Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,058.0 |
1,056.2 |
-1.8 |
-0.2% |
1,005.0 |
High |
1,058.0 |
1,062.6 |
4.6 |
0.4% |
1,064.4 |
Low |
1,047.6 |
1,051.6 |
4.0 |
0.4% |
1,004.0 |
Close |
1,051.1 |
1,060.0 |
8.9 |
0.8% |
1,051.1 |
Range |
10.4 |
11.0 |
0.6 |
5.8% |
60.4 |
ATR |
15.3 |
15.0 |
-0.3 |
-1.8% |
0.0 |
Volume |
1,209 |
1,816 |
607 |
50.2% |
8,470 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,091.1 |
1,086.5 |
1,066.1 |
|
R3 |
1,080.1 |
1,075.5 |
1,063.0 |
|
R2 |
1,069.1 |
1,069.1 |
1,062.0 |
|
R1 |
1,064.5 |
1,064.5 |
1,061.0 |
1,066.8 |
PP |
1,058.1 |
1,058.1 |
1,058.1 |
1,059.2 |
S1 |
1,053.5 |
1,053.5 |
1,059.0 |
1,055.8 |
S2 |
1,047.1 |
1,047.1 |
1,058.0 |
|
S3 |
1,036.1 |
1,042.5 |
1,057.0 |
|
S4 |
1,025.1 |
1,031.5 |
1,054.0 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,221.0 |
1,196.5 |
1,084.3 |
|
R3 |
1,160.6 |
1,136.1 |
1,067.7 |
|
R2 |
1,100.2 |
1,100.2 |
1,062.2 |
|
R1 |
1,075.7 |
1,075.7 |
1,056.6 |
1,088.0 |
PP |
1,039.8 |
1,039.8 |
1,039.8 |
1,046.0 |
S1 |
1,015.3 |
1,015.3 |
1,045.6 |
1,027.6 |
S2 |
979.4 |
979.4 |
1,040.0 |
|
S3 |
919.0 |
954.9 |
1,034.5 |
|
S4 |
858.6 |
894.5 |
1,017.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,064.4 |
1,018.8 |
45.6 |
4.3% |
15.6 |
1.5% |
90% |
False |
False |
1,899 |
10 |
1,064.4 |
989.3 |
75.1 |
7.1% |
15.2 |
1.4% |
94% |
False |
False |
1,404 |
20 |
1,064.4 |
989.3 |
75.1 |
7.1% |
14.6 |
1.4% |
94% |
False |
False |
1,283 |
40 |
1,064.4 |
934.6 |
129.8 |
12.2% |
13.9 |
1.3% |
97% |
False |
False |
1,138 |
60 |
1,064.4 |
930.9 |
133.5 |
12.6% |
13.0 |
1.2% |
97% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,109.4 |
2.618 |
1,091.4 |
1.618 |
1,080.4 |
1.000 |
1,073.6 |
0.618 |
1,069.4 |
HIGH |
1,062.6 |
0.618 |
1,058.4 |
0.500 |
1,057.1 |
0.382 |
1,055.8 |
LOW |
1,051.6 |
0.618 |
1,044.8 |
1.000 |
1,040.6 |
1.618 |
1,033.8 |
2.618 |
1,022.8 |
4.250 |
1,004.9 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,059.0 |
1,058.5 |
PP |
1,058.1 |
1,056.9 |
S1 |
1,057.1 |
1,055.4 |
|