Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,066.3 |
1,066.6 |
0.3 |
0.0% |
1,003.6 |
High |
1,072.6 |
1,067.4 |
-5.2 |
-0.5% |
1,063.0 |
Low |
1,058.3 |
1,047.7 |
-10.6 |
-1.0% |
1,003.0 |
Close |
1,066.0 |
1,051.8 |
-14.2 |
-1.3% |
1,049.9 |
Range |
14.3 |
19.7 |
5.4 |
37.8% |
60.0 |
ATR |
15.0 |
15.3 |
0.3 |
2.3% |
0.0 |
Volume |
2,139 |
1,285 |
-854 |
-39.9% |
10,571 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.7 |
1,103.0 |
1,062.6 |
|
R3 |
1,095.0 |
1,083.3 |
1,057.2 |
|
R2 |
1,075.3 |
1,075.3 |
1,055.4 |
|
R1 |
1,063.6 |
1,063.6 |
1,053.6 |
1,059.6 |
PP |
1,055.6 |
1,055.6 |
1,055.6 |
1,053.7 |
S1 |
1,043.9 |
1,043.9 |
1,050.0 |
1,039.9 |
S2 |
1,035.9 |
1,035.9 |
1,048.2 |
|
S3 |
1,016.2 |
1,024.2 |
1,046.4 |
|
S4 |
996.5 |
1,004.5 |
1,041.0 |
|
|
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 |
1,072.6 |
1,046.1 |
26.5 |
2.5% |
14.5 |
1.4% |
22% |
False |
False |
2,763 |
10 |
1,072.6 |
989.0 |
83.6 |
7.9% |
16.6 |
1.6% |
75% |
False |
False |
2,238 |
20 |
1,072.6 |
987.3 |
85.3 |
8.1% |
15.3 |
1.5% |
76% |
False |
False |
2,566 |
40 |
1,072.6 |
940.0 |
132.6 |
12.6% |
14.6 |
1.4% |
84% |
False |
False |
1,864 |
60 |
1,072.6 |
929.2 |
143.4 |
13.6% |
13.3 |
1.3% |
85% |
False |
False |
1,760 |
80 |
1,072.6 |
909.5 |
163.1 |
15.5% |
12.2 |
1.2% |
87% |
False |
False |
1,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.1 |
2.618 |
1,119.0 |
1.618 |
1,099.3 |
1.000 |
1,087.1 |
0.618 |
1,079.6 |
HIGH |
1,067.4 |
0.618 |
1,059.9 |
0.500 |
1,057.6 |
0.382 |
1,055.2 |
LOW |
1,047.7 |
0.618 |
1,035.5 |
1.000 |
1,028.0 |
1.618 |
1,015.8 |
2.618 |
996.1 |
4.250 |
964.0 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,057.6 |
1,060.2 |
PP |
1,055.6 |
1,057.4 |
S1 |
1,053.7 |
1,054.6 |
|