| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,892.0 |
2,938.0 |
46.0 |
1.6% |
2,882.0 |
| High |
2,939.0 |
2,953.0 |
14.0 |
0.5% |
2,951.0 |
| Low |
2,890.0 |
2,897.0 |
7.0 |
0.2% |
2,855.0 |
| Close |
2,937.0 |
2,917.0 |
-20.0 |
-0.7% |
2,889.0 |
| Range |
49.0 |
56.0 |
7.0 |
14.3% |
96.0 |
| ATR |
56.6 |
56.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
907,909 |
1,169,945 |
262,036 |
28.9% |
5,717,494 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.3 |
3,059.7 |
2,947.8 |
|
| R3 |
3,034.3 |
3,003.7 |
2,932.4 |
|
| R2 |
2,978.3 |
2,978.3 |
2,927.3 |
|
| R1 |
2,947.7 |
2,947.7 |
2,922.1 |
2,935.0 |
| PP |
2,922.3 |
2,922.3 |
2,922.3 |
2,916.0 |
| S1 |
2,891.7 |
2,891.7 |
2,911.9 |
2,879.0 |
| S2 |
2,866.3 |
2,866.3 |
2,906.7 |
|
| S3 |
2,810.3 |
2,835.7 |
2,901.6 |
|
| S4 |
2,754.3 |
2,779.7 |
2,886.2 |
|
|
| 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 |
2,953.0 |
2,873.0 |
80.0 |
2.7% |
53.4 |
1.8% |
55% |
True |
False |
1,178,129 |
| 10 |
2,953.0 |
2,831.0 |
122.0 |
4.2% |
46.8 |
1.6% |
70% |
True |
False |
1,063,419 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
7.7% |
56.2 |
1.9% |
84% |
True |
False |
1,167,930 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.0% |
50.3 |
1.7% |
88% |
True |
False |
770,673 |
| 60 |
2,953.0 |
2,540.0 |
413.0 |
14.2% |
52.0 |
1.8% |
91% |
True |
False |
514,593 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
51.6 |
1.8% |
95% |
True |
False |
386,195 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
51.5 |
1.8% |
95% |
True |
False |
311,516 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
52.5 |
1.8% |
95% |
True |
False |
260,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,191.0 |
|
2.618 |
3,099.6 |
|
1.618 |
3,043.6 |
|
1.000 |
3,009.0 |
|
0.618 |
2,987.6 |
|
HIGH |
2,953.0 |
|
0.618 |
2,931.6 |
|
0.500 |
2,925.0 |
|
0.382 |
2,918.4 |
|
LOW |
2,897.0 |
|
0.618 |
2,862.4 |
|
1.000 |
2,841.0 |
|
1.618 |
2,806.4 |
|
2.618 |
2,750.4 |
|
4.250 |
2,659.0 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.0 |
2,915.7 |
| PP |
2,922.3 |
2,914.3 |
| S1 |
2,919.7 |
2,913.0 |
|