Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,058.2 |
1,059.9 |
1.7 |
0.2% |
1,053.2 |
High |
1,066.6 |
1,063.1 |
-3.5 |
-0.3% |
1,072.6 |
Low |
1,049.4 |
1,053.7 |
4.3 |
0.4% |
1,044.8 |
Close |
1,065.6 |
1,059.7 |
-5.9 |
-0.6% |
1,052.7 |
Range |
17.2 |
9.4 |
-7.8 |
-45.3% |
27.8 |
ATR |
15.5 |
15.2 |
-0.3 |
-1.6% |
0.0 |
Volume |
2,410 |
9,312 |
6,902 |
286.4% |
15,122 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,087.0 |
1,082.8 |
1,064.9 |
|
R3 |
1,077.6 |
1,073.4 |
1,062.3 |
|
R2 |
1,068.2 |
1,068.2 |
1,061.4 |
|
R1 |
1,064.0 |
1,064.0 |
1,060.6 |
1,061.4 |
PP |
1,058.8 |
1,058.8 |
1,058.8 |
1,057.6 |
S1 |
1,054.6 |
1,054.6 |
1,058.8 |
1,052.0 |
S2 |
1,049.4 |
1,049.4 |
1,058.0 |
|
S3 |
1,040.0 |
1,045.2 |
1,057.1 |
|
S4 |
1,030.6 |
1,035.8 |
1,054.5 |
|
|
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% |
14.5 |
1.4% |
60% |
False |
False |
3,975 |
10 |
1,072.6 |
1,044.8 |
27.8 |
2.6% |
14.5 |
1.4% |
54% |
False |
False |
3,369 |
20 |
1,072.6 |
987.3 |
85.3 |
8.0% |
15.1 |
1.4% |
85% |
False |
False |
3,027 |
40 |
1,072.6 |
944.4 |
128.2 |
12.1% |
14.9 |
1.4% |
90% |
False |
False |
2,208 |
60 |
1,072.6 |
933.3 |
139.3 |
13.1% |
13.7 |
1.3% |
91% |
False |
False |
1,952 |
80 |
1,072.6 |
909.5 |
163.1 |
15.4% |
12.5 |
1.2% |
92% |
False |
False |
1,697 |
100 |
1,072.6 |
909.5 |
163.1 |
15.4% |
12.3 |
1.2% |
92% |
False |
False |
1,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.1 |
2.618 |
1,087.7 |
1.618 |
1,078.3 |
1.000 |
1,072.5 |
0.618 |
1,068.9 |
HIGH |
1,063.1 |
0.618 |
1,059.5 |
0.500 |
1,058.4 |
0.382 |
1,057.3 |
LOW |
1,053.7 |
0.618 |
1,047.9 |
1.000 |
1,044.3 |
1.618 |
1,038.5 |
2.618 |
1,029.1 |
4.250 |
1,013.8 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,059.3 |
1,059.6 |
PP |
1,058.8 |
1,059.5 |
S1 |
1,058.4 |
1,059.5 |
|