Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,725.00 |
1,728.00 |
3.00 |
0.2% |
1,662.50 |
High |
1,740.50 |
1,735.75 |
-4.75 |
-0.3% |
1,730.75 |
Low |
1,716.50 |
1,720.25 |
3.75 |
0.2% |
1,658.00 |
Close |
1,727.75 |
1,726.75 |
-1.00 |
-0.1% |
1,725.50 |
Range |
24.00 |
15.50 |
-8.50 |
-35.4% |
72.75 |
ATR |
28.41 |
27.49 |
-0.92 |
-3.2% |
0.00 |
Volume |
207,432 |
178,737 |
-28,695 |
-13.8% |
1,510,917 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.00 |
1,766.00 |
1,735.25 |
|
R3 |
1,758.50 |
1,750.50 |
1,731.00 |
|
R2 |
1,743.00 |
1,743.00 |
1,729.50 |
|
R1 |
1,735.00 |
1,735.00 |
1,728.25 |
1,731.25 |
PP |
1,727.50 |
1,727.50 |
1,727.50 |
1,725.75 |
S1 |
1,719.50 |
1,719.50 |
1,725.25 |
1,715.75 |
S2 |
1,712.00 |
1,712.00 |
1,724.00 |
|
S3 |
1,696.50 |
1,704.00 |
1,722.50 |
|
S4 |
1,681.00 |
1,688.50 |
1,718.25 |
|
|
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 |
1,696.00 |
44.50 |
2.6% |
19.50 |
1.1% |
69% |
False |
False |
253,646 |
10 |
1,740.50 |
1,649.75 |
90.75 |
5.3% |
28.75 |
1.7% |
85% |
False |
False |
300,728 |
20 |
1,753.25 |
1,649.75 |
103.50 |
6.0% |
28.00 |
1.6% |
74% |
False |
False |
297,653 |
40 |
1,753.25 |
1,562.75 |
190.50 |
11.0% |
28.50 |
1.6% |
86% |
False |
False |
169,416 |
60 |
1,753.25 |
1,527.00 |
226.25 |
13.1% |
28.75 |
1.7% |
88% |
False |
False |
113,048 |
80 |
1,753.25 |
1,391.25 |
362.00 |
21.0% |
28.00 |
1.6% |
93% |
False |
False |
84,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.50 |
2.618 |
1,776.25 |
1.618 |
1,760.75 |
1.000 |
1,751.25 |
0.618 |
1,745.25 |
HIGH |
1,735.75 |
0.618 |
1,729.75 |
0.500 |
1,728.00 |
0.382 |
1,726.25 |
LOW |
1,720.25 |
0.618 |
1,710.75 |
1.000 |
1,704.75 |
1.618 |
1,695.25 |
2.618 |
1,679.75 |
4.250 |
1,654.50 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,728.00 |
1,725.75 |
PP |
1,727.50 |
1,724.50 |
S1 |
1,727.25 |
1,723.50 |
|