Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,762.25 |
1,751.00 |
-11.25 |
-0.6% |
1,730.00 |
High |
1,778.25 |
1,777.25 |
-1.00 |
-0.1% |
1,779.25 |
Low |
1,746.75 |
1,737.50 |
-9.25 |
-0.5% |
1,723.25 |
Close |
1,752.00 |
1,748.00 |
-4.00 |
-0.2% |
1,752.00 |
Range |
31.50 |
39.75 |
8.25 |
26.2% |
56.00 |
ATR |
28.49 |
29.29 |
0.80 |
2.8% |
0.00 |
Volume |
344,422 |
358,585 |
14,163 |
4.1% |
1,595,583 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.50 |
1,850.50 |
1,769.75 |
|
R3 |
1,833.75 |
1,810.75 |
1,759.00 |
|
R2 |
1,794.00 |
1,794.00 |
1,755.25 |
|
R1 |
1,771.00 |
1,771.00 |
1,751.75 |
1,762.50 |
PP |
1,754.25 |
1,754.25 |
1,754.25 |
1,750.00 |
S1 |
1,731.25 |
1,731.25 |
1,744.25 |
1,723.00 |
S2 |
1,714.50 |
1,714.50 |
1,740.75 |
|
S3 |
1,674.75 |
1,691.50 |
1,737.00 |
|
S4 |
1,635.00 |
1,651.75 |
1,726.25 |
|
|
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 |
1,737.50 |
41.75 |
2.4% |
32.75 |
1.9% |
25% |
False |
True |
324,125 |
10 |
1,779.25 |
1,720.25 |
59.00 |
3.4% |
28.00 |
1.6% |
47% |
False |
False |
289,196 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.4% |
28.75 |
1.6% |
76% |
False |
False |
298,588 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.3% |
28.25 |
1.6% |
84% |
False |
False |
236,965 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.6% |
29.00 |
1.7% |
86% |
False |
False |
158,206 |
80 |
1,779.25 |
1,391.25 |
388.00 |
22.2% |
28.50 |
1.6% |
92% |
False |
False |
118,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.25 |
2.618 |
1,881.25 |
1.618 |
1,841.50 |
1.000 |
1,817.00 |
0.618 |
1,801.75 |
HIGH |
1,777.25 |
0.618 |
1,762.00 |
0.500 |
1,757.50 |
0.382 |
1,752.75 |
LOW |
1,737.50 |
0.618 |
1,713.00 |
1.000 |
1,697.75 |
1.618 |
1,673.25 |
2.618 |
1,633.50 |
4.250 |
1,568.50 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,757.50 |
1,758.00 |
PP |
1,754.25 |
1,754.50 |
S1 |
1,751.00 |
1,751.25 |
|