Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
4,858.0 |
4,825.0 |
-33.0 |
-0.7% |
4,838.0 |
High |
4,875.0 |
4,855.0 |
-20.0 |
-0.4% |
4,879.0 |
Low |
4,851.0 |
4,811.0 |
-40.0 |
-0.8% |
4,772.0 |
Close |
4,853.0 |
4,840.0 |
-13.0 |
-0.3% |
4,853.0 |
Range |
24.0 |
44.0 |
20.0 |
83.3% |
107.0 |
ATR |
62.5 |
61.2 |
-1.3 |
-2.1% |
0.0 |
Volume |
23,612 |
18,077 |
-5,535 |
-23.4% |
119,729 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,967.3 |
4,947.7 |
4,864.2 |
|
R3 |
4,923.3 |
4,903.7 |
4,852.1 |
|
R2 |
4,879.3 |
4,879.3 |
4,848.1 |
|
R1 |
4,859.7 |
4,859.7 |
4,844.0 |
4,869.5 |
PP |
4,835.3 |
4,835.3 |
4,835.3 |
4,840.3 |
S1 |
4,815.7 |
4,815.7 |
4,836.0 |
4,825.5 |
S2 |
4,791.3 |
4,791.3 |
4,831.9 |
|
S3 |
4,747.3 |
4,771.7 |
4,827.9 |
|
S4 |
4,703.3 |
4,727.7 |
4,815.8 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,155.7 |
5,111.3 |
4,911.9 |
|
R3 |
5,048.7 |
5,004.3 |
4,882.4 |
|
R2 |
4,941.7 |
4,941.7 |
4,872.6 |
|
R1 |
4,897.3 |
4,897.3 |
4,862.8 |
4,919.5 |
PP |
4,834.7 |
4,834.7 |
4,834.7 |
4,845.8 |
S1 |
4,790.3 |
4,790.3 |
4,843.2 |
4,812.5 |
S2 |
4,727.7 |
4,727.7 |
4,833.4 |
|
S3 |
4,620.7 |
4,683.3 |
4,823.6 |
|
S4 |
4,513.7 |
4,576.3 |
4,794.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,879.0 |
4,804.0 |
75.0 |
1.5% |
36.6 |
0.8% |
48% |
False |
False |
22,908 |
10 |
4,900.0 |
4,770.0 |
130.0 |
2.7% |
43.6 |
0.9% |
54% |
False |
False |
21,300 |
20 |
4,900.0 |
4,574.0 |
326.0 |
6.7% |
51.0 |
1.1% |
82% |
False |
False |
23,660 |
40 |
4,900.0 |
4,418.0 |
482.0 |
10.0% |
50.0 |
1.0% |
88% |
False |
False |
22,475 |
60 |
4,900.0 |
4,227.0 |
673.0 |
13.9% |
43.7 |
0.9% |
91% |
False |
False |
15,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,042.0 |
2.618 |
4,970.2 |
1.618 |
4,926.2 |
1.000 |
4,899.0 |
0.618 |
4,882.2 |
HIGH |
4,855.0 |
0.618 |
4,838.2 |
0.500 |
4,833.0 |
0.382 |
4,827.8 |
LOW |
4,811.0 |
0.618 |
4,783.8 |
1.000 |
4,767.0 |
1.618 |
4,739.8 |
2.618 |
4,695.8 |
4.250 |
4,624.0 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
4,837.7 |
4,839.8 |
PP |
4,835.3 |
4,839.7 |
S1 |
4,833.0 |
4,839.5 |
|