Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,880.0 |
4,872.0 |
-8.0 |
-0.2% |
4,800.0 |
High |
4,900.0 |
4,888.0 |
-12.0 |
-0.2% |
4,900.0 |
Low |
4,859.0 |
4,836.0 |
-23.0 |
-0.5% |
4,741.0 |
Close |
4,867.0 |
4,849.0 |
-18.0 |
-0.4% |
4,849.0 |
Range |
41.0 |
52.0 |
11.0 |
26.8% |
159.0 |
ATR |
66.7 |
65.6 |
-1.0 |
-1.6% |
0.0 |
Volume |
19,500 |
16,671 |
-2,829 |
-14.5% |
89,475 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,013.7 |
4,983.3 |
4,877.6 |
|
R3 |
4,961.7 |
4,931.3 |
4,863.3 |
|
R2 |
4,909.7 |
4,909.7 |
4,858.5 |
|
R1 |
4,879.3 |
4,879.3 |
4,853.8 |
4,868.5 |
PP |
4,857.7 |
4,857.7 |
4,857.7 |
4,852.3 |
S1 |
4,827.3 |
4,827.3 |
4,844.2 |
4,816.5 |
S2 |
4,805.7 |
4,805.7 |
4,839.5 |
|
S3 |
4,753.7 |
4,775.3 |
4,834.7 |
|
S4 |
4,701.7 |
4,723.3 |
4,820.4 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,307.0 |
5,237.0 |
4,936.5 |
|
R3 |
5,148.0 |
5,078.0 |
4,892.7 |
|
R2 |
4,989.0 |
4,989.0 |
4,878.2 |
|
R1 |
4,919.0 |
4,919.0 |
4,863.6 |
4,954.0 |
PP |
4,830.0 |
4,830.0 |
4,830.0 |
4,847.5 |
S1 |
4,760.0 |
4,760.0 |
4,834.4 |
4,795.0 |
S2 |
4,671.0 |
4,671.0 |
4,819.9 |
|
S3 |
4,512.0 |
4,601.0 |
4,805.3 |
|
S4 |
4,353.0 |
4,442.0 |
4,761.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,900.0 |
4,741.0 |
159.0 |
3.3% |
49.2 |
1.0% |
68% |
False |
False |
17,895 |
10 |
4,900.0 |
4,574.0 |
326.0 |
6.7% |
59.0 |
1.2% |
84% |
False |
False |
22,758 |
20 |
4,900.0 |
4,574.0 |
326.0 |
6.7% |
52.7 |
1.1% |
84% |
False |
False |
23,445 |
40 |
4,900.0 |
4,350.0 |
550.0 |
11.3% |
49.7 |
1.0% |
91% |
False |
False |
19,061 |
60 |
4,900.0 |
4,109.0 |
791.0 |
16.3% |
40.3 |
0.8% |
94% |
False |
False |
12,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,109.0 |
2.618 |
5,024.1 |
1.618 |
4,972.1 |
1.000 |
4,940.0 |
0.618 |
4,920.1 |
HIGH |
4,888.0 |
0.618 |
4,868.1 |
0.500 |
4,862.0 |
0.382 |
4,855.9 |
LOW |
4,836.0 |
0.618 |
4,803.9 |
1.000 |
4,784.0 |
1.618 |
4,751.9 |
2.618 |
4,699.9 |
4.250 |
4,615.0 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4,862.0 |
4,847.7 |
PP |
4,857.7 |
4,846.3 |
S1 |
4,853.3 |
4,845.0 |
|