| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
10,014.88 |
10,061.36 |
46.48 |
0.5% |
9,865.24 |
| High |
10,062.94 |
10,061.66 |
-1.28 |
0.0% |
10,062.94 |
| Low |
9,977.47 |
9,939.91 |
-37.56 |
-0.4% |
9,815.06 |
| Close |
10,062.94 |
9,995.91 |
-67.03 |
-0.7% |
9,995.91 |
| Range |
85.47 |
121.75 |
36.28 |
42.4% |
247.88 |
| ATR |
117.29 |
117.70 |
0.41 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,364.41 |
10,301.91 |
10,062.87 |
|
| R3 |
10,242.66 |
10,180.16 |
10,029.39 |
|
| R2 |
10,120.91 |
10,120.91 |
10,018.23 |
|
| R1 |
10,058.41 |
10,058.41 |
10,007.07 |
10,028.79 |
| PP |
9,999.16 |
9,999.16 |
9,999.16 |
9,984.35 |
| S1 |
9,936.66 |
9,936.66 |
9,984.75 |
9,907.04 |
| S2 |
9,877.41 |
9,877.41 |
9,973.59 |
|
| S3 |
9,755.66 |
9,814.91 |
9,962.43 |
|
| S4 |
9,633.91 |
9,693.16 |
9,928.95 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,701.61 |
10,596.64 |
10,132.24 |
|
| R3 |
10,453.73 |
10,348.76 |
10,064.08 |
|
| R2 |
10,205.85 |
10,205.85 |
10,041.35 |
|
| R1 |
10,100.88 |
10,100.88 |
10,018.63 |
10,153.37 |
| PP |
9,957.97 |
9,957.97 |
9,957.97 |
9,984.21 |
| S1 |
9,853.00 |
9,853.00 |
9,973.19 |
9,905.49 |
| S2 |
9,710.09 |
9,710.09 |
9,950.47 |
|
| S3 |
9,462.21 |
9,605.12 |
9,927.74 |
|
| S4 |
9,214.33 |
9,357.24 |
9,859.58 |
|
|
| 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 |
9,815.06 |
247.88 |
2.5% |
104.79 |
1.0% |
73% |
False |
False |
|
| 10 |
10,062.94 |
9,481.09 |
581.85 |
5.8% |
111.44 |
1.1% |
88% |
False |
False |
|
| 20 |
10,062.94 |
9,430.08 |
632.86 |
6.3% |
121.01 |
1.2% |
89% |
False |
False |
|
| 40 |
10,062.94 |
9,252.93 |
810.01 |
8.1% |
118.52 |
1.2% |
92% |
False |
False |
|
| 60 |
10,062.94 |
9,007.39 |
1,055.55 |
10.6% |
120.48 |
1.2% |
94% |
False |
False |
|
| 80 |
10,062.94 |
8,087.19 |
1,975.75 |
19.8% |
125.93 |
1.3% |
97% |
False |
False |
|
| 100 |
10,062.94 |
8,087.19 |
1,975.75 |
19.8% |
130.21 |
1.3% |
97% |
False |
False |
|
| 120 |
10,062.94 |
8,017.91 |
2,045.03 |
20.5% |
136.99 |
1.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,579.10 |
|
2.618 |
10,380.40 |
|
1.618 |
10,258.65 |
|
1.000 |
10,183.41 |
|
0.618 |
10,136.90 |
|
HIGH |
10,061.66 |
|
0.618 |
10,015.15 |
|
0.500 |
10,000.79 |
|
0.382 |
9,986.42 |
|
LOW |
9,939.91 |
|
0.618 |
9,864.67 |
|
1.000 |
9,818.16 |
|
1.618 |
9,742.92 |
|
2.618 |
9,621.17 |
|
4.250 |
9,422.47 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,000.79 |
9,986.68 |
| PP |
9,999.16 |
9,977.44 |
| S1 |
9,997.54 |
9,968.21 |
|