Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,098.5 |
5,150.0 |
51.5 |
1.0% |
4,975.0 |
High |
5,142.5 |
5,203.0 |
60.5 |
1.2% |
5,143.0 |
Low |
5,096.0 |
5,144.5 |
48.5 |
1.0% |
4,944.0 |
Close |
5,128.0 |
5,178.0 |
50.0 |
1.0% |
5,128.0 |
Range |
46.5 |
58.5 |
12.0 |
25.8% |
199.0 |
ATR |
79.9 |
79.6 |
-0.4 |
-0.4% |
0.0 |
Volume |
96,842 |
92,784 |
-4,058 |
-4.2% |
554,699 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,350.5 |
5,323.0 |
5,210.0 |
|
R3 |
5,292.0 |
5,264.5 |
5,194.0 |
|
R2 |
5,233.5 |
5,233.5 |
5,188.5 |
|
R1 |
5,206.0 |
5,206.0 |
5,183.5 |
5,220.0 |
PP |
5,175.0 |
5,175.0 |
5,175.0 |
5,182.0 |
S1 |
5,147.5 |
5,147.5 |
5,172.5 |
5,161.0 |
S2 |
5,116.5 |
5,116.5 |
5,167.5 |
|
S3 |
5,058.0 |
5,089.0 |
5,162.0 |
|
S4 |
4,999.5 |
5,030.5 |
5,146.0 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,668.5 |
5,597.5 |
5,237.5 |
|
R3 |
5,469.5 |
5,398.5 |
5,182.5 |
|
R2 |
5,270.5 |
5,270.5 |
5,164.5 |
|
R1 |
5,199.5 |
5,199.5 |
5,146.0 |
5,235.0 |
PP |
5,071.5 |
5,071.5 |
5,071.5 |
5,089.5 |
S1 |
5,000.5 |
5,000.5 |
5,110.0 |
5,036.0 |
S2 |
4,872.5 |
4,872.5 |
5,091.5 |
|
S3 |
4,673.5 |
4,801.5 |
5,073.5 |
|
S4 |
4,474.5 |
4,602.5 |
5,018.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,203.0 |
5,000.0 |
203.0 |
3.9% |
69.0 |
1.3% |
88% |
True |
False |
98,028 |
10 |
5,203.0 |
4,922.5 |
280.5 |
5.4% |
80.0 |
1.5% |
91% |
True |
False |
114,583 |
20 |
5,203.0 |
4,922.5 |
280.5 |
5.4% |
78.0 |
1.5% |
91% |
True |
False |
119,789 |
40 |
5,203.0 |
4,568.0 |
635.0 |
12.3% |
69.5 |
1.3% |
96% |
True |
False |
63,787 |
60 |
5,203.0 |
4,319.0 |
884.0 |
17.1% |
63.5 |
1.2% |
97% |
True |
False |
42,570 |
80 |
5,203.0 |
4,041.0 |
1,162.0 |
22.4% |
64.0 |
1.2% |
98% |
True |
False |
31,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,451.5 |
2.618 |
5,356.0 |
1.618 |
5,297.5 |
1.000 |
5,261.5 |
0.618 |
5,239.0 |
HIGH |
5,203.0 |
0.618 |
5,180.5 |
0.500 |
5,174.0 |
0.382 |
5,167.0 |
LOW |
5,144.5 |
0.618 |
5,108.5 |
1.000 |
5,086.0 |
1.618 |
5,050.0 |
2.618 |
4,991.5 |
4.250 |
4,896.0 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,176.5 |
5,167.0 |
PP |
5,175.0 |
5,156.0 |
S1 |
5,174.0 |
5,145.0 |
|