| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,066.6 |
1,054.0 |
-12.6 |
-1.2% |
1,053.2 |
| High |
1,067.4 |
1,058.8 |
-8.6 |
-0.8% |
1,072.6 |
| Low |
1,047.7 |
1,044.8 |
-2.9 |
-0.3% |
1,044.8 |
| Close |
1,051.8 |
1,052.7 |
0.9 |
0.1% |
1,052.7 |
| Range |
19.7 |
14.0 |
-5.7 |
-28.9% |
27.8 |
| ATR |
15.3 |
15.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
1,285 |
5,552 |
4,267 |
332.1% |
15,122 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,094.1 |
1,087.4 |
1,060.4 |
|
| R3 |
1,080.1 |
1,073.4 |
1,056.6 |
|
| R2 |
1,066.1 |
1,066.1 |
1,055.3 |
|
| R1 |
1,059.4 |
1,059.4 |
1,054.0 |
1,055.8 |
| PP |
1,052.1 |
1,052.1 |
1,052.1 |
1,050.3 |
| S1 |
1,045.4 |
1,045.4 |
1,051.4 |
1,041.8 |
| S2 |
1,038.1 |
1,038.1 |
1,050.1 |
|
| S3 |
1,024.1 |
1,031.4 |
1,048.9 |
|
| S4 |
1,010.1 |
1,017.4 |
1,045.0 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.1 |
1,124.2 |
1,068.0 |
|
| R3 |
1,112.3 |
1,096.4 |
1,060.3 |
|
| R2 |
1,084.5 |
1,084.5 |
1,057.8 |
|
| R1 |
1,068.6 |
1,068.6 |
1,055.2 |
1,062.7 |
| PP |
1,056.7 |
1,056.7 |
1,056.7 |
1,053.7 |
| S1 |
1,040.8 |
1,040.8 |
1,050.2 |
1,034.9 |
| S2 |
1,028.9 |
1,028.9 |
1,047.6 |
|
| S3 |
1,001.1 |
1,013.0 |
1,045.1 |
|
| S4 |
973.3 |
985.2 |
1,037.4 |
|
|
| 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 |
1,044.8 |
27.8 |
2.6% |
15.2 |
1.4% |
28% |
False |
True |
3,024 |
| 10 |
1,072.6 |
1,003.0 |
69.6 |
6.6% |
16.0 |
1.5% |
71% |
False |
False |
2,569 |
| 20 |
1,072.6 |
987.3 |
85.3 |
8.1% |
15.5 |
1.5% |
77% |
False |
False |
2,729 |
| 40 |
1,072.6 |
940.0 |
132.6 |
12.6% |
14.8 |
1.4% |
85% |
False |
False |
1,926 |
| 60 |
1,072.6 |
929.2 |
143.4 |
13.6% |
13.4 |
1.3% |
86% |
False |
False |
1,804 |
| 80 |
1,072.6 |
909.5 |
163.1 |
15.5% |
12.2 |
1.2% |
88% |
False |
False |
1,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,118.3 |
|
2.618 |
1,095.5 |
|
1.618 |
1,081.5 |
|
1.000 |
1,072.8 |
|
0.618 |
1,067.5 |
|
HIGH |
1,058.8 |
|
0.618 |
1,053.5 |
|
0.500 |
1,051.8 |
|
0.382 |
1,050.1 |
|
LOW |
1,044.8 |
|
0.618 |
1,036.1 |
|
1.000 |
1,030.8 |
|
1.618 |
1,022.1 |
|
2.618 |
1,008.1 |
|
4.250 |
985.3 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.4 |
1,058.7 |
| PP |
1,052.1 |
1,056.7 |
| S1 |
1,051.8 |
1,054.7 |
|