Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,751.00 |
1,747.50 |
-3.50 |
-0.2% |
1,730.00 |
High |
1,777.25 |
1,751.75 |
-25.50 |
-1.4% |
1,779.25 |
Low |
1,737.50 |
1,713.00 |
-24.50 |
-1.4% |
1,723.25 |
Close |
1,748.00 |
1,719.75 |
-28.25 |
-1.6% |
1,752.00 |
Range |
39.75 |
38.75 |
-1.00 |
-2.5% |
56.00 |
ATR |
29.29 |
29.97 |
0.68 |
2.3% |
0.00 |
Volume |
358,585 |
393,166 |
34,581 |
9.6% |
1,595,583 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.50 |
1,820.75 |
1,741.00 |
|
R3 |
1,805.75 |
1,782.00 |
1,730.50 |
|
R2 |
1,767.00 |
1,767.00 |
1,726.75 |
|
R1 |
1,743.25 |
1,743.25 |
1,723.25 |
1,735.75 |
PP |
1,728.25 |
1,728.25 |
1,728.25 |
1,724.50 |
S1 |
1,704.50 |
1,704.50 |
1,716.25 |
1,697.00 |
S2 |
1,689.50 |
1,689.50 |
1,712.75 |
|
S3 |
1,650.75 |
1,665.75 |
1,709.00 |
|
S4 |
1,612.00 |
1,627.00 |
1,698.50 |
|
|
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 |
1,713.00 |
66.25 |
3.9% |
34.50 |
2.0% |
10% |
False |
True |
348,612 |
10 |
1,779.25 |
1,713.00 |
66.25 |
3.9% |
30.25 |
1.8% |
10% |
False |
True |
310,638 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.5% |
29.50 |
1.7% |
54% |
False |
False |
305,683 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.4% |
28.50 |
1.7% |
70% |
False |
False |
246,768 |
60 |
1,779.25 |
1,559.25 |
220.00 |
12.8% |
29.25 |
1.7% |
73% |
False |
False |
164,757 |
80 |
1,779.25 |
1,391.25 |
388.00 |
22.6% |
28.75 |
1.7% |
85% |
False |
False |
123,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.50 |
2.618 |
1,853.25 |
1.618 |
1,814.50 |
1.000 |
1,790.50 |
0.618 |
1,775.75 |
HIGH |
1,751.75 |
0.618 |
1,737.00 |
0.500 |
1,732.50 |
0.382 |
1,727.75 |
LOW |
1,713.00 |
0.618 |
1,689.00 |
1.000 |
1,674.25 |
1.618 |
1,650.25 |
2.618 |
1,611.50 |
4.250 |
1,548.25 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,732.50 |
1,745.50 |
PP |
1,728.25 |
1,737.00 |
S1 |
1,724.00 |
1,728.50 |
|