Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,053.2 |
1,057.5 |
4.3 |
0.4% |
1,003.6 |
High |
1,060.8 |
1,070.5 |
9.7 |
0.9% |
1,063.0 |
Low |
1,049.9 |
1,053.5 |
3.6 |
0.3% |
1,003.0 |
Close |
1,058.8 |
1,066.3 |
7.5 |
0.7% |
1,049.9 |
Range |
10.9 |
17.0 |
6.1 |
56.0% |
60.0 |
ATR |
14.9 |
15.0 |
0.2 |
1.0% |
0.0 |
Volume |
2,702 |
3,444 |
742 |
27.5% |
10,571 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.4 |
1,107.4 |
1,075.7 |
|
R3 |
1,097.4 |
1,090.4 |
1,071.0 |
|
R2 |
1,080.4 |
1,080.4 |
1,069.4 |
|
R1 |
1,073.4 |
1,073.4 |
1,067.9 |
1,076.9 |
PP |
1,063.4 |
1,063.4 |
1,063.4 |
1,065.2 |
S1 |
1,056.4 |
1,056.4 |
1,064.7 |
1,059.9 |
S2 |
1,046.4 |
1,046.4 |
1,063.2 |
|
S3 |
1,029.4 |
1,039.4 |
1,061.6 |
|
S4 |
1,012.4 |
1,022.4 |
1,057.0 |
|
|
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 |
1,070.5 |
1,039.5 |
31.0 |
2.9% |
13.4 |
1.3% |
86% |
True |
False |
2,439 |
10 |
1,070.5 |
989.0 |
81.5 |
7.6% |
16.2 |
1.5% |
95% |
True |
False |
2,794 |
20 |
1,070.5 |
987.3 |
83.2 |
7.8% |
14.9 |
1.4% |
95% |
True |
False |
2,458 |
40 |
1,070.5 |
935.0 |
135.5 |
12.7% |
14.1 |
1.3% |
97% |
True |
False |
1,806 |
60 |
1,070.5 |
929.2 |
141.3 |
13.3% |
12.9 |
1.2% |
97% |
True |
False |
1,752 |
80 |
1,070.5 |
909.5 |
161.0 |
15.1% |
12.1 |
1.1% |
97% |
True |
False |
1,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.8 |
2.618 |
1,115.0 |
1.618 |
1,098.0 |
1.000 |
1,087.5 |
0.618 |
1,081.0 |
HIGH |
1,070.5 |
0.618 |
1,064.0 |
0.500 |
1,062.0 |
0.382 |
1,060.0 |
LOW |
1,053.5 |
0.618 |
1,043.0 |
1.000 |
1,036.5 |
1.618 |
1,026.0 |
2.618 |
1,009.0 |
4.250 |
981.3 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,064.9 |
1,063.6 |
PP |
1,063.4 |
1,061.0 |
S1 |
1,062.0 |
1,058.3 |
|