Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,059.9 |
1,063.2 |
3.3 |
0.3% |
1,053.7 |
High |
1,063.1 |
1,069.7 |
6.6 |
0.6% |
1,069.7 |
Low |
1,053.7 |
1,052.2 |
-1.5 |
-0.1% |
1,049.4 |
Close |
1,059.7 |
1,057.5 |
-2.2 |
-0.2% |
1,057.5 |
Range |
9.4 |
17.5 |
8.1 |
86.2% |
20.3 |
ATR |
15.2 |
15.4 |
0.2 |
1.1% |
0.0 |
Volume |
9,312 |
1,369 |
-7,943 |
-85.3% |
15,696 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.3 |
1,102.4 |
1,067.1 |
|
R3 |
1,094.8 |
1,084.9 |
1,062.3 |
|
R2 |
1,077.3 |
1,077.3 |
1,060.7 |
|
R1 |
1,067.4 |
1,067.4 |
1,059.1 |
1,063.6 |
PP |
1,059.8 |
1,059.8 |
1,059.8 |
1,057.9 |
S1 |
1,049.9 |
1,049.9 |
1,055.9 |
1,046.1 |
S2 |
1,042.3 |
1,042.3 |
1,054.3 |
|
S3 |
1,024.8 |
1,032.4 |
1,052.7 |
|
S4 |
1,007.3 |
1,014.9 |
1,047.9 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.8 |
1,108.9 |
1,068.7 |
|
R3 |
1,099.5 |
1,088.6 |
1,063.1 |
|
R2 |
1,079.2 |
1,079.2 |
1,061.2 |
|
R1 |
1,068.3 |
1,068.3 |
1,059.4 |
1,073.8 |
PP |
1,058.9 |
1,058.9 |
1,058.9 |
1,061.6 |
S1 |
1,048.0 |
1,048.0 |
1,055.6 |
1,053.5 |
S2 |
1,038.6 |
1,038.6 |
1,053.8 |
|
S3 |
1,018.3 |
1,027.7 |
1,051.9 |
|
S4 |
998.0 |
1,007.4 |
1,046.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,069.7 |
1,049.4 |
20.3 |
1.9% |
15.2 |
1.4% |
40% |
True |
False |
3,139 |
10 |
1,072.6 |
1,044.8 |
27.8 |
2.6% |
15.2 |
1.4% |
46% |
False |
False |
3,081 |
20 |
1,072.6 |
987.3 |
85.3 |
8.1% |
15.4 |
1.5% |
82% |
False |
False |
2,973 |
40 |
1,072.6 |
950.1 |
122.5 |
11.6% |
15.1 |
1.4% |
88% |
False |
False |
2,232 |
60 |
1,072.6 |
933.5 |
139.1 |
13.2% |
13.8 |
1.3% |
89% |
False |
False |
1,948 |
80 |
1,072.6 |
909.5 |
163.1 |
15.4% |
12.5 |
1.2% |
91% |
False |
False |
1,711 |
100 |
1,072.6 |
909.5 |
163.1 |
15.4% |
12.3 |
1.2% |
91% |
False |
False |
1,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.1 |
2.618 |
1,115.5 |
1.618 |
1,098.0 |
1.000 |
1,087.2 |
0.618 |
1,080.5 |
HIGH |
1,069.7 |
0.618 |
1,063.0 |
0.500 |
1,061.0 |
0.382 |
1,058.9 |
LOW |
1,052.2 |
0.618 |
1,041.4 |
1.000 |
1,034.7 |
1.618 |
1,023.9 |
2.618 |
1,006.4 |
4.250 |
977.8 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,061.0 |
1,059.6 |
PP |
1,059.8 |
1,058.9 |
S1 |
1,058.7 |
1,058.2 |
|