| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
9,946.18 |
10,099.90 |
153.72 |
1.5% |
9,996.67 |
| High |
10,105.19 |
10,109.57 |
4.38 |
0.0% |
10,119.47 |
| Low |
9,916.78 |
9,932.50 |
15.72 |
0.2% |
9,916.78 |
| Close |
10,081.31 |
9,972.18 |
-109.13 |
-1.1% |
9,972.18 |
| Range |
188.41 |
177.07 |
-11.34 |
-6.0% |
202.69 |
| ATR |
126.14 |
129.78 |
3.64 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,535.96 |
10,431.14 |
10,069.57 |
|
| R3 |
10,358.89 |
10,254.07 |
10,020.87 |
|
| R2 |
10,181.82 |
10,181.82 |
10,004.64 |
|
| R1 |
10,077.00 |
10,077.00 |
9,988.41 |
10,040.88 |
| PP |
10,004.75 |
10,004.75 |
10,004.75 |
9,986.69 |
| S1 |
9,899.93 |
9,899.93 |
9,955.95 |
9,863.81 |
| S2 |
9,827.68 |
9,827.68 |
9,939.72 |
|
| S3 |
9,650.61 |
9,722.86 |
9,923.49 |
|
| S4 |
9,473.54 |
9,545.79 |
9,874.79 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,610.88 |
10,494.22 |
10,083.66 |
|
| R3 |
10,408.19 |
10,291.53 |
10,027.92 |
|
| R2 |
10,205.50 |
10,205.50 |
10,009.34 |
|
| R1 |
10,088.84 |
10,088.84 |
9,990.76 |
10,045.83 |
| PP |
10,002.81 |
10,002.81 |
10,002.81 |
9,981.30 |
| S1 |
9,886.15 |
9,886.15 |
9,953.60 |
9,843.14 |
| S2 |
9,800.12 |
9,800.12 |
9,935.02 |
|
| S3 |
9,597.43 |
9,683.46 |
9,916.44 |
|
| S4 |
9,394.74 |
9,480.77 |
9,860.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,119.47 |
9,916.78 |
202.69 |
2.0% |
153.92 |
1.5% |
27% |
False |
False |
|
| 10 |
10,119.47 |
9,815.06 |
304.41 |
3.1% |
129.35 |
1.3% |
52% |
False |
False |
|
| 20 |
10,119.47 |
9,430.08 |
689.39 |
6.9% |
130.70 |
1.3% |
79% |
False |
False |
|
| 40 |
10,119.47 |
9,252.93 |
866.54 |
8.7% |
121.97 |
1.2% |
83% |
False |
False |
|
| 60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.1% |
124.07 |
1.2% |
85% |
False |
False |
|
| 80 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
126.78 |
1.3% |
93% |
False |
False |
|
| 100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
129.54 |
1.3% |
93% |
False |
False |
|
| 120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
136.34 |
1.4% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,862.12 |
|
2.618 |
10,573.14 |
|
1.618 |
10,396.07 |
|
1.000 |
10,286.64 |
|
0.618 |
10,219.00 |
|
HIGH |
10,109.57 |
|
0.618 |
10,041.93 |
|
0.500 |
10,021.04 |
|
0.382 |
10,000.14 |
|
LOW |
9,932.50 |
|
0.618 |
9,823.07 |
|
1.000 |
9,755.43 |
|
1.618 |
9,646.00 |
|
2.618 |
9,468.93 |
|
4.250 |
9,179.95 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,021.04 |
10,018.13 |
| PP |
10,004.75 |
10,002.81 |
| S1 |
9,988.47 |
9,987.50 |
|