Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,757.25 |
1,749.50 |
-7.75 |
-0.4% |
1,725.00 |
High |
1,779.25 |
1,766.25 |
-13.00 |
-0.7% |
1,758.00 |
Low |
1,746.00 |
1,737.50 |
-8.50 |
-0.5% |
1,716.50 |
Close |
1,753.25 |
1,762.50 |
9.25 |
0.5% |
1,731.50 |
Range |
33.25 |
28.75 |
-4.50 |
-13.5% |
41.50 |
ATR |
28.22 |
28.26 |
0.04 |
0.1% |
0.00 |
Volume |
325,391 |
321,499 |
-3,892 |
-1.2% |
1,145,224 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.75 |
1,830.75 |
1,778.25 |
|
R3 |
1,813.00 |
1,802.00 |
1,770.50 |
|
R2 |
1,784.25 |
1,784.25 |
1,767.75 |
|
R1 |
1,773.25 |
1,773.25 |
1,765.25 |
1,778.75 |
PP |
1,755.50 |
1,755.50 |
1,755.50 |
1,758.00 |
S1 |
1,744.50 |
1,744.50 |
1,759.75 |
1,750.00 |
S2 |
1,726.75 |
1,726.75 |
1,757.25 |
|
S3 |
1,698.00 |
1,715.75 |
1,754.50 |
|
S4 |
1,669.25 |
1,687.00 |
1,746.75 |
|
|
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 |
1,779.25 |
1,723.25 |
56.00 |
3.2% |
31.75 |
1.8% |
70% |
False |
False |
302,409 |
10 |
1,779.25 |
1,706.50 |
72.75 |
4.1% |
25.25 |
1.4% |
77% |
False |
False |
269,460 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.3% |
28.50 |
1.6% |
87% |
False |
False |
296,498 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.2% |
28.25 |
1.6% |
91% |
False |
False |
219,518 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.5% |
28.75 |
1.6% |
92% |
False |
False |
146,520 |
80 |
1,779.25 |
1,391.25 |
388.00 |
22.0% |
28.00 |
1.6% |
96% |
False |
False |
109,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.50 |
2.618 |
1,841.50 |
1.618 |
1,812.75 |
1.000 |
1,795.00 |
0.618 |
1,784.00 |
HIGH |
1,766.25 |
0.618 |
1,755.25 |
0.500 |
1,752.00 |
0.382 |
1,748.50 |
LOW |
1,737.50 |
0.618 |
1,719.75 |
1.000 |
1,708.75 |
1.618 |
1,691.00 |
2.618 |
1,662.25 |
4.250 |
1,615.25 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,759.00 |
1,761.00 |
PP |
1,755.50 |
1,759.75 |
S1 |
1,752.00 |
1,758.50 |
|