Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,730.00 |
1,749.50 |
19.50 |
1.1% |
1,725.00 |
High |
1,756.50 |
1,773.50 |
17.00 |
1.0% |
1,758.00 |
Low |
1,723.25 |
1,743.50 |
20.25 |
1.2% |
1,716.50 |
Close |
1,750.25 |
1,758.25 |
8.00 |
0.5% |
1,731.50 |
Range |
33.25 |
30.00 |
-3.25 |
-9.8% |
41.50 |
ATR |
27.67 |
27.83 |
0.17 |
0.6% |
0.00 |
Volume |
333,540 |
270,731 |
-62,809 |
-18.8% |
1,145,224 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.50 |
1,833.25 |
1,774.75 |
|
R3 |
1,818.50 |
1,803.25 |
1,766.50 |
|
R2 |
1,788.50 |
1,788.50 |
1,763.75 |
|
R1 |
1,773.25 |
1,773.25 |
1,761.00 |
1,781.00 |
PP |
1,758.50 |
1,758.50 |
1,758.50 |
1,762.25 |
S1 |
1,743.25 |
1,743.25 |
1,755.50 |
1,751.00 |
S2 |
1,728.50 |
1,728.50 |
1,752.75 |
|
S3 |
1,698.50 |
1,713.25 |
1,750.00 |
|
S4 |
1,668.50 |
1,683.25 |
1,741.75 |
|
|
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 |
1,773.50 |
1,723.25 |
50.25 |
2.9% |
26.00 |
1.5% |
70% |
True |
False |
272,665 |
10 |
1,773.50 |
1,696.00 |
77.50 |
4.4% |
22.75 |
1.3% |
80% |
True |
False |
263,155 |
20 |
1,773.50 |
1,649.75 |
123.75 |
7.0% |
29.00 |
1.7% |
88% |
True |
False |
291,078 |
40 |
1,773.50 |
1,582.50 |
191.00 |
10.9% |
28.00 |
1.6% |
92% |
True |
False |
203,409 |
60 |
1,773.50 |
1,559.25 |
214.25 |
12.2% |
28.25 |
1.6% |
93% |
True |
False |
135,745 |
80 |
1,773.50 |
1,391.25 |
382.25 |
21.7% |
27.75 |
1.6% |
96% |
True |
False |
101,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.00 |
2.618 |
1,852.00 |
1.618 |
1,822.00 |
1.000 |
1,803.50 |
0.618 |
1,792.00 |
HIGH |
1,773.50 |
0.618 |
1,762.00 |
0.500 |
1,758.50 |
0.382 |
1,755.00 |
LOW |
1,743.50 |
0.618 |
1,725.00 |
1.000 |
1,713.50 |
1.618 |
1,695.00 |
2.618 |
1,665.00 |
4.250 |
1,616.00 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,758.50 |
1,755.00 |
PP |
1,758.50 |
1,751.75 |
S1 |
1,758.25 |
1,748.50 |
|