| 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 |
2,938.0 |
2,919.0 |
-19.0 |
-0.6% |
2,882.0 |
| High |
2,953.0 |
2,940.0 |
-13.0 |
-0.4% |
2,951.0 |
| Low |
2,897.0 |
2,873.0 |
-24.0 |
-0.8% |
2,855.0 |
| Close |
2,917.0 |
2,929.0 |
12.0 |
0.4% |
2,889.0 |
| Range |
56.0 |
67.0 |
11.0 |
19.6% |
96.0 |
| ATR |
56.5 |
57.3 |
0.7 |
1.3% |
0.0 |
| Volume |
1,169,945 |
1,348,581 |
178,636 |
15.3% |
5,717,494 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,115.0 |
3,089.0 |
2,965.9 |
|
| R3 |
3,048.0 |
3,022.0 |
2,947.4 |
|
| R2 |
2,981.0 |
2,981.0 |
2,941.3 |
|
| R1 |
2,955.0 |
2,955.0 |
2,935.1 |
2,968.0 |
| PP |
2,914.0 |
2,914.0 |
2,914.0 |
2,920.5 |
| S1 |
2,888.0 |
2,888.0 |
2,922.9 |
2,901.0 |
| S2 |
2,847.0 |
2,847.0 |
2,916.7 |
|
| S3 |
2,780.0 |
2,821.0 |
2,910.6 |
|
| S4 |
2,713.0 |
2,754.0 |
2,892.2 |
|
|
| 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% |
57.2 |
2.0% |
70% |
False |
True |
1,195,429 |
| 10 |
2,953.0 |
2,852.0 |
101.0 |
3.4% |
50.1 |
1.7% |
76% |
False |
False |
1,106,238 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
7.7% |
57.5 |
2.0% |
89% |
False |
False |
1,191,392 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.0% |
50.4 |
1.7% |
92% |
False |
False |
804,254 |
| 60 |
2,953.0 |
2,540.0 |
413.0 |
14.1% |
52.1 |
1.8% |
94% |
False |
False |
537,041 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
24.3% |
51.8 |
1.8% |
97% |
False |
False |
403,042 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.3% |
51.8 |
1.8% |
97% |
False |
False |
324,969 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.3% |
52.8 |
1.8% |
97% |
False |
False |
271,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,224.8 |
|
2.618 |
3,115.4 |
|
1.618 |
3,048.4 |
|
1.000 |
3,007.0 |
|
0.618 |
2,981.4 |
|
HIGH |
2,940.0 |
|
0.618 |
2,914.4 |
|
0.500 |
2,906.5 |
|
0.382 |
2,898.6 |
|
LOW |
2,873.0 |
|
0.618 |
2,831.6 |
|
1.000 |
2,806.0 |
|
1.618 |
2,764.6 |
|
2.618 |
2,697.6 |
|
4.250 |
2,588.3 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,921.5 |
2,923.7 |
| PP |
2,914.0 |
2,918.3 |
| S1 |
2,906.5 |
2,913.0 |
|