Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,749.50 |
1,730.00 |
-19.50 |
-1.1% |
1,725.00 |
High |
1,758.00 |
1,756.50 |
-1.50 |
-0.1% |
1,758.00 |
Low |
1,724.75 |
1,723.25 |
-1.50 |
-0.1% |
1,716.50 |
Close |
1,731.50 |
1,750.25 |
18.75 |
1.1% |
1,731.50 |
Range |
33.25 |
33.25 |
0.00 |
0.0% |
41.50 |
ATR |
27.24 |
27.67 |
0.43 |
1.6% |
0.00 |
Volume |
260,884 |
333,540 |
72,656 |
27.8% |
1,145,224 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.00 |
1,830.00 |
1,768.50 |
|
R3 |
1,809.75 |
1,796.75 |
1,759.50 |
|
R2 |
1,776.50 |
1,776.50 |
1,756.25 |
|
R1 |
1,763.50 |
1,763.50 |
1,753.25 |
1,770.00 |
PP |
1,743.25 |
1,743.25 |
1,743.25 |
1,746.50 |
S1 |
1,730.25 |
1,730.25 |
1,747.25 |
1,736.75 |
S2 |
1,710.00 |
1,710.00 |
1,744.25 |
|
S3 |
1,676.75 |
1,697.00 |
1,741.00 |
|
S4 |
1,643.50 |
1,663.75 |
1,732.00 |
|
|
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 |
1,720.25 |
37.75 |
2.2% |
23.25 |
1.3% |
79% |
False |
False |
254,266 |
10 |
1,758.00 |
1,674.00 |
84.00 |
4.8% |
23.50 |
1.3% |
91% |
False |
False |
262,266 |
20 |
1,758.00 |
1,649.75 |
108.25 |
6.2% |
28.25 |
1.6% |
93% |
False |
False |
290,666 |
40 |
1,758.00 |
1,582.50 |
175.50 |
10.0% |
27.75 |
1.6% |
96% |
False |
False |
196,677 |
60 |
1,758.00 |
1,559.25 |
198.75 |
11.4% |
28.25 |
1.6% |
96% |
False |
False |
131,234 |
80 |
1,758.00 |
1,391.25 |
366.75 |
21.0% |
27.75 |
1.6% |
98% |
False |
False |
98,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.75 |
2.618 |
1,843.50 |
1.618 |
1,810.25 |
1.000 |
1,789.75 |
0.618 |
1,777.00 |
HIGH |
1,756.50 |
0.618 |
1,743.75 |
0.500 |
1,740.00 |
0.382 |
1,736.00 |
LOW |
1,723.25 |
0.618 |
1,702.75 |
1.000 |
1,690.00 |
1.618 |
1,669.50 |
2.618 |
1,636.25 |
4.250 |
1,582.00 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,746.75 |
1,747.00 |
PP |
1,743.25 |
1,743.75 |
S1 |
1,740.00 |
1,740.50 |
|