.3 |
LOW |
5,783.0 |
0.618 |
5,730.8 |
1.000 |
5,698.5 |
1.618 |
5,646.3 |
2.618 |
5,561.8 |
4.250 |
5,423.9 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,839.8 |
5,825.5 |
PP |
5,832.5 |
5,804.0 |
S1 |
5,825.3 |
5,782.5 |
|