Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
10,061.36 |
9,996.67 |
-64.69 |
-0.6% |
9,865.24 |
High |
10,061.66 |
10,117.96 |
56.30 |
0.6% |
10,062.94 |
Low |
9,939.91 |
9,995.15 |
55.24 |
0.6% |
9,815.06 |
Close |
9,995.91 |
10,092.19 |
96.28 |
1.0% |
9,995.91 |
Range |
121.75 |
122.81 |
1.06 |
0.9% |
247.88 |
ATR |
117.70 |
118.06 |
0.37 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,436.86 |
10,387.34 |
10,159.74 |
|
R3 |
10,314.05 |
10,264.53 |
10,125.96 |
|
R2 |
10,191.24 |
10,191.24 |
10,114.71 |
|
R1 |
10,141.72 |
10,141.72 |
10,103.45 |
10,166.48 |
PP |
10,068.43 |
10,068.43 |
10,068.43 |
10,080.82 |
S1 |
10,018.91 |
10,018.91 |
10,080.93 |
10,043.67 |
S2 |
9,945.62 |
9,945.62 |
10,069.67 |
|
S3 |
9,822.81 |
9,896.10 |
10,058.42 |
|
S4 |
9,700.00 |
9,773.29 |
10,024.64 |
|
|
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 |
10,117.96 |
9,815.06 |
302.90 |
3.0% |
112.86 |
1.1% |
91% |
True |
False |
|
10 |
10,117.96 |
9,601.26 |
516.70 |
5.1% |
109.33 |
1.1% |
95% |
True |
False |
|
20 |
10,117.96 |
9,430.08 |
687.88 |
6.8% |
122.51 |
1.2% |
96% |
True |
False |
|
40 |
10,117.96 |
9,252.93 |
865.03 |
8.6% |
117.30 |
1.2% |
97% |
True |
False |
|
60 |
10,117.96 |
9,007.47 |
1,110.49 |
11.0% |
120.97 |
1.2% |
98% |
True |
False |
|
80 |
10,117.96 |
8,087.19 |
2,030.77 |
20.1% |
124.58 |
1.2% |
99% |
True |
False |
|
100 |
10,117.96 |
8,087.19 |
2,030.77 |
20.1% |
129.56 |
1.3% |
99% |
True |
False |
|
120 |
10,117.96 |
8,087.19 |
2,030.77 |
20.1% |
136.02 |
1.3% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,639.90 |
2.618 |
10,439.48 |
1.618 |
10,316.67 |
1.000 |
10,240.77 |
0.618 |
10,193.86 |
HIGH |
10,117.96 |
0.618 |
10,071.05 |
0.500 |
10,056.56 |
0.382 |
10,042.06 |
LOW |
9,995.15 |
0.618 |
9,919.25 |
1.000 |
9,872.34 |
1.618 |
9,796.44 |
2.618 |
9,673.63 |
4.250 |
9,473.21 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,080.31 |
10,071.11 |
PP |
10,068.43 |
10,050.02 |
S1 |
10,056.56 |
10,028.94 |
|