| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,065.0 |
1,055.8 |
-9.2 |
-0.9% |
1,050.0 |
| High |
1,069.0 |
1,065.7 |
-3.3 |
-0.3% |
1,072.0 |
| Low |
1,052.6 |
1,048.1 |
-4.5 |
-0.4% |
1,043.7 |
| Close |
1,058.6 |
1,064.5 |
5.9 |
0.6% |
1,051.5 |
| Range |
16.4 |
17.6 |
1.2 |
7.3% |
28.3 |
| ATR |
16.5 |
16.5 |
0.1 |
0.5% |
0.0 |
| Volume |
94,792 |
122,568 |
27,776 |
29.3% |
623,844 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.2 |
1,106.0 |
1,074.2 |
|
| R3 |
1,094.6 |
1,088.4 |
1,069.3 |
|
| R2 |
1,077.0 |
1,077.0 |
1,067.7 |
|
| R1 |
1,070.8 |
1,070.8 |
1,066.1 |
1,073.9 |
| PP |
1,059.4 |
1,059.4 |
1,059.4 |
1,061.0 |
| S1 |
1,053.2 |
1,053.2 |
1,062.9 |
1,056.3 |
| S2 |
1,041.8 |
1,041.8 |
1,061.3 |
|
| S3 |
1,024.2 |
1,035.6 |
1,059.7 |
|
| S4 |
1,006.6 |
1,018.0 |
1,054.8 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.6 |
1,124.4 |
1,067.1 |
|
| R3 |
1,112.3 |
1,096.1 |
1,059.3 |
|
| R2 |
1,084.0 |
1,084.0 |
1,056.7 |
|
| R1 |
1,067.8 |
1,067.8 |
1,054.1 |
1,075.9 |
| PP |
1,055.7 |
1,055.7 |
1,055.7 |
1,059.8 |
| S1 |
1,039.5 |
1,039.5 |
1,048.9 |
1,047.6 |
| S2 |
1,027.4 |
1,027.4 |
1,046.3 |
|
| S3 |
999.1 |
1,011.2 |
1,043.7 |
|
| S4 |
970.8 |
982.9 |
1,035.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,069.0 |
1,043.7 |
25.3 |
2.4% |
17.2 |
1.6% |
82% |
False |
False |
124,933 |
| 10 |
1,072.0 |
1,043.7 |
28.3 |
2.7% |
16.2 |
1.5% |
73% |
False |
False |
127,056 |
| 20 |
1,072.0 |
985.5 |
86.5 |
8.1% |
17.0 |
1.6% |
91% |
False |
False |
123,832 |
| 40 |
1,072.0 |
941.2 |
130.8 |
12.3% |
16.4 |
1.5% |
94% |
False |
False |
116,055 |
| 60 |
1,072.0 |
927.6 |
144.4 |
13.6% |
15.8 |
1.5% |
95% |
False |
False |
103,820 |
| 80 |
1,072.0 |
907.6 |
164.4 |
15.4% |
15.2 |
1.4% |
95% |
False |
False |
81,985 |
| 100 |
1,072.0 |
907.6 |
164.4 |
15.4% |
15.5 |
1.5% |
95% |
False |
False |
66,239 |
| 120 |
1,072.0 |
891.4 |
180.6 |
17.0% |
15.4 |
1.5% |
96% |
False |
False |
55,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,140.5 |
|
2.618 |
1,111.8 |
|
1.618 |
1,094.2 |
|
1.000 |
1,083.3 |
|
0.618 |
1,076.6 |
|
HIGH |
1,065.7 |
|
0.618 |
1,059.0 |
|
0.500 |
1,056.9 |
|
0.382 |
1,054.8 |
|
LOW |
1,048.1 |
|
0.618 |
1,037.2 |
|
1.000 |
1,030.5 |
|
1.618 |
1,019.6 |
|
2.618 |
1,002.0 |
|
4.250 |
973.3 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,062.0 |
1,062.5 |
| PP |
1,059.4 |
1,060.5 |
| S1 |
1,056.9 |
1,058.6 |
|