Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,185.5 |
5,185.5 |
0.0 |
0.0% |
4,975.0 |
High |
5,192.5 |
5,243.5 |
51.0 |
1.0% |
5,143.0 |
Low |
5,121.0 |
5,175.5 |
54.5 |
1.1% |
4,944.0 |
Close |
5,138.5 |
5,223.0 |
84.5 |
1.6% |
5,128.0 |
Range |
71.5 |
68.0 |
-3.5 |
-4.9% |
199.0 |
ATR |
79.0 |
80.9 |
1.9 |
2.3% |
0.0 |
Volume |
81,267 |
119,830 |
38,563 |
47.5% |
554,699 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,418.0 |
5,388.5 |
5,260.5 |
|
R3 |
5,350.0 |
5,320.5 |
5,241.5 |
|
R2 |
5,282.0 |
5,282.0 |
5,235.5 |
|
R1 |
5,252.5 |
5,252.5 |
5,229.0 |
5,267.0 |
PP |
5,214.0 |
5,214.0 |
5,214.0 |
5,221.5 |
S1 |
5,184.5 |
5,184.5 |
5,217.0 |
5,199.0 |
S2 |
5,146.0 |
5,146.0 |
5,210.5 |
|
S3 |
5,078.0 |
5,116.5 |
5,204.5 |
|
S4 |
5,010.0 |
5,048.5 |
5,185.5 |
|
|
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 |
5,243.5 |
5,086.5 |
157.0 |
3.0% |
60.0 |
1.2% |
87% |
True |
False |
96,067 |
10 |
5,243.5 |
4,922.5 |
321.0 |
6.1% |
78.5 |
1.5% |
94% |
True |
False |
113,975 |
20 |
5,243.5 |
4,922.5 |
321.0 |
6.1% |
76.5 |
1.5% |
94% |
True |
False |
115,573 |
40 |
5,243.5 |
4,592.5 |
651.0 |
12.5% |
69.5 |
1.3% |
97% |
True |
False |
68,781 |
60 |
5,243.5 |
4,400.5 |
843.0 |
16.1% |
64.5 |
1.2% |
98% |
True |
False |
45,912 |
80 |
5,243.5 |
4,041.0 |
1,202.5 |
23.0% |
64.0 |
1.2% |
98% |
True |
False |
34,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,532.5 |
2.618 |
5,421.5 |
1.618 |
5,353.5 |
1.000 |
5,311.5 |
0.618 |
5,285.5 |
HIGH |
5,243.5 |
0.618 |
5,217.5 |
0.500 |
5,209.5 |
0.382 |
5,201.5 |
LOW |
5,175.5 |
0.618 |
5,133.5 |
1.000 |
5,107.5 |
1.618 |
5,065.5 |
2.618 |
4,997.5 |
4.250 |
4,886.5 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,218.5 |
5,209.5 |
PP |
5,214.0 |
5,196.0 |
S1 |
5,209.5 |
5,182.0 |
|