| 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 |
4,838.0 |
4,854.0 |
16.0 |
0.3% |
4,800.0 |
| High |
4,838.0 |
4,879.0 |
41.0 |
0.8% |
4,900.0 |
| Low |
4,772.0 |
4,842.0 |
70.0 |
1.5% |
4,741.0 |
| Close |
4,808.0 |
4,845.0 |
37.0 |
0.8% |
4,849.0 |
| Range |
66.0 |
37.0 |
-29.0 |
-43.9% |
159.0 |
| ATR |
66.5 |
66.8 |
0.3 |
0.5% |
0.0 |
| Volume |
23,263 |
26,588 |
3,325 |
14.3% |
89,475 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,966.3 |
4,942.7 |
4,865.4 |
|
| R3 |
4,929.3 |
4,905.7 |
4,855.2 |
|
| R2 |
4,892.3 |
4,892.3 |
4,851.8 |
|
| R1 |
4,868.7 |
4,868.7 |
4,848.4 |
4,862.0 |
| PP |
4,855.3 |
4,855.3 |
4,855.3 |
4,852.0 |
| S1 |
4,831.7 |
4,831.7 |
4,841.6 |
4,825.0 |
| S2 |
4,818.3 |
4,818.3 |
4,838.2 |
|
| S3 |
4,781.3 |
4,794.7 |
4,834.8 |
|
| S4 |
4,744.3 |
4,757.7 |
4,824.7 |
|
|
| 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 |
4,772.0 |
128.0 |
2.6% |
50.4 |
1.0% |
57% |
False |
False |
21,759 |
| 10 |
4,900.0 |
4,654.0 |
246.0 |
5.1% |
57.5 |
1.2% |
78% |
False |
False |
23,423 |
| 20 |
4,900.0 |
4,574.0 |
326.0 |
6.7% |
54.4 |
1.1% |
83% |
False |
False |
24,321 |
| 40 |
4,900.0 |
4,416.0 |
484.0 |
10.0% |
50.2 |
1.0% |
89% |
False |
False |
20,295 |
| 60 |
4,900.0 |
4,146.0 |
754.0 |
15.6% |
41.8 |
0.9% |
93% |
False |
False |
13,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,036.3 |
|
2.618 |
4,975.9 |
|
1.618 |
4,938.9 |
|
1.000 |
4,916.0 |
|
0.618 |
4,901.9 |
|
HIGH |
4,879.0 |
|
0.618 |
4,864.9 |
|
0.500 |
4,860.5 |
|
0.382 |
4,856.1 |
|
LOW |
4,842.0 |
|
0.618 |
4,819.1 |
|
1.000 |
4,805.0 |
|
1.618 |
4,782.1 |
|
2.618 |
4,745.1 |
|
4.250 |
4,684.8 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,860.5 |
4,840.0 |
| PP |
4,855.3 |
4,835.0 |
| S1 |
4,850.2 |
4,830.0 |
|