Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,769.5 |
5,857.5 |
88.0 |
1.5% |
5,733.0 |
High |
5,861.0 |
5,894.0 |
33.0 |
0.6% |
5,890.0 |
Low |
5,762.0 |
5,785.5 |
23.5 |
0.4% |
5,697.5 |
Close |
5,855.0 |
5,819.0 |
-36.0 |
-0.6% |
5,762.0 |
Range |
99.0 |
108.5 |
9.5 |
9.6% |
192.5 |
ATR |
108.5 |
108.5 |
0.0 |
0.0% |
0.0 |
Volume |
122,597 |
165,516 |
42,919 |
35.0% |
731,519 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,158.3 |
6,097.2 |
5,878.7 |
|
R3 |
6,049.8 |
5,988.7 |
5,848.8 |
|
R2 |
5,941.3 |
5,941.3 |
5,838.9 |
|
R1 |
5,880.2 |
5,880.2 |
5,828.9 |
5,856.5 |
PP |
5,832.8 |
5,832.8 |
5,832.8 |
5,821.0 |
S1 |
5,771.7 |
5,771.7 |
5,809.1 |
5,748.0 |
S2 |
5,724.3 |
5,724.3 |
5,799.1 |
|
S3 |
5,615.8 |
5,663.2 |
5,789.2 |
|
S4 |
5,507.3 |
5,554.7 |
5,759.3 |
|
|
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 |
5,894.0 |
5,732.5 |
161.5 |
2.8% |
102.7 |
1.8% |
54% |
True |
False |
151,721 |
10 |
5,894.0 |
5,628.0 |
266.0 |
4.6% |
90.1 |
1.5% |
72% |
True |
False |
141,829 |
20 |
5,894.0 |
5,442.0 |
452.0 |
7.8% |
107.9 |
1.9% |
83% |
True |
False |
155,838 |
40 |
5,894.0 |
5,268.5 |
625.5 |
10.7% |
96.8 |
1.7% |
88% |
True |
False |
95,438 |
60 |
5,894.0 |
5,152.5 |
741.5 |
12.7% |
101.7 |
1.7% |
90% |
True |
False |
64,010 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
102.2 |
1.8% |
94% |
True |
False |
48,149 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
103.0 |
1.8% |
94% |
True |
False |
38,880 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
104.6 |
1.8% |
94% |
True |
False |
32,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,355.1 |
2.618 |
6,178.1 |
1.618 |
6,069.6 |
1.000 |
6,002.5 |
0.618 |
5,961.1 |
HIGH |
5,894.0 |
0.618 |
5,852.6 |
0.500 |
5,839.8 |
0.382 |
5,826.9 |
LOW |
5,785.5 |
0.618 |
5,718.4 |
1.000 |
5,677.0 |
1.618 |
5,609.9 |
2.618 |
5,501.4 |
4.250 |
5,324.4 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,839.8 |
5,817.1 |
PP |
5,832.8 |
5,815.2 |
S1 |
5,825.9 |
5,813.3 |
|