Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,749.50 |
1,757.25 |
7.75 |
0.4% |
1,725.00 |
High |
1,773.50 |
1,779.25 |
5.75 |
0.3% |
1,758.00 |
Low |
1,743.50 |
1,746.00 |
2.50 |
0.1% |
1,716.50 |
Close |
1,758.25 |
1,753.25 |
-5.00 |
-0.3% |
1,731.50 |
Range |
30.00 |
33.25 |
3.25 |
10.8% |
41.50 |
ATR |
27.83 |
28.22 |
0.39 |
1.4% |
0.00 |
Volume |
270,731 |
325,391 |
54,660 |
20.2% |
1,145,224 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.25 |
1,839.50 |
1,771.50 |
|
R3 |
1,826.00 |
1,806.25 |
1,762.50 |
|
R2 |
1,792.75 |
1,792.75 |
1,759.25 |
|
R1 |
1,773.00 |
1,773.00 |
1,756.25 |
1,766.25 |
PP |
1,759.50 |
1,759.50 |
1,759.50 |
1,756.00 |
S1 |
1,739.75 |
1,739.75 |
1,750.25 |
1,733.00 |
S2 |
1,726.25 |
1,726.25 |
1,747.25 |
|
S3 |
1,693.00 |
1,706.50 |
1,744.00 |
|
S4 |
1,659.75 |
1,673.25 |
1,735.00 |
|
|
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 |
1,779.25 |
1,723.25 |
56.00 |
3.2% |
29.50 |
1.7% |
54% |
True |
False |
293,994 |
10 |
1,779.25 |
1,706.50 |
72.75 |
4.1% |
24.75 |
1.4% |
64% |
True |
False |
260,884 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.4% |
29.00 |
1.7% |
80% |
True |
False |
296,018 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.2% |
28.00 |
1.6% |
87% |
True |
False |
211,503 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.5% |
28.50 |
1.6% |
88% |
True |
False |
141,163 |
80 |
1,779.25 |
1,391.25 |
388.00 |
22.1% |
28.00 |
1.6% |
93% |
True |
False |
105,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.50 |
2.618 |
1,866.25 |
1.618 |
1,833.00 |
1.000 |
1,812.50 |
0.618 |
1,799.75 |
HIGH |
1,779.25 |
0.618 |
1,766.50 |
0.500 |
1,762.50 |
0.382 |
1,758.75 |
LOW |
1,746.00 |
0.618 |
1,725.50 |
1.000 |
1,712.75 |
1.618 |
1,692.25 |
2.618 |
1,659.00 |
4.250 |
1,604.75 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,762.50 |
1,752.50 |
PP |
1,759.50 |
1,752.00 |
S1 |
1,756.50 |
1,751.25 |
|