Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,857.5 |
5,828.0 |
-29.5 |
-0.5% |
5,733.0 |
High |
5,894.0 |
5,862.5 |
-31.5 |
-0.5% |
5,890.0 |
Low |
5,785.5 |
5,739.5 |
-46.0 |
-0.8% |
5,697.5 |
Close |
5,819.0 |
5,840.0 |
21.0 |
0.4% |
5,762.0 |
Range |
108.5 |
123.0 |
14.5 |
13.4% |
192.5 |
ATR |
108.5 |
109.5 |
1.0 |
1.0% |
0.0 |
Volume |
165,516 |
185,514 |
19,998 |
12.1% |
731,519 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,183.0 |
6,134.5 |
5,907.7 |
|
R3 |
6,060.0 |
6,011.5 |
5,873.8 |
|
R2 |
5,937.0 |
5,937.0 |
5,862.6 |
|
R1 |
5,888.5 |
5,888.5 |
5,851.3 |
5,912.8 |
PP |
5,814.0 |
5,814.0 |
5,814.0 |
5,826.1 |
S1 |
5,765.5 |
5,765.5 |
5,828.7 |
5,789.8 |
S2 |
5,691.0 |
5,691.0 |
5,817.5 |
|
S3 |
5,568.0 |
5,642.5 |
5,806.2 |
|
S4 |
5,445.0 |
5,519.5 |
5,772.4 |
|
|
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 |
5,894.0 |
5,732.5 |
161.5 |
2.8% |
110.4 |
1.9% |
67% |
False |
False |
157,901 |
10 |
5,894.0 |
5,668.0 |
226.0 |
3.9% |
95.7 |
1.6% |
76% |
False |
False |
147,696 |
20 |
5,894.0 |
5,442.0 |
452.0 |
7.7% |
109.8 |
1.9% |
88% |
False |
False |
158,568 |
40 |
5,894.0 |
5,268.5 |
625.5 |
10.7% |
97.1 |
1.7% |
91% |
False |
False |
100,036 |
60 |
5,894.0 |
5,152.5 |
741.5 |
12.7% |
101.5 |
1.7% |
93% |
False |
False |
67,089 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
23.2% |
102.1 |
1.7% |
96% |
False |
False |
50,465 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.2% |
103.6 |
1.8% |
96% |
False |
False |
40,729 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.2% |
105.1 |
1.8% |
96% |
False |
False |
33,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,385.3 |
2.618 |
6,184.5 |
1.618 |
6,061.5 |
1.000 |
5,985.5 |
0.618 |
5,938.5 |
HIGH |
5,862.5 |
0.618 |
5,815.5 |
0.500 |
5,801.0 |
0.382 |
5,786.5 |
LOW |
5,739.5 |
0.618 |
5,663.5 |
1.000 |
5,616.5 |
1.618 |
5,540.5 |
2.618 |
5,417.5 |
4.250 |
5,216.8 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,827.0 |
5,832.3 |
PP |
5,814.0 |
5,824.5 |
S1 |
5,801.0 |
5,816.8 |
|