Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,056.2 |
1,059.3 |
3.1 |
0.3% |
1,005.0 |
High |
1,062.6 |
1,071.4 |
8.8 |
0.8% |
1,064.4 |
Low |
1,051.6 |
1,055.0 |
3.4 |
0.3% |
1,004.0 |
Close |
1,060.0 |
1,067.5 |
7.5 |
0.7% |
1,051.1 |
Range |
11.0 |
16.4 |
5.4 |
49.1% |
60.4 |
ATR |
15.0 |
15.1 |
0.1 |
0.7% |
0.0 |
Volume |
1,816 |
793 |
-1,023 |
-56.3% |
8,470 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.8 |
1,107.1 |
1,076.5 |
|
R3 |
1,097.4 |
1,090.7 |
1,072.0 |
|
R2 |
1,081.0 |
1,081.0 |
1,070.5 |
|
R1 |
1,074.3 |
1,074.3 |
1,069.0 |
1,077.7 |
PP |
1,064.6 |
1,064.6 |
1,064.6 |
1,066.3 |
S1 |
1,057.9 |
1,057.9 |
1,066.0 |
1,061.3 |
S2 |
1,048.2 |
1,048.2 |
1,064.5 |
|
S3 |
1,031.8 |
1,041.5 |
1,063.0 |
|
S4 |
1,015.4 |
1,025.1 |
1,058.5 |
|
|
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 |
1,071.4 |
1,041.1 |
30.3 |
2.8% |
13.2 |
1.2% |
87% |
True |
False |
1,626 |
10 |
1,071.4 |
989.3 |
82.1 |
7.7% |
16.0 |
1.5% |
95% |
True |
False |
1,446 |
20 |
1,071.4 |
989.3 |
82.1 |
7.7% |
14.6 |
1.4% |
95% |
True |
False |
1,309 |
40 |
1,071.4 |
937.5 |
133.9 |
12.5% |
13.9 |
1.3% |
97% |
True |
False |
1,146 |
60 |
1,071.4 |
930.9 |
140.5 |
13.2% |
13.0 |
1.2% |
97% |
True |
False |
1,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,141.1 |
2.618 |
1,114.3 |
1.618 |
1,097.9 |
1.000 |
1,087.8 |
0.618 |
1,081.5 |
HIGH |
1,071.4 |
0.618 |
1,065.1 |
0.500 |
1,063.2 |
0.382 |
1,061.3 |
LOW |
1,055.0 |
0.618 |
1,044.9 |
1.000 |
1,038.6 |
1.618 |
1,028.5 |
2.618 |
1,012.1 |
4.250 |
985.3 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,066.1 |
1,064.8 |
PP |
1,064.6 |
1,062.2 |
S1 |
1,063.2 |
1,059.5 |
|