| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,942.0 |
2,945.0 |
3.0 |
0.1% |
2,882.0 |
| High |
2,948.0 |
2,951.0 |
3.0 |
0.1% |
2,951.0 |
| Low |
2,912.0 |
2,873.0 |
-39.0 |
-1.3% |
2,855.0 |
| Close |
2,926.0 |
2,889.0 |
-37.0 |
-1.3% |
2,889.0 |
| Range |
36.0 |
78.0 |
42.0 |
116.7% |
96.0 |
| ATR |
55.5 |
57.1 |
1.6 |
2.9% |
0.0 |
| Volume |
1,166,284 |
1,384,426 |
218,142 |
18.7% |
5,717,494 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.3 |
3,091.7 |
2,931.9 |
|
| R3 |
3,060.3 |
3,013.7 |
2,910.5 |
|
| R2 |
2,982.3 |
2,982.3 |
2,903.3 |
|
| R1 |
2,935.7 |
2,935.7 |
2,896.2 |
2,920.0 |
| PP |
2,904.3 |
2,904.3 |
2,904.3 |
2,896.5 |
| S1 |
2,857.7 |
2,857.7 |
2,881.9 |
2,842.0 |
| S2 |
2,826.3 |
2,826.3 |
2,874.7 |
|
| S3 |
2,748.3 |
2,779.7 |
2,867.6 |
|
| S4 |
2,670.3 |
2,701.7 |
2,846.1 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,186.3 |
3,133.7 |
2,941.8 |
|
| R3 |
3,090.3 |
3,037.7 |
2,915.4 |
|
| R2 |
2,994.3 |
2,994.3 |
2,906.6 |
|
| R1 |
2,941.7 |
2,941.7 |
2,897.8 |
2,968.0 |
| PP |
2,898.3 |
2,898.3 |
2,898.3 |
2,911.5 |
| S1 |
2,845.7 |
2,845.7 |
2,880.2 |
2,872.0 |
| S2 |
2,802.3 |
2,802.3 |
2,871.4 |
|
| S3 |
2,706.3 |
2,749.7 |
2,862.6 |
|
| S4 |
2,610.3 |
2,653.7 |
2,836.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,951.0 |
2,855.0 |
96.0 |
3.3% |
50.2 |
1.7% |
35% |
True |
False |
1,143,498 |
| 10 |
2,951.0 |
2,731.0 |
220.0 |
7.6% |
49.9 |
1.7% |
72% |
True |
False |
1,086,119 |
| 20 |
2,951.0 |
2,728.0 |
223.0 |
7.7% |
54.8 |
1.9% |
72% |
True |
False |
1,149,934 |
| 40 |
2,951.0 |
2,636.0 |
315.0 |
10.9% |
51.0 |
1.8% |
80% |
True |
False |
719,108 |
| 60 |
2,951.0 |
2,540.0 |
411.0 |
14.2% |
51.7 |
1.8% |
85% |
True |
False |
480,056 |
| 80 |
2,951.0 |
2,241.0 |
710.0 |
24.6% |
51.8 |
1.8% |
91% |
True |
False |
360,388 |
| 100 |
2,951.0 |
2,241.0 |
710.0 |
24.6% |
51.8 |
1.8% |
91% |
True |
False |
290,862 |
| 120 |
2,951.0 |
2,241.0 |
710.0 |
24.6% |
52.5 |
1.8% |
91% |
True |
False |
242,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,282.5 |
|
2.618 |
3,155.2 |
|
1.618 |
3,077.2 |
|
1.000 |
3,029.0 |
|
0.618 |
2,999.2 |
|
HIGH |
2,951.0 |
|
0.618 |
2,921.2 |
|
0.500 |
2,912.0 |
|
0.382 |
2,902.8 |
|
LOW |
2,873.0 |
|
0.618 |
2,824.8 |
|
1.000 |
2,795.0 |
|
1.618 |
2,746.8 |
|
2.618 |
2,668.8 |
|
4.250 |
2,541.5 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.0 |
2,912.0 |
| PP |
2,904.3 |
2,904.3 |
| S1 |
2,896.7 |
2,896.7 |
|