Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,063.2 |
1,055.6 |
-7.6 |
-0.7% |
1,053.7 |
High |
1,069.7 |
1,061.2 |
-8.5 |
-0.8% |
1,069.7 |
Low |
1,052.2 |
1,039.4 |
-12.8 |
-1.2% |
1,049.4 |
Close |
1,057.5 |
1,043.9 |
-13.6 |
-1.3% |
1,057.5 |
Range |
17.5 |
21.8 |
4.3 |
24.6% |
20.3 |
ATR |
15.4 |
15.8 |
0.5 |
3.0% |
0.0 |
Volume |
1,369 |
3,700 |
2,331 |
170.3% |
15,696 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.6 |
1,100.5 |
1,055.9 |
|
R3 |
1,091.8 |
1,078.7 |
1,049.9 |
|
R2 |
1,070.0 |
1,070.0 |
1,047.9 |
|
R1 |
1,056.9 |
1,056.9 |
1,045.9 |
1,052.6 |
PP |
1,048.2 |
1,048.2 |
1,048.2 |
1,046.0 |
S1 |
1,035.1 |
1,035.1 |
1,041.9 |
1,030.8 |
S2 |
1,026.4 |
1,026.4 |
1,039.9 |
|
S3 |
1,004.6 |
1,013.3 |
1,037.9 |
|
S4 |
982.8 |
991.5 |
1,031.9 |
|
|
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 |
1,039.4 |
30.3 |
2.9% |
16.2 |
1.6% |
15% |
False |
True |
3,758 |
10 |
1,072.6 |
1,039.4 |
33.2 |
3.2% |
16.3 |
1.6% |
14% |
False |
True |
3,181 |
20 |
1,072.6 |
987.3 |
85.3 |
8.2% |
15.9 |
1.5% |
66% |
False |
False |
3,045 |
40 |
1,072.6 |
950.1 |
122.5 |
11.7% |
15.4 |
1.5% |
77% |
False |
False |
2,311 |
60 |
1,072.6 |
933.5 |
139.1 |
13.3% |
13.8 |
1.3% |
79% |
False |
False |
1,983 |
80 |
1,072.6 |
909.5 |
163.1 |
15.6% |
12.7 |
1.2% |
82% |
False |
False |
1,757 |
100 |
1,072.6 |
909.5 |
163.1 |
15.6% |
12.4 |
1.2% |
82% |
False |
False |
1,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.9 |
2.618 |
1,118.3 |
1.618 |
1,096.5 |
1.000 |
1,083.0 |
0.618 |
1,074.7 |
HIGH |
1,061.2 |
0.618 |
1,052.9 |
0.500 |
1,050.3 |
0.382 |
1,047.7 |
LOW |
1,039.4 |
0.618 |
1,025.9 |
1.000 |
1,017.6 |
1.618 |
1,004.1 |
2.618 |
982.3 |
4.250 |
946.8 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,050.3 |
1,054.6 |
PP |
1,048.2 |
1,051.0 |
S1 |
1,046.0 |
1,047.5 |
|