Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,872.0 |
4,838.0 |
-34.0 |
-0.7% |
4,800.0 |
High |
4,888.0 |
4,838.0 |
-50.0 |
-1.0% |
4,900.0 |
Low |
4,836.0 |
4,772.0 |
-64.0 |
-1.3% |
4,741.0 |
Close |
4,849.0 |
4,808.0 |
-41.0 |
-0.8% |
4,849.0 |
Range |
52.0 |
66.0 |
14.0 |
26.9% |
159.0 |
ATR |
65.6 |
66.5 |
0.8 |
1.2% |
0.0 |
Volume |
16,671 |
23,263 |
6,592 |
39.5% |
89,475 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,004.0 |
4,972.0 |
4,844.3 |
|
R3 |
4,938.0 |
4,906.0 |
4,826.2 |
|
R2 |
4,872.0 |
4,872.0 |
4,820.1 |
|
R1 |
4,840.0 |
4,840.0 |
4,814.1 |
4,823.0 |
PP |
4,806.0 |
4,806.0 |
4,806.0 |
4,797.5 |
S1 |
4,774.0 |
4,774.0 |
4,802.0 |
4,757.0 |
S2 |
4,740.0 |
4,740.0 |
4,795.9 |
|
S3 |
4,674.0 |
4,708.0 |
4,789.9 |
|
S4 |
4,608.0 |
4,642.0 |
4,771.7 |
|
|
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 |
4,770.0 |
130.0 |
2.7% |
50.6 |
1.1% |
29% |
False |
False |
19,692 |
10 |
4,900.0 |
4,589.0 |
311.0 |
6.5% |
60.2 |
1.3% |
70% |
False |
False |
23,551 |
20 |
4,900.0 |
4,574.0 |
326.0 |
6.8% |
54.0 |
1.1% |
72% |
False |
False |
23,912 |
40 |
4,900.0 |
4,388.0 |
512.0 |
10.6% |
49.6 |
1.0% |
82% |
False |
False |
19,631 |
60 |
4,900.0 |
4,130.0 |
770.0 |
16.0% |
41.4 |
0.9% |
88% |
False |
False |
13,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,118.5 |
2.618 |
5,010.8 |
1.618 |
4,944.8 |
1.000 |
4,904.0 |
0.618 |
4,878.8 |
HIGH |
4,838.0 |
0.618 |
4,812.8 |
0.500 |
4,805.0 |
0.382 |
4,797.2 |
LOW |
4,772.0 |
0.618 |
4,731.2 |
1.000 |
4,706.0 |
1.618 |
4,665.2 |
2.618 |
4,599.2 |
4.250 |
4,491.5 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4,807.0 |
4,836.0 |
PP |
4,806.0 |
4,826.7 |
S1 |
4,805.0 |
4,817.3 |
|