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 |
1,059.3 |
1,068.6 |
9.3 |
0.9% |
1,005.0 |
High |
1,071.4 |
1,073.3 |
1.9 |
0.2% |
1,064.4 |
Low |
1,055.0 |
1,060.0 |
5.0 |
0.5% |
1,004.0 |
Close |
1,067.5 |
1,067.1 |
-0.4 |
0.0% |
1,051.1 |
Range |
16.4 |
13.3 |
-3.1 |
-18.9% |
60.4 |
ATR |
15.1 |
15.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
793 |
1,220 |
427 |
53.8% |
8,470 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.7 |
1,100.2 |
1,074.4 |
|
R3 |
1,093.4 |
1,086.9 |
1,070.8 |
|
R2 |
1,080.1 |
1,080.1 |
1,069.5 |
|
R1 |
1,073.6 |
1,073.6 |
1,068.3 |
1,070.2 |
PP |
1,066.8 |
1,066.8 |
1,066.8 |
1,065.1 |
S1 |
1,060.3 |
1,060.3 |
1,065.9 |
1,056.9 |
S2 |
1,053.5 |
1,053.5 |
1,064.7 |
|
S3 |
1,040.2 |
1,047.0 |
1,063.4 |
|
S4 |
1,026.9 |
1,033.7 |
1,059.8 |
|
|
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 |
1,073.3 |
1,046.4 |
26.9 |
2.5% |
13.8 |
1.3% |
77% |
True |
False |
1,439 |
10 |
1,073.3 |
989.3 |
84.0 |
7.9% |
15.7 |
1.5% |
93% |
True |
False |
1,490 |
20 |
1,073.3 |
989.3 |
84.0 |
7.9% |
14.6 |
1.4% |
93% |
True |
False |
1,334 |
40 |
1,073.3 |
937.5 |
135.8 |
12.7% |
14.2 |
1.3% |
95% |
True |
False |
1,169 |
60 |
1,073.3 |
930.9 |
142.4 |
13.3% |
13.1 |
1.2% |
96% |
True |
False |
1,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,129.8 |
2.618 |
1,108.1 |
1.618 |
1,094.8 |
1.000 |
1,086.6 |
0.618 |
1,081.5 |
HIGH |
1,073.3 |
0.618 |
1,068.2 |
0.500 |
1,066.7 |
0.382 |
1,065.1 |
LOW |
1,060.0 |
0.618 |
1,051.8 |
1.000 |
1,046.7 |
1.618 |
1,038.5 |
2.618 |
1,025.2 |
4.250 |
1,003.5 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,067.0 |
1,065.6 |
PP |
1,066.8 |
1,064.0 |
S1 |
1,066.7 |
1,062.5 |
|