Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,056.6 |
1,053.2 |
-3.4 |
-0.3% |
1,003.6 |
High |
1,056.7 |
1,060.8 |
4.1 |
0.4% |
1,063.0 |
Low |
1,046.1 |
1,049.9 |
3.8 |
0.4% |
1,003.0 |
Close |
1,049.9 |
1,058.8 |
8.9 |
0.8% |
1,049.9 |
Range |
10.6 |
10.9 |
0.3 |
2.8% |
60.0 |
ATR |
15.2 |
14.9 |
-0.3 |
-2.0% |
0.0 |
Volume |
4,245 |
2,702 |
-1,543 |
-36.3% |
10,571 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.2 |
1,084.9 |
1,064.8 |
|
R3 |
1,078.3 |
1,074.0 |
1,061.8 |
|
R2 |
1,067.4 |
1,067.4 |
1,060.8 |
|
R1 |
1,063.1 |
1,063.1 |
1,059.8 |
1,065.3 |
PP |
1,056.5 |
1,056.5 |
1,056.5 |
1,057.6 |
S1 |
1,052.2 |
1,052.2 |
1,057.8 |
1,054.4 |
S2 |
1,045.6 |
1,045.6 |
1,056.8 |
|
S3 |
1,034.7 |
1,041.3 |
1,055.8 |
|
S4 |
1,023.8 |
1,030.4 |
1,052.8 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.6 |
1,194.3 |
1,082.9 |
|
R3 |
1,158.6 |
1,134.3 |
1,066.4 |
|
R2 |
1,098.6 |
1,098.6 |
1,060.9 |
|
R1 |
1,074.3 |
1,074.3 |
1,055.4 |
1,086.5 |
PP |
1,038.6 |
1,038.6 |
1,038.6 |
1,044.7 |
S1 |
1,014.3 |
1,014.3 |
1,044.4 |
1,026.5 |
S2 |
978.6 |
978.6 |
1,038.9 |
|
S3 |
918.6 |
954.3 |
1,033.4 |
|
S4 |
858.6 |
894.3 |
1,016.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,063.0 |
1,018.0 |
45.0 |
4.3% |
15.6 |
1.5% |
91% |
False |
False |
1,931 |
10 |
1,063.0 |
987.3 |
75.7 |
7.1% |
15.5 |
1.5% |
94% |
False |
False |
2,908 |
20 |
1,063.0 |
987.3 |
75.7 |
7.1% |
14.7 |
1.4% |
94% |
False |
False |
2,328 |
40 |
1,063.0 |
933.5 |
129.5 |
12.2% |
14.1 |
1.3% |
97% |
False |
False |
1,773 |
60 |
1,063.0 |
929.2 |
133.8 |
12.6% |
12.8 |
1.2% |
97% |
False |
False |
1,698 |
80 |
1,063.0 |
909.5 |
153.5 |
14.5% |
11.9 |
1.1% |
97% |
False |
False |
1,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,107.1 |
2.618 |
1,089.3 |
1.618 |
1,078.4 |
1.000 |
1,071.7 |
0.618 |
1,067.5 |
HIGH |
1,060.8 |
0.618 |
1,056.6 |
0.500 |
1,055.4 |
0.382 |
1,054.1 |
LOW |
1,049.9 |
0.618 |
1,043.2 |
1.000 |
1,039.0 |
1.618 |
1,032.3 |
2.618 |
1,021.4 |
4.250 |
1,003.6 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,057.7 |
1,057.3 |
PP |
1,056.5 |
1,055.8 |
S1 |
1,055.4 |
1,054.3 |
|