| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,716.00 |
1,725.00 |
9.00 |
0.5% |
1,662.50 |
| High |
1,727.75 |
1,740.50 |
12.75 |
0.7% |
1,730.75 |
| Low |
1,706.50 |
1,716.50 |
10.00 |
0.6% |
1,658.00 |
| Close |
1,725.50 |
1,727.75 |
2.25 |
0.1% |
1,725.50 |
| Range |
21.25 |
24.00 |
2.75 |
12.9% |
72.75 |
| ATR |
28.75 |
28.41 |
-0.34 |
-1.2% |
0.00 |
| Volume |
298,222 |
207,432 |
-90,790 |
-30.4% |
1,510,917 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,800.25 |
1,788.00 |
1,741.00 |
|
| R3 |
1,776.25 |
1,764.00 |
1,734.25 |
|
| R2 |
1,752.25 |
1,752.25 |
1,732.25 |
|
| R1 |
1,740.00 |
1,740.00 |
1,730.00 |
1,746.00 |
| PP |
1,728.25 |
1,728.25 |
1,728.25 |
1,731.25 |
| S1 |
1,716.00 |
1,716.00 |
1,725.50 |
1,722.00 |
| S2 |
1,704.25 |
1,704.25 |
1,723.25 |
|
| S3 |
1,680.25 |
1,692.00 |
1,721.25 |
|
| S4 |
1,656.25 |
1,668.00 |
1,714.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.00 |
1,897.00 |
1,765.50 |
|
| R3 |
1,850.25 |
1,824.25 |
1,745.50 |
|
| R2 |
1,777.50 |
1,777.50 |
1,738.75 |
|
| R1 |
1,751.50 |
1,751.50 |
1,732.25 |
1,764.50 |
| PP |
1,704.75 |
1,704.75 |
1,704.75 |
1,711.25 |
| S1 |
1,678.75 |
1,678.75 |
1,718.75 |
1,691.75 |
| S2 |
1,632.00 |
1,632.00 |
1,712.25 |
|
| S3 |
1,559.25 |
1,606.00 |
1,705.50 |
|
| S4 |
1,486.50 |
1,533.25 |
1,685.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,740.50 |
1,674.00 |
66.50 |
3.8% |
24.00 |
1.4% |
81% |
True |
False |
270,265 |
| 10 |
1,740.50 |
1,649.75 |
90.75 |
5.3% |
29.50 |
1.7% |
86% |
True |
False |
307,980 |
| 20 |
1,753.25 |
1,649.75 |
103.50 |
6.0% |
28.25 |
1.6% |
75% |
False |
False |
300,978 |
| 40 |
1,753.25 |
1,559.25 |
194.00 |
11.2% |
29.00 |
1.7% |
87% |
False |
False |
164,955 |
| 60 |
1,753.25 |
1,522.00 |
231.25 |
13.4% |
28.75 |
1.7% |
89% |
False |
False |
110,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,842.50 |
|
2.618 |
1,803.25 |
|
1.618 |
1,779.25 |
|
1.000 |
1,764.50 |
|
0.618 |
1,755.25 |
|
HIGH |
1,740.50 |
|
0.618 |
1,731.25 |
|
0.500 |
1,728.50 |
|
0.382 |
1,725.75 |
|
LOW |
1,716.50 |
|
0.618 |
1,701.75 |
|
1.000 |
1,692.50 |
|
1.618 |
1,677.75 |
|
2.618 |
1,653.75 |
|
4.250 |
1,614.50 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,728.50 |
1,726.25 |
| PP |
1,728.25 |
1,725.00 |
| S1 |
1,728.00 |
1,723.50 |
|