Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,772.5 |
5,832.0 |
59.5 |
1.0% |
5,769.5 |
High |
5,823.5 |
5,852.0 |
28.5 |
0.5% |
5,894.0 |
Low |
5,714.0 |
5,727.5 |
13.5 |
0.2% |
5,714.0 |
Close |
5,774.5 |
5,751.0 |
-23.5 |
-0.4% |
5,751.0 |
Range |
109.5 |
124.5 |
15.0 |
13.7% |
180.0 |
ATR |
110.7 |
111.7 |
1.0 |
0.9% |
0.0 |
Volume |
185,302 |
165,311 |
-19,991 |
-10.8% |
824,240 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,150.3 |
6,075.2 |
5,819.5 |
|
R3 |
6,025.8 |
5,950.7 |
5,785.2 |
|
R2 |
5,901.3 |
5,901.3 |
5,773.8 |
|
R1 |
5,826.2 |
5,826.2 |
5,762.4 |
5,801.5 |
PP |
5,776.8 |
5,776.8 |
5,776.8 |
5,764.5 |
S1 |
5,701.7 |
5,701.7 |
5,739.6 |
5,677.0 |
S2 |
5,652.3 |
5,652.3 |
5,728.2 |
|
S3 |
5,527.8 |
5,577.2 |
5,716.8 |
|
S4 |
5,403.3 |
5,452.7 |
5,682.5 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,326.3 |
6,218.7 |
5,850.0 |
|
R3 |
6,146.3 |
6,038.7 |
5,800.5 |
|
R2 |
5,966.3 |
5,966.3 |
5,784.0 |
|
R1 |
5,858.7 |
5,858.7 |
5,767.5 |
5,822.5 |
PP |
5,786.3 |
5,786.3 |
5,786.3 |
5,768.3 |
S1 |
5,678.7 |
5,678.7 |
5,734.5 |
5,642.5 |
S2 |
5,606.3 |
5,606.3 |
5,718.0 |
|
S3 |
5,426.3 |
5,498.7 |
5,701.5 |
|
S4 |
5,246.3 |
5,318.7 |
5,652.0 |
|
|
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% |
112.9 |
2.0% |
21% |
False |
False |
164,848 |
10 |
5,894.0 |
5,697.5 |
196.5 |
3.4% |
105.1 |
1.8% |
27% |
False |
False |
155,575 |
20 |
5,894.0 |
5,442.0 |
452.0 |
7.9% |
110.0 |
1.9% |
68% |
False |
False |
157,691 |
40 |
5,894.0 |
5,268.5 |
625.5 |
10.9% |
98.6 |
1.7% |
77% |
False |
False |
108,777 |
60 |
5,894.0 |
5,165.0 |
729.0 |
12.7% |
100.4 |
1.7% |
80% |
False |
False |
72,862 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
101.5 |
1.8% |
89% |
False |
False |
54,828 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
103.7 |
1.8% |
89% |
False |
False |
44,222 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
104.7 |
1.8% |
89% |
False |
False |
36,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,381.1 |
2.618 |
6,177.9 |
1.618 |
6,053.4 |
1.000 |
5,976.5 |
0.618 |
5,928.9 |
HIGH |
5,852.0 |
0.618 |
5,804.4 |
0.500 |
5,789.8 |
0.382 |
5,775.1 |
LOW |
5,727.5 |
0.618 |
5,650.6 |
1.000 |
5,603.0 |
1.618 |
5,526.1 |
2.618 |
5,401.6 |
4.250 |
5,198.4 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,789.8 |
5,788.3 |
PP |
5,776.8 |
5,775.8 |
S1 |
5,763.9 |
5,763.4 |
|