Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,868.34 |
9,881.11 |
12.77 |
0.1% |
9,996.67 |
High |
9,947.54 |
9,902.42 |
-45.12 |
-0.5% |
10,119.47 |
Low |
9,837.96 |
9,758.08 |
-79.88 |
-0.8% |
9,916.78 |
Close |
9,882.17 |
9,762.69 |
-119.48 |
-1.2% |
9,972.18 |
Range |
109.58 |
144.34 |
34.76 |
31.7% |
202.69 |
ATR |
134.51 |
135.21 |
0.70 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,240.75 |
10,146.06 |
9,842.08 |
|
R3 |
10,096.41 |
10,001.72 |
9,802.38 |
|
R2 |
9,952.07 |
9,952.07 |
9,789.15 |
|
R1 |
9,857.38 |
9,857.38 |
9,775.92 |
9,832.56 |
PP |
9,807.73 |
9,807.73 |
9,807.73 |
9,795.32 |
S1 |
9,713.04 |
9,713.04 |
9,749.46 |
9,688.22 |
S2 |
9,663.39 |
9,663.39 |
9,736.23 |
|
S3 |
9,519.05 |
9,568.70 |
9,723.00 |
|
S4 |
9,374.71 |
9,424.36 |
9,683.30 |
|
|
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 |
10,109.57 |
9,758.08 |
351.49 |
3.6% |
168.45 |
1.7% |
1% |
False |
True |
|
10 |
10,119.47 |
9,758.08 |
361.39 |
3.7% |
145.36 |
1.5% |
1% |
False |
True |
|
20 |
10,119.47 |
9,430.08 |
689.39 |
7.1% |
133.34 |
1.4% |
48% |
False |
False |
|
40 |
10,119.47 |
9,252.93 |
866.54 |
8.9% |
121.21 |
1.2% |
59% |
False |
False |
|
60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.3% |
127.34 |
1.3% |
64% |
False |
False |
|
80 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
126.28 |
1.3% |
82% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
129.84 |
1.3% |
82% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.8% |
136.05 |
1.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,515.87 |
2.618 |
10,280.30 |
1.618 |
10,135.96 |
1.000 |
10,046.76 |
0.618 |
9,991.62 |
HIGH |
9,902.42 |
0.618 |
9,847.28 |
0.500 |
9,830.25 |
0.382 |
9,813.22 |
LOW |
9,758.08 |
0.618 |
9,668.88 |
1.000 |
9,613.74 |
1.618 |
9,524.54 |
2.618 |
9,380.20 |
4.250 |
9,144.64 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,830.25 |
9,915.20 |
PP |
9,807.73 |
9,864.36 |
S1 |
9,785.21 |
9,813.53 |
|