Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,728.00 |
1,740.00 |
12.00 |
0.7% |
1,662.50 |
High |
1,735.75 |
1,754.50 |
18.75 |
1.1% |
1,730.75 |
Low |
1,720.25 |
1,737.75 |
17.50 |
1.0% |
1,658.00 |
Close |
1,726.75 |
1,747.75 |
21.00 |
1.2% |
1,725.50 |
Range |
15.50 |
16.75 |
1.25 |
8.1% |
72.75 |
ATR |
27.49 |
27.51 |
0.02 |
0.1% |
0.00 |
Volume |
178,737 |
218,745 |
40,008 |
22.4% |
1,510,917 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.00 |
1,789.00 |
1,757.00 |
|
R3 |
1,780.25 |
1,772.25 |
1,752.25 |
|
R2 |
1,763.50 |
1,763.50 |
1,750.75 |
|
R1 |
1,755.50 |
1,755.50 |
1,749.25 |
1,759.50 |
PP |
1,746.75 |
1,746.75 |
1,746.75 |
1,748.50 |
S1 |
1,738.75 |
1,738.75 |
1,746.25 |
1,742.75 |
S2 |
1,730.00 |
1,730.00 |
1,744.75 |
|
S3 |
1,713.25 |
1,722.00 |
1,743.25 |
|
S4 |
1,696.50 |
1,705.25 |
1,738.50 |
|
|
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 |
1,754.50 |
1,706.50 |
48.00 |
2.7% |
20.25 |
1.2% |
86% |
True |
False |
227,773 |
10 |
1,754.50 |
1,649.75 |
104.75 |
6.0% |
26.25 |
1.5% |
94% |
True |
False |
294,937 |
20 |
1,754.50 |
1,649.75 |
104.75 |
6.0% |
27.25 |
1.6% |
94% |
True |
False |
292,151 |
40 |
1,754.50 |
1,563.00 |
191.50 |
11.0% |
28.25 |
1.6% |
96% |
True |
False |
174,879 |
60 |
1,754.50 |
1,544.25 |
210.25 |
12.0% |
28.50 |
1.6% |
97% |
True |
False |
116,689 |
80 |
1,754.50 |
1,391.25 |
363.25 |
20.8% |
27.75 |
1.6% |
98% |
True |
False |
87,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.75 |
2.618 |
1,798.25 |
1.618 |
1,781.50 |
1.000 |
1,771.25 |
0.618 |
1,764.75 |
HIGH |
1,754.50 |
0.618 |
1,748.00 |
0.500 |
1,746.00 |
0.382 |
1,744.25 |
LOW |
1,737.75 |
0.618 |
1,727.50 |
1.000 |
1,721.00 |
1.618 |
1,710.75 |
2.618 |
1,694.00 |
4.250 |
1,666.50 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,747.25 |
1,743.75 |
PP |
1,746.75 |
1,739.50 |
S1 |
1,746.00 |
1,735.50 |
|