Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,055.6 |
1,039.4 |
-16.2 |
-1.5% |
1,053.7 |
High |
1,061.2 |
1,045.0 |
-16.2 |
-1.5% |
1,069.7 |
Low |
1,039.4 |
1,034.1 |
-5.3 |
-0.5% |
1,049.4 |
Close |
1,043.9 |
1,036.5 |
-7.4 |
-0.7% |
1,057.5 |
Range |
21.8 |
10.9 |
-10.9 |
-50.0% |
20.3 |
ATR |
15.8 |
15.5 |
-0.4 |
-2.2% |
0.0 |
Volume |
3,700 |
7,802 |
4,102 |
110.9% |
15,696 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.2 |
1,064.8 |
1,042.5 |
|
R3 |
1,060.3 |
1,053.9 |
1,039.5 |
|
R2 |
1,049.4 |
1,049.4 |
1,038.5 |
|
R1 |
1,043.0 |
1,043.0 |
1,037.5 |
1,040.8 |
PP |
1,038.5 |
1,038.5 |
1,038.5 |
1,037.4 |
S1 |
1,032.1 |
1,032.1 |
1,035.5 |
1,029.9 |
S2 |
1,027.6 |
1,027.6 |
1,034.5 |
|
S3 |
1,016.7 |
1,021.2 |
1,033.5 |
|
S4 |
1,005.8 |
1,010.3 |
1,030.5 |
|
|
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 |
1,034.1 |
35.6 |
3.4% |
15.4 |
1.5% |
7% |
False |
True |
4,918 |
10 |
1,072.6 |
1,034.1 |
38.5 |
3.7% |
15.7 |
1.5% |
6% |
False |
True |
3,617 |
20 |
1,072.6 |
989.0 |
83.6 |
8.1% |
15.9 |
1.5% |
57% |
False |
False |
3,205 |
40 |
1,072.6 |
951.2 |
121.4 |
11.7% |
15.3 |
1.5% |
70% |
False |
False |
2,499 |
60 |
1,072.6 |
933.5 |
139.1 |
13.4% |
13.8 |
1.3% |
74% |
False |
False |
2,098 |
80 |
1,072.6 |
909.5 |
163.1 |
15.7% |
12.7 |
1.2% |
78% |
False |
False |
1,851 |
100 |
1,072.6 |
909.5 |
163.1 |
15.7% |
12.2 |
1.2% |
78% |
False |
False |
1,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,091.3 |
2.618 |
1,073.5 |
1.618 |
1,062.6 |
1.000 |
1,055.9 |
0.618 |
1,051.7 |
HIGH |
1,045.0 |
0.618 |
1,040.8 |
0.500 |
1,039.6 |
0.382 |
1,038.3 |
LOW |
1,034.1 |
0.618 |
1,027.4 |
1.000 |
1,023.2 |
1.618 |
1,016.5 |
2.618 |
1,005.6 |
4.250 |
987.8 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,039.6 |
1,051.9 |
PP |
1,038.5 |
1,046.8 |
S1 |
1,037.5 |
1,041.6 |
|