Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,747.50 |
1,719.50 |
-28.00 |
-1.6% |
1,730.00 |
High |
1,751.75 |
1,723.00 |
-28.75 |
-1.6% |
1,779.25 |
Low |
1,713.00 |
1,677.25 |
-35.75 |
-2.1% |
1,723.25 |
Close |
1,719.75 |
1,680.00 |
-39.75 |
-2.3% |
1,752.00 |
Range |
38.75 |
45.75 |
7.00 |
18.1% |
56.00 |
ATR |
29.97 |
31.10 |
1.13 |
3.8% |
0.00 |
Volume |
393,166 |
442,445 |
49,279 |
12.5% |
1,595,583 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.75 |
1,801.00 |
1,705.25 |
|
R3 |
1,785.00 |
1,755.25 |
1,692.50 |
|
R2 |
1,739.25 |
1,739.25 |
1,688.50 |
|
R1 |
1,709.50 |
1,709.50 |
1,684.25 |
1,701.50 |
PP |
1,693.50 |
1,693.50 |
1,693.50 |
1,689.50 |
S1 |
1,663.75 |
1,663.75 |
1,675.75 |
1,655.75 |
S2 |
1,647.75 |
1,647.75 |
1,671.50 |
|
S3 |
1,602.00 |
1,618.00 |
1,667.50 |
|
S4 |
1,556.25 |
1,572.25 |
1,654.75 |
|
|
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 |
1,778.25 |
1,677.25 |
101.00 |
6.0% |
37.00 |
2.2% |
3% |
False |
True |
372,023 |
10 |
1,779.25 |
1,677.25 |
102.00 |
6.1% |
33.25 |
2.0% |
3% |
False |
True |
333,008 |
20 |
1,779.25 |
1,649.75 |
129.50 |
7.7% |
29.75 |
1.8% |
23% |
False |
False |
313,973 |
40 |
1,779.25 |
1,582.50 |
196.75 |
11.7% |
28.25 |
1.7% |
50% |
False |
False |
257,816 |
60 |
1,779.25 |
1,559.25 |
220.00 |
13.1% |
29.75 |
1.8% |
55% |
False |
False |
172,122 |
80 |
1,779.25 |
1,391.25 |
388.00 |
23.1% |
28.75 |
1.7% |
74% |
False |
False |
129,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.50 |
2.618 |
1,842.75 |
1.618 |
1,797.00 |
1.000 |
1,768.75 |
0.618 |
1,751.25 |
HIGH |
1,723.00 |
0.618 |
1,705.50 |
0.500 |
1,700.00 |
0.382 |
1,694.75 |
LOW |
1,677.25 |
0.618 |
1,649.00 |
1.000 |
1,631.50 |
1.618 |
1,603.25 |
2.618 |
1,557.50 |
4.250 |
1,482.75 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,700.00 |
1,727.25 |
PP |
1,693.50 |
1,711.50 |
S1 |
1,686.75 |
1,695.75 |
|