Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,873.55 |
10,014.88 |
141.33 |
1.4% |
9,488.73 |
High |
10,027.73 |
10,062.94 |
35.21 |
0.4% |
9,865.01 |
Low |
9,873.48 |
9,977.47 |
103.99 |
1.1% |
9,481.09 |
Close |
10,015.86 |
10,062.94 |
47.08 |
0.5% |
9,864.94 |
Range |
154.25 |
85.47 |
-68.78 |
-44.6% |
383.92 |
ATR |
119.74 |
117.29 |
-2.45 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,290.86 |
10,262.37 |
10,109.95 |
|
R3 |
10,205.39 |
10,176.90 |
10,086.44 |
|
R2 |
10,119.92 |
10,119.92 |
10,078.61 |
|
R1 |
10,091.43 |
10,091.43 |
10,070.77 |
10,105.68 |
PP |
10,034.45 |
10,034.45 |
10,034.45 |
10,041.57 |
S1 |
10,005.96 |
10,005.96 |
10,055.11 |
10,020.21 |
S2 |
9,948.98 |
9,948.98 |
10,047.27 |
|
S3 |
9,863.51 |
9,920.49 |
10,039.44 |
|
S4 |
9,778.04 |
9,835.02 |
10,015.93 |
|
|
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 |
10,062.94 |
9,764.88 |
298.06 |
3.0% |
100.47 |
1.0% |
100% |
True |
False |
|
10 |
10,062.94 |
9,430.08 |
632.86 |
6.3% |
108.74 |
1.1% |
100% |
True |
False |
|
20 |
10,062.94 |
9,430.08 |
632.86 |
6.3% |
118.07 |
1.2% |
100% |
True |
False |
|
40 |
10,062.94 |
9,252.93 |
810.01 |
8.0% |
117.88 |
1.2% |
100% |
True |
False |
|
60 |
10,062.94 |
8,866.44 |
1,196.50 |
11.9% |
122.29 |
1.2% |
100% |
True |
False |
|
80 |
10,062.94 |
8,087.19 |
1,975.75 |
19.6% |
126.52 |
1.3% |
100% |
True |
False |
|
100 |
10,062.94 |
8,087.19 |
1,975.75 |
19.6% |
131.07 |
1.3% |
100% |
True |
False |
|
120 |
10,062.94 |
7,938.98 |
2,123.96 |
21.1% |
137.25 |
1.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,426.19 |
2.618 |
10,286.70 |
1.618 |
10,201.23 |
1.000 |
10,148.41 |
0.618 |
10,115.76 |
HIGH |
10,062.94 |
0.618 |
10,030.29 |
0.500 |
10,020.21 |
0.382 |
10,010.12 |
LOW |
9,977.47 |
0.618 |
9,924.65 |
1.000 |
9,892.00 |
1.618 |
9,839.18 |
2.618 |
9,753.71 |
4.250 |
9,614.22 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,048.70 |
10,021.63 |
PP |
10,034.45 |
9,980.31 |
S1 |
10,020.21 |
9,939.00 |
|