Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,039.4 |
1,041.8 |
2.4 |
0.2% |
1,053.7 |
High |
1,045.0 |
1,043.4 |
-1.6 |
-0.2% |
1,069.7 |
Low |
1,034.1 |
1,028.0 |
-6.1 |
-0.6% |
1,049.4 |
Close |
1,036.5 |
1,031.6 |
-4.9 |
-0.5% |
1,057.5 |
Range |
10.9 |
15.4 |
4.5 |
41.3% |
20.3 |
ATR |
15.5 |
15.5 |
0.0 |
0.0% |
0.0 |
Volume |
7,802 |
1,715 |
-6,087 |
-78.0% |
15,696 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,080.5 |
1,071.5 |
1,040.1 |
|
R3 |
1,065.1 |
1,056.1 |
1,035.8 |
|
R2 |
1,049.7 |
1,049.7 |
1,034.4 |
|
R1 |
1,040.7 |
1,040.7 |
1,033.0 |
1,037.5 |
PP |
1,034.3 |
1,034.3 |
1,034.3 |
1,032.8 |
S1 |
1,025.3 |
1,025.3 |
1,030.2 |
1,022.1 |
S2 |
1,018.9 |
1,018.9 |
1,028.8 |
|
S3 |
1,003.5 |
1,009.9 |
1,027.4 |
|
S4 |
988.1 |
994.5 |
1,023.1 |
|
|
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 |
1,028.0 |
41.7 |
4.0% |
15.0 |
1.5% |
9% |
False |
True |
4,779 |
10 |
1,069.7 |
1,028.0 |
41.7 |
4.0% |
15.8 |
1.5% |
9% |
False |
True |
3,575 |
20 |
1,072.6 |
989.0 |
83.6 |
8.1% |
15.8 |
1.5% |
51% |
False |
False |
3,075 |
40 |
1,072.6 |
955.8 |
116.8 |
11.3% |
15.5 |
1.5% |
65% |
False |
False |
2,529 |
60 |
1,072.6 |
933.5 |
139.1 |
13.5% |
13.9 |
1.3% |
71% |
False |
False |
2,112 |
80 |
1,072.6 |
909.5 |
163.1 |
15.8% |
12.8 |
1.2% |
75% |
False |
False |
1,871 |
100 |
1,072.6 |
909.5 |
163.1 |
15.8% |
12.3 |
1.2% |
75% |
False |
False |
1,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,108.9 |
2.618 |
1,083.7 |
1.618 |
1,068.3 |
1.000 |
1,058.8 |
0.618 |
1,052.9 |
HIGH |
1,043.4 |
0.618 |
1,037.5 |
0.500 |
1,035.7 |
0.382 |
1,033.9 |
LOW |
1,028.0 |
0.618 |
1,018.5 |
1.000 |
1,012.6 |
1.618 |
1,003.1 |
2.618 |
987.7 |
4.250 |
962.6 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,035.7 |
1,044.6 |
PP |
1,034.3 |
1,040.3 |
S1 |
1,033.0 |
1,035.9 |
|