Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,780.0 |
5,780.0 |
0.0 |
0.0% |
5,481.0 |
High |
5,789.5 |
5,868.5 |
79.0 |
1.4% |
5,742.0 |
Low |
5,702.0 |
5,780.0 |
78.0 |
1.4% |
5,450.0 |
Close |
5,725.0 |
5,851.0 |
126.0 |
2.2% |
5,714.0 |
Range |
87.5 |
88.5 |
1.0 |
1.1% |
292.0 |
ATR |
97.8 |
101.1 |
3.3 |
3.3% |
0.0 |
Volume |
280 |
2,281 |
2,001 |
714.6% |
4,747 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,098.7 |
6,063.3 |
5,899.7 |
|
R3 |
6,010.2 |
5,974.8 |
5,875.3 |
|
R2 |
5,921.7 |
5,921.7 |
5,867.2 |
|
R1 |
5,886.3 |
5,886.3 |
5,859.1 |
5,904.0 |
PP |
5,833.2 |
5,833.2 |
5,833.2 |
5,842.0 |
S1 |
5,797.8 |
5,797.8 |
5,842.9 |
5,815.5 |
S2 |
5,744.7 |
5,744.7 |
5,834.8 |
|
S3 |
5,656.2 |
5,709.3 |
5,826.7 |
|
S4 |
5,567.7 |
5,620.8 |
5,802.3 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,511.3 |
6,404.7 |
5,874.6 |
|
R3 |
6,219.3 |
6,112.7 |
5,794.3 |
|
R2 |
5,927.3 |
5,927.3 |
5,767.5 |
|
R1 |
5,820.7 |
5,820.7 |
5,740.8 |
5,874.0 |
PP |
5,635.3 |
5,635.3 |
5,635.3 |
5,662.0 |
S1 |
5,528.7 |
5,528.7 |
5,687.2 |
5,582.0 |
S2 |
5,343.3 |
5,343.3 |
5,660.5 |
|
S3 |
5,051.3 |
5,236.7 |
5,633.7 |
|
S4 |
4,759.3 |
4,944.7 |
5,553.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,868.5 |
5,685.0 |
183.5 |
3.1% |
70.4 |
1.2% |
90% |
True |
False |
1,379 |
10 |
5,868.5 |
5,450.0 |
418.5 |
7.2% |
92.3 |
1.6% |
96% |
True |
False |
848 |
20 |
5,868.5 |
5,450.0 |
418.5 |
7.2% |
91.1 |
1.6% |
96% |
True |
False |
1,581 |
40 |
5,868.5 |
5,275.0 |
593.5 |
10.1% |
89.2 |
1.5% |
97% |
True |
False |
1,343 |
60 |
5,868.5 |
5,117.0 |
751.5 |
12.8% |
94.3 |
1.6% |
98% |
True |
False |
961 |
80 |
5,868.5 |
4,558.0 |
1,310.5 |
22.4% |
88.2 |
1.5% |
99% |
True |
False |
744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,244.6 |
2.618 |
6,100.2 |
1.618 |
6,011.7 |
1.000 |
5,957.0 |
0.618 |
5,923.2 |
HIGH |
5,868.5 |
0.618 |
5,834.7 |
0.500 |
5,824.3 |
0.382 |
5,813.8 |
LOW |
5,780.0 |
0.618 |
5,725.3 |
1.000 |
5,691.5 |
1.618 |
5,636.8 |
2.618 |
5,548.3 |
4.250 |
5,403.9 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,842.1 |
5,829.1 |
PP |
5,833.2 |
5,807.2 |
S1 |
5,824.3 |
5,785.3 |
|