Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,747.50 |
1,749.50 |
2.00 |
0.1% |
1,725.00 |
High |
1,754.25 |
1,758.00 |
3.75 |
0.2% |
1,758.00 |
Low |
1,737.00 |
1,724.75 |
-12.25 |
-0.7% |
1,716.50 |
Close |
1,748.50 |
1,731.50 |
-17.00 |
-1.0% |
1,731.50 |
Range |
17.25 |
33.25 |
16.00 |
92.8% |
41.50 |
ATR |
26.77 |
27.24 |
0.46 |
1.7% |
0.00 |
Volume |
279,426 |
260,884 |
-18,542 |
-6.6% |
1,145,224 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.75 |
1,818.00 |
1,749.75 |
|
R3 |
1,804.50 |
1,784.75 |
1,740.75 |
|
R2 |
1,771.25 |
1,771.25 |
1,737.50 |
|
R1 |
1,751.50 |
1,751.50 |
1,734.50 |
1,744.75 |
PP |
1,738.00 |
1,738.00 |
1,738.00 |
1,734.75 |
S1 |
1,718.25 |
1,718.25 |
1,728.50 |
1,711.50 |
S2 |
1,704.75 |
1,704.75 |
1,725.50 |
|
S3 |
1,671.50 |
1,685.00 |
1,722.25 |
|
S4 |
1,638.25 |
1,651.75 |
1,713.25 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.75 |
1,837.25 |
1,754.25 |
|
R3 |
1,818.25 |
1,795.75 |
1,743.00 |
|
R2 |
1,776.75 |
1,776.75 |
1,739.00 |
|
R1 |
1,754.25 |
1,754.25 |
1,735.25 |
1,765.50 |
PP |
1,735.25 |
1,735.25 |
1,735.25 |
1,741.00 |
S1 |
1,712.75 |
1,712.75 |
1,727.75 |
1,724.00 |
S2 |
1,693.75 |
1,693.75 |
1,724.00 |
|
S3 |
1,652.25 |
1,671.25 |
1,720.00 |
|
S4 |
1,610.75 |
1,629.75 |
1,708.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,758.00 |
1,716.50 |
41.50 |
2.4% |
21.25 |
1.2% |
36% |
True |
False |
229,044 |
10 |
1,758.00 |
1,658.00 |
100.00 |
5.8% |
22.50 |
1.3% |
74% |
True |
False |
265,614 |
20 |
1,758.00 |
1,649.75 |
108.25 |
6.3% |
28.00 |
1.6% |
76% |
True |
False |
285,879 |
40 |
1,758.00 |
1,582.50 |
175.50 |
10.1% |
28.00 |
1.6% |
85% |
True |
False |
188,378 |
60 |
1,758.00 |
1,559.25 |
198.75 |
11.5% |
28.25 |
1.6% |
87% |
True |
False |
125,678 |
80 |
1,758.00 |
1,391.25 |
366.75 |
21.2% |
27.50 |
1.6% |
93% |
True |
False |
94,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.25 |
2.618 |
1,845.00 |
1.618 |
1,811.75 |
1.000 |
1,791.25 |
0.618 |
1,778.50 |
HIGH |
1,758.00 |
0.618 |
1,745.25 |
0.500 |
1,741.50 |
0.382 |
1,737.50 |
LOW |
1,724.75 |
0.618 |
1,704.25 |
1.000 |
1,691.50 |
1.618 |
1,671.00 |
2.618 |
1,637.75 |
4.250 |
1,583.50 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,741.50 |
1,741.50 |
PP |
1,738.00 |
1,738.00 |
S1 |
1,734.75 |
1,734.75 |
|