| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,924.0 |
31.0 |
1.1% |
2,892.0 |
| High |
2,921.0 |
2,935.0 |
14.0 |
0.5% |
2,953.0 |
| Low |
2,866.0 |
2,863.0 |
-3.0 |
-0.1% |
2,863.0 |
| Close |
2,894.0 |
2,879.0 |
-15.0 |
-0.5% |
2,879.0 |
| Range |
55.0 |
72.0 |
17.0 |
30.9% |
90.0 |
| ATR |
57.7 |
58.7 |
1.0 |
1.8% |
0.0 |
| Volume |
1,191,747 |
1,125,738 |
-66,009 |
-5.5% |
5,743,920 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.3 |
3,065.7 |
2,918.6 |
|
| R3 |
3,036.3 |
2,993.7 |
2,898.8 |
|
| R2 |
2,964.3 |
2,964.3 |
2,892.2 |
|
| R1 |
2,921.7 |
2,921.7 |
2,885.6 |
2,907.0 |
| PP |
2,892.3 |
2,892.3 |
2,892.3 |
2,885.0 |
| S1 |
2,849.7 |
2,849.7 |
2,872.4 |
2,835.0 |
| S2 |
2,820.3 |
2,820.3 |
2,865.8 |
|
| S3 |
2,748.3 |
2,777.7 |
2,859.2 |
|
| S4 |
2,676.3 |
2,705.7 |
2,839.4 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.3 |
3,113.7 |
2,928.5 |
|
| R3 |
3,078.3 |
3,023.7 |
2,903.8 |
|
| R2 |
2,988.3 |
2,988.3 |
2,895.5 |
|
| R1 |
2,933.7 |
2,933.7 |
2,887.3 |
2,916.0 |
| PP |
2,898.3 |
2,898.3 |
2,898.3 |
2,889.5 |
| S1 |
2,843.7 |
2,843.7 |
2,870.8 |
2,826.0 |
| S2 |
2,808.3 |
2,808.3 |
2,862.5 |
|
| S3 |
2,718.3 |
2,753.7 |
2,854.3 |
|
| S4 |
2,628.3 |
2,663.7 |
2,829.5 |
|
|
| 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 |
2,863.0 |
90.0 |
3.1% |
59.8 |
2.1% |
18% |
False |
True |
1,148,784 |
| 10 |
2,953.0 |
2,855.0 |
98.0 |
3.4% |
55.0 |
1.9% |
24% |
False |
False |
1,146,141 |
| 20 |
2,953.0 |
2,728.0 |
225.0 |
7.8% |
58.1 |
2.0% |
67% |
False |
False |
1,169,758 |
| 40 |
2,953.0 |
2,660.0 |
293.0 |
10.2% |
51.8 |
1.8% |
75% |
False |
False |
861,589 |
| 60 |
2,953.0 |
2,570.0 |
383.0 |
13.3% |
52.2 |
1.8% |
81% |
False |
False |
575,630 |
| 80 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
51.7 |
1.8% |
90% |
False |
False |
431,992 |
| 100 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
52.2 |
1.8% |
90% |
False |
False |
348,099 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
52.6 |
1.8% |
90% |
False |
False |
290,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.0 |
|
2.618 |
3,123.5 |
|
1.618 |
3,051.5 |
|
1.000 |
3,007.0 |
|
0.618 |
2,979.5 |
|
HIGH |
2,935.0 |
|
0.618 |
2,907.5 |
|
0.500 |
2,899.0 |
|
0.382 |
2,890.5 |
|
LOW |
2,863.0 |
|
0.618 |
2,818.5 |
|
1.000 |
2,791.0 |
|
1.618 |
2,746.5 |
|
2.618 |
2,674.5 |
|
4.250 |
2,557.0 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,899.0 |
2,901.5 |
| PP |
2,892.3 |
2,894.0 |
| S1 |
2,885.7 |
2,886.5 |
|