Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,740.00 |
1,747.50 |
7.50 |
0.4% |
1,662.50 |
High |
1,754.50 |
1,754.25 |
-0.25 |
0.0% |
1,730.75 |
Low |
1,737.75 |
1,737.00 |
-0.75 |
0.0% |
1,658.00 |
Close |
1,747.75 |
1,748.50 |
0.75 |
0.0% |
1,725.50 |
Range |
16.75 |
17.25 |
0.50 |
3.0% |
72.75 |
ATR |
27.51 |
26.77 |
-0.73 |
-2.7% |
0.00 |
Volume |
218,745 |
279,426 |
60,681 |
27.7% |
1,510,917 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.25 |
1,790.75 |
1,758.00 |
|
R3 |
1,781.00 |
1,773.50 |
1,753.25 |
|
R2 |
1,763.75 |
1,763.75 |
1,751.75 |
|
R1 |
1,756.25 |
1,756.25 |
1,750.00 |
1,760.00 |
PP |
1,746.50 |
1,746.50 |
1,746.50 |
1,748.50 |
S1 |
1,739.00 |
1,739.00 |
1,747.00 |
1,742.75 |
S2 |
1,729.25 |
1,729.25 |
1,745.25 |
|
S3 |
1,712.00 |
1,721.75 |
1,743.75 |
|
S4 |
1,694.75 |
1,704.50 |
1,739.00 |
|
|
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% |
19.00 |
1.1% |
88% |
False |
False |
236,512 |
10 |
1,754.50 |
1,649.75 |
104.75 |
6.0% |
21.75 |
1.2% |
94% |
False |
False |
280,082 |
20 |
1,754.50 |
1,649.75 |
104.75 |
6.0% |
27.25 |
1.6% |
94% |
False |
False |
289,779 |
40 |
1,754.50 |
1,582.50 |
172.00 |
9.8% |
27.75 |
1.6% |
97% |
False |
False |
181,858 |
60 |
1,754.50 |
1,554.50 |
200.00 |
11.4% |
28.50 |
1.6% |
97% |
False |
False |
121,339 |
80 |
1,754.50 |
1,391.25 |
363.25 |
20.8% |
27.50 |
1.6% |
98% |
False |
False |
91,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,827.50 |
2.618 |
1,799.50 |
1.618 |
1,782.25 |
1.000 |
1,771.50 |
0.618 |
1,765.00 |
HIGH |
1,754.25 |
0.618 |
1,747.75 |
0.500 |
1,745.50 |
0.382 |
1,743.50 |
LOW |
1,737.00 |
0.618 |
1,726.25 |
1.000 |
1,719.75 |
1.618 |
1,709.00 |
2.618 |
1,691.75 |
4.250 |
1,663.75 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,747.50 |
1,744.75 |
PP |
1,746.50 |
1,741.00 |
S1 |
1,745.50 |
1,737.50 |
|