Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,862.0 |
5,865.0 |
3.0 |
0.1% |
5,733.0 |
High |
5,873.0 |
5,890.0 |
17.0 |
0.3% |
5,890.0 |
Low |
5,809.0 |
5,732.5 |
-76.5 |
-1.3% |
5,697.5 |
Close |
5,836.5 |
5,762.0 |
-74.5 |
-1.3% |
5,762.0 |
Range |
64.0 |
157.5 |
93.5 |
146.1% |
192.5 |
ATR |
105.5 |
109.2 |
3.7 |
3.5% |
0.0 |
Volume |
135,970 |
179,912 |
43,942 |
32.3% |
731,519 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,267.3 |
6,172.2 |
5,848.6 |
|
R3 |
6,109.8 |
6,014.7 |
5,805.3 |
|
R2 |
5,952.3 |
5,952.3 |
5,790.9 |
|
R1 |
5,857.2 |
5,857.2 |
5,776.4 |
5,826.0 |
PP |
5,794.8 |
5,794.8 |
5,794.8 |
5,779.3 |
S1 |
5,699.7 |
5,699.7 |
5,747.6 |
5,668.5 |
S2 |
5,637.3 |
5,637.3 |
5,733.1 |
|
S3 |
5,479.8 |
5,542.2 |
5,718.7 |
|
S4 |
5,322.3 |
5,384.7 |
5,675.4 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,360.7 |
6,253.8 |
5,867.9 |
|
R3 |
6,168.2 |
6,061.3 |
5,814.9 |
|
R2 |
5,975.7 |
5,975.7 |
5,797.3 |
|
R1 |
5,868.8 |
5,868.8 |
5,779.6 |
5,922.3 |
PP |
5,783.2 |
5,783.2 |
5,783.2 |
5,809.9 |
S1 |
5,676.3 |
5,676.3 |
5,744.4 |
5,729.8 |
S2 |
5,590.7 |
5,590.7 |
5,726.7 |
|
S3 |
5,398.2 |
5,483.8 |
5,709.1 |
|
S4 |
5,205.7 |
5,291.3 |
5,656.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,890.0 |
5,697.5 |
192.5 |
3.3% |
97.2 |
1.7% |
34% |
True |
False |
146,303 |
10 |
5,890.0 |
5,442.0 |
448.0 |
7.8% |
94.7 |
1.6% |
71% |
True |
False |
143,472 |
20 |
5,890.0 |
5,442.0 |
448.0 |
7.8% |
105.4 |
1.8% |
71% |
True |
False |
154,059 |
40 |
5,890.0 |
5,268.5 |
621.5 |
10.8% |
97.9 |
1.7% |
79% |
True |
False |
88,330 |
60 |
5,890.0 |
5,152.5 |
737.5 |
12.8% |
101.2 |
1.8% |
83% |
True |
False |
59,216 |
80 |
5,890.0 |
4,540.0 |
1,350.0 |
23.4% |
102.9 |
1.8% |
91% |
True |
False |
44,559 |
100 |
5,890.0 |
4,540.0 |
1,350.0 |
23.4% |
102.9 |
1.8% |
91% |
True |
False |
36,002 |
120 |
5,890.0 |
4,540.0 |
1,350.0 |
23.4% |
104.4 |
1.8% |
91% |
True |
False |
30,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,559.4 |
2.618 |
6,302.3 |
1.618 |
6,144.8 |
1.000 |
6,047.5 |
0.618 |
5,987.3 |
HIGH |
5,890.0 |
0.618 |
5,829.8 |
0.500 |
5,811.3 |
0.382 |
5,792.7 |
LOW |
5,732.5 |
0.618 |
5,635.2 |
1.000 |
5,575.0 |
1.618 |
5,477.7 |
2.618 |
5,320.2 |
4.250 |
5,063.1 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,811.3 |
5,811.3 |
PP |
5,794.8 |
5,794.8 |
S1 |
5,778.4 |
5,778.4 |
|