Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,749.50 |
1,762.25 |
12.75 |
0.7% |
1,730.00 |
High |
1,766.25 |
1,778.25 |
12.00 |
0.7% |
1,779.25 |
Low |
1,737.50 |
1,746.75 |
9.25 |
0.5% |
1,723.25 |
Close |
1,762.50 |
1,752.00 |
-10.50 |
-0.6% |
1,752.00 |
Range |
28.75 |
31.50 |
2.75 |
9.6% |
56.00 |
ATR |
28.26 |
28.49 |
0.23 |
0.8% |
0.00 |
Volume |
321,499 |
344,422 |
22,923 |
7.1% |
1,595,583 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.50 |
1,834.25 |
1,769.25 |
|
R3 |
1,822.00 |
1,802.75 |
1,760.75 |
|
R2 |
1,790.50 |
1,790.50 |
1,757.75 |
|
R1 |
1,771.25 |
1,771.25 |
1,755.00 |
1,765.00 |
PP |
1,759.00 |
1,759.00 |
1,759.00 |
1,756.00 |
S1 |
1,739.75 |
1,739.75 |
1,749.00 |
1,733.50 |
S2 |
1,727.50 |
1,727.50 |
1,746.25 |
|
S3 |
1,696.00 |
1,708.25 |
1,743.25 |
|
S4 |
1,664.50 |
1,676.75 |
1,734.75 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.50 |
1,891.75 |
1,782.75 |
|
R3 |
1,863.50 |
1,835.75 |
1,767.50 |
|
R2 |
1,807.50 |
1,807.50 |
1,762.25 |
|
R1 |
1,779.75 |
1,779.75 |
1,757.25 |
1,793.50 |
PP |
1,751.50 |
1,751.50 |
1,751.50 |
1,758.50 |
S1 |
1,723.75 |
1,723.75 |
1,746.75 |
1,737.50 |
S2 |
1,695.50 |
1,695.50 |
1,741.75 |
|
S3 |
1,639.50 |
1,667.75 |
1,736.50 |
|
S4 |
1,583.50 |
1,611.75 |
1,721.25 |
|
|
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% |
31.25 |
1.8% |
51% |
False |
False |
319,116 |
10 |
1,779.25 |
1,716.50 |
62.75 |
3.6% |
26.25 |
1.5% |
57% |
False |
False |
274,080 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.4% |
29.00 |
1.7% |
79% |
False |
False |
296,166 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.2% |
28.25 |
1.6% |
86% |
False |
False |
228,042 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.6% |
28.75 |
1.6% |
88% |
False |
False |
152,260 |
80 |
1,779.25 |
1,391.25 |
388.00 |
22.1% |
28.00 |
1.6% |
93% |
False |
False |
114,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,912.00 |
2.618 |
1,860.75 |
1.618 |
1,829.25 |
1.000 |
1,809.75 |
0.618 |
1,797.75 |
HIGH |
1,778.25 |
0.618 |
1,766.25 |
0.500 |
1,762.50 |
0.382 |
1,758.75 |
LOW |
1,746.75 |
0.618 |
1,727.25 |
1.000 |
1,715.25 |
1.618 |
1,695.75 |
2.618 |
1,664.25 |
4.250 |
1,613.00 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,762.50 |
1,758.50 |
PP |
1,759.00 |
1,756.25 |
S1 |
1,755.50 |
1,754.00 |
|