| 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 |
9,786.04 |
9,865.24 |
79.20 |
0.8% |
9,488.73 |
| High |
9,865.01 |
9,931.82 |
66.81 |
0.7% |
9,865.01 |
| Low |
9,764.88 |
9,849.37 |
84.49 |
0.9% |
9,481.09 |
| Close |
9,864.94 |
9,885.80 |
20.86 |
0.2% |
9,864.94 |
| Range |
100.13 |
82.45 |
-17.68 |
-17.7% |
383.92 |
| ATR |
122.60 |
119.73 |
-2.87 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,136.35 |
10,093.52 |
9,931.15 |
|
| R3 |
10,053.90 |
10,011.07 |
9,908.47 |
|
| R2 |
9,971.45 |
9,971.45 |
9,900.92 |
|
| R1 |
9,928.62 |
9,928.62 |
9,893.36 |
9,950.04 |
| PP |
9,889.00 |
9,889.00 |
9,889.00 |
9,899.70 |
| S1 |
9,846.17 |
9,846.17 |
9,878.24 |
9,867.59 |
| S2 |
9,806.55 |
9,806.55 |
9,870.68 |
|
| S3 |
9,724.10 |
9,763.72 |
9,863.13 |
|
| S4 |
9,641.65 |
9,681.27 |
9,840.45 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,888.77 |
10,760.78 |
10,076.10 |
|
| R3 |
10,504.85 |
10,376.86 |
9,970.52 |
|
| R2 |
10,120.93 |
10,120.93 |
9,935.33 |
|
| R1 |
9,992.94 |
9,992.94 |
9,900.13 |
10,056.94 |
| PP |
9,737.01 |
9,737.01 |
9,737.01 |
9,769.01 |
| S1 |
9,609.02 |
9,609.02 |
9,829.75 |
9,673.02 |
| S2 |
9,353.09 |
9,353.09 |
9,794.55 |
|
| S3 |
8,969.17 |
9,225.10 |
9,759.36 |
|
| S4 |
8,585.25 |
8,841.18 |
9,653.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,931.82 |
9,601.26 |
330.56 |
3.3% |
105.79 |
1.1% |
86% |
True |
False |
|
| 10 |
9,931.82 |
9,430.08 |
501.74 |
5.1% |
124.25 |
1.3% |
91% |
True |
False |
|
| 20 |
9,931.82 |
9,430.08 |
501.74 |
5.1% |
120.01 |
1.2% |
91% |
True |
False |
|
| 40 |
9,931.82 |
9,116.52 |
815.30 |
8.2% |
121.83 |
1.2% |
94% |
True |
False |
|
| 60 |
9,931.82 |
8,745.90 |
1,185.92 |
12.0% |
122.20 |
1.2% |
96% |
True |
False |
|
| 80 |
9,931.82 |
8,087.19 |
1,844.63 |
18.7% |
127.63 |
1.3% |
98% |
True |
False |
|
| 100 |
9,931.82 |
8,087.19 |
1,844.63 |
18.7% |
133.58 |
1.4% |
98% |
True |
False |
|
| 120 |
9,931.82 |
7,804.21 |
2,127.61 |
21.5% |
138.59 |
1.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,282.23 |
|
2.618 |
10,147.67 |
|
1.618 |
10,065.22 |
|
1.000 |
10,014.27 |
|
0.618 |
9,982.77 |
|
HIGH |
9,931.82 |
|
0.618 |
9,900.32 |
|
0.500 |
9,890.60 |
|
0.382 |
9,880.87 |
|
LOW |
9,849.37 |
|
0.618 |
9,798.42 |
|
1.000 |
9,766.92 |
|
1.618 |
9,715.97 |
|
2.618 |
9,633.52 |
|
4.250 |
9,498.96 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,890.60 |
9,867.18 |
| PP |
9,889.00 |
9,848.56 |
| S1 |
9,887.40 |
9,829.95 |
|