| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,919.0 |
2,893.0 |
-26.0 |
-0.9% |
2,882.0 |
| High |
2,940.0 |
2,921.0 |
-19.0 |
-0.6% |
2,951.0 |
| Low |
2,873.0 |
2,866.0 |
-7.0 |
-0.2% |
2,855.0 |
| Close |
2,929.0 |
2,894.0 |
-35.0 |
-1.2% |
2,889.0 |
| Range |
67.0 |
55.0 |
-12.0 |
-17.9% |
96.0 |
| ATR |
57.3 |
57.7 |
0.4 |
0.7% |
0.0 |
| Volume |
1,348,581 |
1,191,747 |
-156,834 |
-11.6% |
5,717,494 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,058.7 |
3,031.3 |
2,924.3 |
|
| R3 |
3,003.7 |
2,976.3 |
2,909.1 |
|
| R2 |
2,948.7 |
2,948.7 |
2,904.1 |
|
| R1 |
2,921.3 |
2,921.3 |
2,899.0 |
2,935.0 |
| PP |
2,893.7 |
2,893.7 |
2,893.7 |
2,900.5 |
| S1 |
2,866.3 |
2,866.3 |
2,889.0 |
2,880.0 |
| S2 |
2,838.7 |
2,838.7 |
2,883.9 |
|
| S3 |
2,783.7 |
2,811.3 |
2,878.9 |
|
| S4 |
2,728.7 |
2,756.3 |
2,863.8 |
|
|
| 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 |
2,866.0 |
87.0 |
3.0% |
61.0 |
2.1% |
32% |
False |
True |
1,200,521 |
| 10 |
2,953.0 |
2,852.0 |
101.0 |
3.5% |
51.7 |
1.8% |
42% |
False |
False |
1,122,261 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
7.8% |
56.0 |
1.9% |
74% |
False |
False |
1,170,229 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.1% |
51.0 |
1.8% |
80% |
False |
False |
834,013 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.2% |
52.0 |
1.8% |
85% |
False |
False |
556,875 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
51.8 |
1.8% |
92% |
False |
False |
417,926 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
51.7 |
1.8% |
92% |
False |
False |
336,871 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
52.8 |
1.8% |
92% |
False |
False |
281,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.8 |
|
2.618 |
3,065.0 |
|
1.618 |
3,010.0 |
|
1.000 |
2,976.0 |
|
0.618 |
2,955.0 |
|
HIGH |
2,921.0 |
|
0.618 |
2,900.0 |
|
0.500 |
2,893.5 |
|
0.382 |
2,887.0 |
|
LOW |
2,866.0 |
|
0.618 |
2,832.0 |
|
1.000 |
2,811.0 |
|
1.618 |
2,777.0 |
|
2.618 |
2,722.0 |
|
4.250 |
2,632.3 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.8 |
2,909.5 |
| PP |
2,893.7 |
2,904.3 |
| S1 |
2,893.5 |
2,899.2 |
|