Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,828.0 |
5,772.5 |
-55.5 |
-1.0% |
5,733.0 |
High |
5,862.5 |
5,823.5 |
-39.0 |
-0.7% |
5,890.0 |
Low |
5,739.5 |
5,714.0 |
-25.5 |
-0.4% |
5,697.5 |
Close |
5,840.0 |
5,774.5 |
-65.5 |
-1.1% |
5,762.0 |
Range |
123.0 |
109.5 |
-13.5 |
-11.0% |
192.5 |
ATR |
109.5 |
110.7 |
1.2 |
1.1% |
0.0 |
Volume |
185,514 |
185,302 |
-212 |
-0.1% |
731,519 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,099.2 |
6,046.3 |
5,834.7 |
|
R3 |
5,989.7 |
5,936.8 |
5,804.6 |
|
R2 |
5,880.2 |
5,880.2 |
5,794.6 |
|
R1 |
5,827.3 |
5,827.3 |
5,784.5 |
5,853.8 |
PP |
5,770.7 |
5,770.7 |
5,770.7 |
5,783.9 |
S1 |
5,717.8 |
5,717.8 |
5,764.5 |
5,744.3 |
S2 |
5,661.2 |
5,661.2 |
5,754.4 |
|
S3 |
5,551.7 |
5,608.3 |
5,744.4 |
|
S4 |
5,442.2 |
5,498.8 |
5,714.3 |
|
|
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 |
5,714.0 |
180.0 |
3.1% |
119.5 |
2.1% |
34% |
False |
True |
167,768 |
10 |
5,894.0 |
5,676.0 |
218.0 |
3.8% |
100.1 |
1.7% |
45% |
False |
False |
151,560 |
20 |
5,894.0 |
5,442.0 |
452.0 |
7.8% |
107.3 |
1.9% |
74% |
False |
False |
156,895 |
40 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
98.1 |
1.7% |
81% |
False |
False |
104,658 |
60 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
100.6 |
1.7% |
84% |
False |
False |
70,114 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
102.0 |
1.8% |
91% |
False |
False |
52,778 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
103.2 |
1.8% |
91% |
False |
False |
42,578 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.2 |
1.8% |
91% |
False |
False |
35,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,288.9 |
2.618 |
6,110.2 |
1.618 |
6,000.7 |
1.000 |
5,933.0 |
0.618 |
5,891.2 |
HIGH |
5,823.5 |
0.618 |
5,781.7 |
0.500 |
5,768.8 |
0.382 |
5,755.8 |
LOW |
5,714.0 |
0.618 |
5,646.3 |
1.000 |
5,604.5 |
1.618 |
5,536.8 |
2.618 |
5,427.3 |
4.250 |
5,248.6 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,772.6 |
5,804.0 |
PP |
5,770.7 |
5,794.2 |
S1 |
5,768.8 |
5,784.3 |
|