Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,775.0 |
5,656.0 |
-119.0 |
-2.1% |
5,769.5 |
High |
5,804.0 |
5,677.0 |
-127.0 |
-2.2% |
5,894.0 |
Low |
5,625.5 |
5,600.5 |
-25.0 |
-0.4% |
5,714.0 |
Close |
5,644.5 |
5,640.5 |
-4.0 |
-0.1% |
5,751.0 |
Range |
178.5 |
76.5 |
-102.0 |
-57.1% |
180.0 |
ATR |
116.4 |
113.6 |
-2.9 |
-2.5% |
0.0 |
Volume |
196,952 |
185,519 |
-11,433 |
-5.8% |
824,240 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,868.8 |
5,831.2 |
5,682.6 |
|
R3 |
5,792.3 |
5,754.7 |
5,661.5 |
|
R2 |
5,715.8 |
5,715.8 |
5,654.5 |
|
R1 |
5,678.2 |
5,678.2 |
5,647.5 |
5,658.8 |
PP |
5,639.3 |
5,639.3 |
5,639.3 |
5,629.6 |
S1 |
5,601.7 |
5,601.7 |
5,633.5 |
5,582.3 |
S2 |
5,562.8 |
5,562.8 |
5,626.5 |
|
S3 |
5,486.3 |
5,525.2 |
5,619.5 |
|
S4 |
5,409.8 |
5,448.7 |
5,598.4 |
|
|
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 |
5,862.5 |
5,600.5 |
262.0 |
4.6% |
122.4 |
2.2% |
15% |
False |
True |
183,719 |
10 |
5,894.0 |
5,600.5 |
293.5 |
5.2% |
112.6 |
2.0% |
14% |
False |
True |
167,720 |
20 |
5,894.0 |
5,442.0 |
452.0 |
8.0% |
109.3 |
1.9% |
44% |
False |
False |
160,755 |
40 |
5,894.0 |
5,268.5 |
625.5 |
11.1% |
101.8 |
1.8% |
59% |
False |
False |
118,307 |
60 |
5,894.0 |
5,165.0 |
729.0 |
12.9% |
101.0 |
1.8% |
65% |
False |
False |
79,185 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
103.0 |
1.8% |
81% |
False |
False |
59,601 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
104.4 |
1.9% |
81% |
False |
False |
48,030 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.0% |
105.2 |
1.9% |
81% |
False |
False |
40,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,002.1 |
2.618 |
5,877.3 |
1.618 |
5,800.8 |
1.000 |
5,753.5 |
0.618 |
5,724.3 |
HIGH |
5,677.0 |
0.618 |
5,647.8 |
0.500 |
5,638.8 |
0.382 |
5,629.7 |
LOW |
5,600.5 |
0.618 |
5,553.2 |
1.000 |
5,524.0 |
1.618 |
5,476.7 |
2.618 |
5,400.2 |
4.250 |
5,275.4 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,639.9 |
5,726.3 |
PP |
5,639.3 |
5,697.7 |
S1 |
5,638.8 |
5,669.1 |
|