Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,656.0 |
5,621.0 |
-35.0 |
-0.6% |
5,769.5 |
High |
5,677.0 |
5,632.0 |
-45.0 |
-0.8% |
5,894.0 |
Low |
5,600.5 |
5,461.5 |
-139.0 |
-2.5% |
5,714.0 |
Close |
5,640.5 |
5,512.0 |
-128.5 |
-2.3% |
5,751.0 |
Range |
76.5 |
170.5 |
94.0 |
122.9% |
180.0 |
ATR |
113.6 |
118.3 |
4.7 |
4.1% |
0.0 |
Volume |
185,519 |
220,524 |
35,005 |
18.9% |
824,240 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,046.7 |
5,949.8 |
5,605.8 |
|
R3 |
5,876.2 |
5,779.3 |
5,558.9 |
|
R2 |
5,705.7 |
5,705.7 |
5,543.3 |
|
R1 |
5,608.8 |
5,608.8 |
5,527.6 |
5,572.0 |
PP |
5,535.2 |
5,535.2 |
5,535.2 |
5,516.8 |
S1 |
5,438.3 |
5,438.3 |
5,496.4 |
5,401.5 |
S2 |
5,364.7 |
5,364.7 |
5,480.7 |
|
S3 |
5,194.2 |
5,267.8 |
5,465.1 |
|
S4 |
5,023.7 |
5,097.3 |
5,418.2 |
|
|
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 |
5,852.0 |
5,461.5 |
390.5 |
7.1% |
131.9 |
2.4% |
13% |
False |
True |
190,721 |
10 |
5,894.0 |
5,461.5 |
432.5 |
7.8% |
121.2 |
2.2% |
12% |
False |
True |
174,311 |
20 |
5,894.0 |
5,442.0 |
452.0 |
8.2% |
111.5 |
2.0% |
15% |
False |
False |
162,790 |
40 |
5,894.0 |
5,268.5 |
625.5 |
11.3% |
100.9 |
1.8% |
39% |
False |
False |
123,802 |
60 |
5,894.0 |
5,165.0 |
729.0 |
13.2% |
102.8 |
1.9% |
48% |
False |
False |
82,857 |
80 |
5,894.0 |
4,540.0 |
1,354.0 |
24.6% |
103.5 |
1.9% |
72% |
False |
False |
62,353 |
100 |
5,894.0 |
4,540.0 |
1,354.0 |
24.6% |
105.4 |
1.9% |
72% |
False |
False |
50,216 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
24.6% |
105.9 |
1.9% |
72% |
False |
False |
41,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,356.6 |
2.618 |
6,078.4 |
1.618 |
5,907.9 |
1.000 |
5,802.5 |
0.618 |
5,737.4 |
HIGH |
5,632.0 |
0.618 |
5,566.9 |
0.500 |
5,546.8 |
0.382 |
5,526.6 |
LOW |
5,461.5 |
0.618 |
5,356.1 |
1.000 |
5,291.0 |
1.618 |
5,185.6 |
2.618 |
5,015.1 |
4.250 |
4,736.9 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,546.8 |
5,632.8 |
PP |
5,535.2 |
5,592.5 |
S1 |
5,523.6 |
5,552.3 |
|