Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,067.9 |
1,058.2 |
-9.7 |
-0.9% |
1,053.2 |
High |
1,069.5 |
1,066.6 |
-2.9 |
-0.3% |
1,072.6 |
Low |
1,054.3 |
1,049.4 |
-4.9 |
-0.5% |
1,044.8 |
Close |
1,059.8 |
1,065.6 |
5.8 |
0.5% |
1,052.7 |
Range |
15.2 |
17.2 |
2.0 |
13.2% |
27.8 |
ATR |
15.3 |
15.5 |
0.1 |
0.9% |
0.0 |
Volume |
2,003 |
2,410 |
407 |
20.3% |
15,122 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.1 |
1,106.1 |
1,075.1 |
|
R3 |
1,094.9 |
1,088.9 |
1,070.3 |
|
R2 |
1,077.7 |
1,077.7 |
1,068.8 |
|
R1 |
1,071.7 |
1,071.7 |
1,067.2 |
1,074.7 |
PP |
1,060.5 |
1,060.5 |
1,060.5 |
1,062.1 |
S1 |
1,054.5 |
1,054.5 |
1,064.0 |
1,057.5 |
S2 |
1,043.3 |
1,043.3 |
1,062.4 |
|
S3 |
1,026.1 |
1,037.3 |
1,060.9 |
|
S4 |
1,008.9 |
1,020.1 |
1,056.1 |
|
|
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 |
1,069.5 |
1,044.8 |
24.7 |
2.3% |
16.6 |
1.6% |
84% |
False |
False |
2,370 |
10 |
1,072.6 |
1,044.8 |
27.8 |
2.6% |
15.3 |
1.4% |
75% |
False |
False |
2,528 |
20 |
1,072.6 |
987.3 |
85.3 |
8.0% |
16.1 |
1.5% |
92% |
False |
False |
2,647 |
40 |
1,072.6 |
942.9 |
129.7 |
12.2% |
14.9 |
1.4% |
95% |
False |
False |
2,008 |
60 |
1,072.6 |
929.2 |
143.4 |
13.5% |
13.7 |
1.3% |
95% |
False |
False |
1,841 |
80 |
1,072.6 |
909.5 |
163.1 |
15.3% |
12.6 |
1.2% |
96% |
False |
False |
1,581 |
100 |
1,072.6 |
909.5 |
163.1 |
15.3% |
12.2 |
1.1% |
96% |
False |
False |
1,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,139.7 |
2.618 |
1,111.6 |
1.618 |
1,094.4 |
1.000 |
1,083.8 |
0.618 |
1,077.2 |
HIGH |
1,066.6 |
0.618 |
1,060.0 |
0.500 |
1,058.0 |
0.382 |
1,056.0 |
LOW |
1,049.4 |
0.618 |
1,038.8 |
1.000 |
1,032.2 |
1.618 |
1,021.6 |
2.618 |
1,004.4 |
4.250 |
976.3 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.1 |
1,063.6 |
PP |
1,060.5 |
1,061.5 |
S1 |
1,058.0 |
1,059.5 |
|