Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,150.0 |
5,185.5 |
35.5 |
0.7% |
4,975.0 |
High |
5,203.0 |
5,192.5 |
-10.5 |
-0.2% |
5,143.0 |
Low |
5,144.5 |
5,121.0 |
-23.5 |
-0.5% |
4,944.0 |
Close |
5,178.0 |
5,138.5 |
-39.5 |
-0.8% |
5,128.0 |
Range |
58.5 |
71.5 |
13.0 |
22.2% |
199.0 |
ATR |
79.6 |
79.0 |
-0.6 |
-0.7% |
0.0 |
Volume |
92,784 |
81,267 |
-11,517 |
-12.4% |
554,699 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,365.0 |
5,323.5 |
5,178.0 |
|
R3 |
5,293.5 |
5,252.0 |
5,158.0 |
|
R2 |
5,222.0 |
5,222.0 |
5,151.5 |
|
R1 |
5,180.5 |
5,180.5 |
5,145.0 |
5,165.5 |
PP |
5,150.5 |
5,150.5 |
5,150.5 |
5,143.0 |
S1 |
5,109.0 |
5,109.0 |
5,132.0 |
5,094.0 |
S2 |
5,079.0 |
5,079.0 |
5,125.5 |
|
S3 |
5,007.5 |
5,037.5 |
5,119.0 |
|
S4 |
4,936.0 |
4,966.0 |
5,099.0 |
|
|
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 |
5,064.5 |
138.5 |
2.7% |
59.0 |
1.1% |
53% |
False |
False |
94,363 |
10 |
5,203.0 |
4,922.5 |
280.5 |
5.5% |
82.0 |
1.6% |
77% |
False |
False |
111,526 |
20 |
5,203.0 |
4,922.5 |
280.5 |
5.5% |
78.0 |
1.5% |
77% |
False |
False |
116,975 |
40 |
5,203.0 |
4,568.0 |
635.0 |
12.4% |
69.5 |
1.4% |
90% |
False |
False |
65,816 |
60 |
5,203.0 |
4,346.0 |
857.0 |
16.7% |
64.5 |
1.3% |
92% |
False |
False |
43,920 |
80 |
5,203.0 |
4,041.0 |
1,162.0 |
22.6% |
64.5 |
1.3% |
94% |
False |
False |
32,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,496.5 |
2.618 |
5,379.5 |
1.618 |
5,308.0 |
1.000 |
5,264.0 |
0.618 |
5,236.5 |
HIGH |
5,192.5 |
0.618 |
5,165.0 |
0.500 |
5,157.0 |
0.382 |
5,148.5 |
LOW |
5,121.0 |
0.618 |
5,077.0 |
1.000 |
5,049.5 |
1.618 |
5,005.5 |
2.618 |
4,934.0 |
4.250 |
4,817.0 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,157.0 |
5,149.5 |
PP |
5,150.5 |
5,146.0 |
S1 |
5,144.5 |
5,142.0 |
|