Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,182.5 |
5,273.0 |
90.5 |
1.7% |
5,150.0 |
High |
5,255.5 |
5,273.0 |
17.5 |
0.3% |
5,245.0 |
Low |
5,182.0 |
5,190.0 |
8.0 |
0.2% |
5,121.0 |
Close |
5,249.0 |
5,221.5 |
-27.5 |
-0.5% |
5,177.0 |
Range |
73.5 |
83.0 |
9.5 |
12.9% |
124.0 |
ATR |
80.4 |
80.5 |
0.2 |
0.2% |
0.0 |
Volume |
130,231 |
87,480 |
-42,751 |
-32.8% |
521,456 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.0 |
5,432.5 |
5,267.0 |
|
R3 |
5,394.0 |
5,349.5 |
5,244.5 |
|
R2 |
5,311.0 |
5,311.0 |
5,236.5 |
|
R1 |
5,266.5 |
5,266.5 |
5,229.0 |
5,247.0 |
PP |
5,228.0 |
5,228.0 |
5,228.0 |
5,218.5 |
S1 |
5,183.5 |
5,183.5 |
5,214.0 |
5,164.0 |
S2 |
5,145.0 |
5,145.0 |
5,206.5 |
|
S3 |
5,062.0 |
5,100.5 |
5,198.5 |
|
S4 |
4,979.0 |
5,017.5 |
5,176.0 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,553.0 |
5,489.0 |
5,245.0 |
|
R3 |
5,429.0 |
5,365.0 |
5,211.0 |
|
R2 |
5,305.0 |
5,305.0 |
5,199.5 |
|
R1 |
5,241.0 |
5,241.0 |
5,188.5 |
5,273.0 |
PP |
5,181.0 |
5,181.0 |
5,181.0 |
5,197.0 |
S1 |
5,117.0 |
5,117.0 |
5,165.5 |
5,149.0 |
S2 |
5,057.0 |
5,057.0 |
5,154.5 |
|
S3 |
4,933.0 |
4,993.0 |
5,143.0 |
|
S4 |
4,809.0 |
4,869.0 |
5,109.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,273.0 |
5,144.0 |
129.0 |
2.5% |
76.0 |
1.5% |
60% |
True |
False |
113,023 |
10 |
5,273.0 |
5,064.5 |
208.5 |
4.0% |
67.5 |
1.3% |
75% |
True |
False |
103,693 |
20 |
5,273.0 |
4,922.5 |
350.5 |
6.7% |
80.5 |
1.5% |
85% |
True |
False |
113,027 |
40 |
5,273.0 |
4,742.5 |
530.5 |
10.2% |
71.0 |
1.4% |
90% |
True |
False |
79,897 |
60 |
5,273.0 |
4,464.5 |
808.5 |
15.5% |
67.0 |
1.3% |
94% |
True |
False |
53,323 |
80 |
5,273.0 |
4,041.0 |
1,232.0 |
23.6% |
64.5 |
1.2% |
96% |
True |
False |
40,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,626.0 |
2.618 |
5,490.5 |
1.618 |
5,407.5 |
1.000 |
5,356.0 |
0.618 |
5,324.5 |
HIGH |
5,273.0 |
0.618 |
5,241.5 |
0.500 |
5,231.5 |
0.382 |
5,221.5 |
LOW |
5,190.0 |
0.618 |
5,138.5 |
1.000 |
5,107.0 |
1.618 |
5,055.5 |
2.618 |
4,972.5 |
4.250 |
4,837.0 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,231.5 |
5,217.0 |
PP |
5,228.0 |
5,213.0 |
S1 |
5,225.0 |
5,208.5 |
|