Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,216.5 |
5,228.0 |
11.5 |
0.2% |
5,182.5 |
High |
5,272.0 |
5,256.5 |
-15.5 |
-0.3% |
5,273.0 |
Low |
5,194.5 |
5,136.0 |
-58.5 |
-1.1% |
5,136.5 |
Close |
5,218.0 |
5,166.5 |
-51.5 |
-1.0% |
5,218.0 |
Range |
77.5 |
120.5 |
43.0 |
55.5% |
136.5 |
ATR |
82.8 |
85.5 |
2.7 |
3.2% |
0.0 |
Volume |
112,079 |
103,701 |
-8,378 |
-7.5% |
530,674 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,548.0 |
5,477.5 |
5,233.0 |
|
R3 |
5,427.5 |
5,357.0 |
5,199.5 |
|
R2 |
5,307.0 |
5,307.0 |
5,188.5 |
|
R1 |
5,236.5 |
5,236.5 |
5,177.5 |
5,211.5 |
PP |
5,186.5 |
5,186.5 |
5,186.5 |
5,174.0 |
S1 |
5,116.0 |
5,116.0 |
5,155.5 |
5,091.0 |
S2 |
5,066.0 |
5,066.0 |
5,144.5 |
|
S3 |
4,945.5 |
4,995.5 |
5,133.5 |
|
S4 |
4,825.0 |
4,875.0 |
5,100.0 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,618.5 |
5,555.0 |
5,293.0 |
|
R3 |
5,482.0 |
5,418.5 |
5,255.5 |
|
R2 |
5,345.5 |
5,345.5 |
5,243.0 |
|
R1 |
5,282.0 |
5,282.0 |
5,230.5 |
5,314.0 |
PP |
5,209.0 |
5,209.0 |
5,209.0 |
5,225.0 |
S1 |
5,145.5 |
5,145.5 |
5,205.5 |
5,177.0 |
S2 |
5,072.5 |
5,072.5 |
5,193.0 |
|
S3 |
4,936.0 |
5,009.0 |
5,180.5 |
|
S4 |
4,799.5 |
4,872.5 |
5,143.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,273.0 |
5,136.0 |
137.0 |
2.7% |
93.5 |
1.8% |
22% |
False |
True |
100,828 |
10 |
5,273.0 |
5,121.0 |
152.0 |
2.9% |
83.5 |
1.6% |
30% |
False |
False |
106,304 |
20 |
5,273.0 |
4,922.5 |
350.5 |
6.8% |
81.5 |
1.6% |
70% |
False |
False |
110,444 |
40 |
5,273.0 |
4,742.5 |
530.5 |
10.3% |
76.0 |
1.5% |
80% |
False |
False |
90,066 |
60 |
5,273.0 |
4,545.0 |
728.0 |
14.1% |
70.0 |
1.4% |
85% |
False |
False |
60,257 |
80 |
5,273.0 |
4,041.0 |
1,232.0 |
23.8% |
66.0 |
1.3% |
91% |
False |
False |
45,234 |
100 |
5,273.0 |
4,041.0 |
1,232.0 |
23.8% |
65.0 |
1.3% |
91% |
False |
False |
36,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,768.5 |
2.618 |
5,572.0 |
1.618 |
5,451.5 |
1.000 |
5,377.0 |
0.618 |
5,331.0 |
HIGH |
5,256.5 |
0.618 |
5,210.5 |
0.500 |
5,196.0 |
0.382 |
5,182.0 |
LOW |
5,136.0 |
0.618 |
5,061.5 |
1.000 |
5,015.5 |
1.618 |
4,941.0 |
2.618 |
4,820.5 |
4.250 |
4,624.0 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,196.0 |
5,204.0 |
PP |
5,186.5 |
5,191.5 |
S1 |
5,176.5 |
5,179.0 |
|