Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,057.5 |
1,066.3 |
8.8 |
0.8% |
1,003.6 |
High |
1,070.5 |
1,072.6 |
2.1 |
0.2% |
1,063.0 |
Low |
1,053.5 |
1,058.3 |
4.8 |
0.5% |
1,003.0 |
Close |
1,066.3 |
1,066.0 |
-0.3 |
0.0% |
1,049.9 |
Range |
17.0 |
14.3 |
-2.7 |
-15.9% |
60.0 |
ATR |
15.0 |
15.0 |
-0.1 |
-0.3% |
0.0 |
Volume |
3,444 |
2,139 |
-1,305 |
-37.9% |
10,571 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.5 |
1,101.6 |
1,073.9 |
|
R3 |
1,094.2 |
1,087.3 |
1,069.9 |
|
R2 |
1,079.9 |
1,079.9 |
1,068.6 |
|
R1 |
1,073.0 |
1,073.0 |
1,067.3 |
1,069.3 |
PP |
1,065.6 |
1,065.6 |
1,065.6 |
1,063.8 |
S1 |
1,058.7 |
1,058.7 |
1,064.7 |
1,055.0 |
S2 |
1,051.3 |
1,051.3 |
1,063.4 |
|
S3 |
1,037.0 |
1,044.4 |
1,062.1 |
|
S4 |
1,022.7 |
1,030.1 |
1,058.1 |
|
|
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 |
1,072.6 |
1,045.6 |
27.0 |
2.5% |
14.0 |
1.3% |
76% |
True |
False |
2,686 |
10 |
1,072.6 |
989.0 |
83.6 |
7.8% |
15.9 |
1.5% |
92% |
True |
False |
2,575 |
20 |
1,072.6 |
987.3 |
85.3 |
8.0% |
14.9 |
1.4% |
92% |
True |
False |
2,529 |
40 |
1,072.6 |
935.0 |
137.6 |
12.9% |
14.4 |
1.3% |
95% |
True |
False |
1,838 |
60 |
1,072.6 |
929.2 |
143.4 |
13.5% |
13.0 |
1.2% |
95% |
True |
False |
1,771 |
80 |
1,072.6 |
909.5 |
163.1 |
15.3% |
12.1 |
1.1% |
96% |
True |
False |
1,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,133.4 |
2.618 |
1,110.0 |
1.618 |
1,095.7 |
1.000 |
1,086.9 |
0.618 |
1,081.4 |
HIGH |
1,072.6 |
0.618 |
1,067.1 |
0.500 |
1,065.5 |
0.382 |
1,063.8 |
LOW |
1,058.3 |
0.618 |
1,049.5 |
1.000 |
1,044.0 |
1.618 |
1,035.2 |
2.618 |
1,020.9 |
4.250 |
997.5 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,065.8 |
1,064.4 |
PP |
1,065.6 |
1,062.8 |
S1 |
1,065.5 |
1,061.3 |
|