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 |
9,883.98 |
9,873.55 |
-10.43 |
-0.1% |
9,488.73 |
High |
9,895.09 |
10,027.73 |
132.64 |
1.3% |
9,865.01 |
Low |
9,815.06 |
9,873.48 |
58.42 |
0.6% |
9,481.09 |
Close |
9,871.06 |
10,015.86 |
144.80 |
1.5% |
9,864.94 |
Range |
80.03 |
154.25 |
74.22 |
92.7% |
383.92 |
ATR |
116.90 |
119.74 |
2.84 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,435.11 |
10,379.73 |
10,100.70 |
|
R3 |
10,280.86 |
10,225.48 |
10,058.28 |
|
R2 |
10,126.61 |
10,126.61 |
10,044.14 |
|
R1 |
10,071.23 |
10,071.23 |
10,030.00 |
10,098.92 |
PP |
9,972.36 |
9,972.36 |
9,972.36 |
9,986.20 |
S1 |
9,916.98 |
9,916.98 |
10,001.72 |
9,944.67 |
S2 |
9,818.11 |
9,818.11 |
9,987.58 |
|
S3 |
9,663.86 |
9,762.73 |
9,973.44 |
|
S4 |
9,509.61 |
9,608.48 |
9,931.02 |
|
|
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 |
10,027.73 |
9,728.07 |
299.66 |
3.0% |
105.09 |
1.0% |
96% |
True |
False |
|
10 |
10,027.73 |
9,430.08 |
597.65 |
6.0% |
121.32 |
1.2% |
98% |
True |
False |
|
20 |
10,027.73 |
9,430.08 |
597.65 |
6.0% |
119.06 |
1.2% |
98% |
True |
False |
|
40 |
10,027.73 |
9,131.94 |
895.79 |
8.9% |
120.27 |
1.2% |
99% |
True |
False |
|
60 |
10,027.73 |
8,860.32 |
1,167.41 |
11.7% |
122.36 |
1.2% |
99% |
True |
False |
|
80 |
10,027.73 |
8,087.19 |
1,940.54 |
19.4% |
126.51 |
1.3% |
99% |
True |
False |
|
100 |
10,027.73 |
8,087.19 |
1,940.54 |
19.4% |
132.90 |
1.3% |
99% |
True |
False |
|
120 |
10,027.73 |
7,938.98 |
2,088.75 |
20.9% |
137.67 |
1.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,683.29 |
2.618 |
10,431.56 |
1.618 |
10,277.31 |
1.000 |
10,181.98 |
0.618 |
10,123.06 |
HIGH |
10,027.73 |
0.618 |
9,968.81 |
0.500 |
9,950.61 |
0.382 |
9,932.40 |
LOW |
9,873.48 |
0.618 |
9,778.15 |
1.000 |
9,719.23 |
1.618 |
9,623.90 |
2.618 |
9,469.65 |
4.250 |
9,217.92 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,994.11 |
9,984.37 |
PP |
9,972.36 |
9,952.88 |
S1 |
9,950.61 |
9,921.40 |
|