Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,832.0 |
5,775.0 |
-57.0 |
-1.0% |
5,769.5 |
High |
5,852.0 |
5,804.0 |
-48.0 |
-0.8% |
5,894.0 |
Low |
5,727.5 |
5,625.5 |
-102.0 |
-1.8% |
5,714.0 |
Close |
5,751.0 |
5,644.5 |
-106.5 |
-1.9% |
5,751.0 |
Range |
124.5 |
178.5 |
54.0 |
43.4% |
180.0 |
ATR |
111.7 |
116.4 |
4.8 |
4.3% |
0.0 |
Volume |
165,311 |
196,952 |
31,641 |
19.1% |
824,240 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.8 |
6,114.2 |
5,742.7 |
|
R3 |
6,048.3 |
5,935.7 |
5,693.6 |
|
R2 |
5,869.8 |
5,869.8 |
5,677.2 |
|
R1 |
5,757.2 |
5,757.2 |
5,660.9 |
5,724.3 |
PP |
5,691.3 |
5,691.3 |
5,691.3 |
5,674.9 |
S1 |
5,578.7 |
5,578.7 |
5,628.1 |
5,545.8 |
S2 |
5,512.8 |
5,512.8 |
5,611.8 |
|
S3 |
5,334.3 |
5,400.2 |
5,595.4 |
|
S4 |
5,155.8 |
5,221.7 |
5,546.3 |
|
|
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 |
5,625.5 |
268.5 |
4.8% |
128.8 |
2.3% |
7% |
False |
True |
179,719 |
10 |
5,894.0 |
5,625.5 |
268.5 |
4.8% |
114.4 |
2.0% |
7% |
False |
True |
163,918 |
20 |
5,894.0 |
5,442.0 |
452.0 |
8.0% |
108.9 |
1.9% |
45% |
False |
False |
158,679 |
40 |
5,894.0 |
5,268.5 |
625.5 |
11.1% |
101.0 |
1.8% |
60% |
False |
False |
113,679 |
60 |
5,894.0 |
5,165.0 |
729.0 |
12.9% |
102.1 |
1.8% |
66% |
False |
False |
76,136 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
103.0 |
1.8% |
82% |
False |
False |
57,286 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
104.5 |
1.9% |
82% |
False |
False |
46,182 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
105.3 |
1.9% |
82% |
False |
False |
38,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,562.6 |
2.618 |
6,271.3 |
1.618 |
6,092.8 |
1.000 |
5,982.5 |
0.618 |
5,914.3 |
HIGH |
5,804.0 |
0.618 |
5,735.8 |
0.500 |
5,714.8 |
0.382 |
5,693.7 |
LOW |
5,625.5 |
0.618 |
5,515.2 |
1.000 |
5,447.0 |
1.618 |
5,336.7 |
2.618 |
5,158.2 |
4.250 |
4,866.9 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,714.8 |
5,738.8 |
PP |
5,691.3 |
5,707.3 |
S1 |
5,667.9 |
5,675.9 |
|