| 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 |
1,076.50 |
1,090.50 |
14.00 |
1.3% |
1,080.25 |
| High |
1,092.25 |
1,095.25 |
3.00 |
0.3% |
1,099.00 |
| Low |
1,070.25 |
1,071.50 |
1.25 |
0.1% |
1,070.25 |
| Close |
1,090.75 |
1,077.00 |
-13.75 |
-1.3% |
1,077.00 |
| Range |
22.00 |
23.75 |
1.75 |
8.0% |
28.75 |
| ATR |
17.54 |
17.98 |
0.44 |
2.5% |
0.00 |
| Volume |
2,418,114 |
2,184,400 |
-233,714 |
-9.7% |
10,171,203 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.50 |
1,138.50 |
1,090.00 |
|
| R3 |
1,128.75 |
1,114.75 |
1,083.50 |
|
| R2 |
1,105.00 |
1,105.00 |
1,081.25 |
|
| R1 |
1,091.00 |
1,091.00 |
1,079.25 |
1,086.00 |
| PP |
1,081.25 |
1,081.25 |
1,081.25 |
1,078.75 |
| S1 |
1,067.25 |
1,067.25 |
1,074.75 |
1,062.50 |
| S2 |
1,057.50 |
1,057.50 |
1,072.75 |
|
| S3 |
1,033.75 |
1,043.50 |
1,070.50 |
|
| S4 |
1,010.00 |
1,019.75 |
1,064.00 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,168.25 |
1,151.50 |
1,092.75 |
|
| R3 |
1,139.50 |
1,122.75 |
1,085.00 |
|
| R2 |
1,110.75 |
1,110.75 |
1,082.25 |
|
| R1 |
1,094.00 |
1,094.00 |
1,079.75 |
1,088.00 |
| PP |
1,082.00 |
1,082.00 |
1,082.00 |
1,079.00 |
| S1 |
1,065.25 |
1,065.25 |
1,074.25 |
1,059.25 |
| S2 |
1,053.25 |
1,053.25 |
1,071.75 |
|
| S3 |
1,024.50 |
1,036.50 |
1,069.00 |
|
| S4 |
995.75 |
1,007.75 |
1,061.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,099.00 |
1,070.25 |
28.75 |
2.7% |
21.75 |
2.0% |
23% |
False |
False |
2,034,240 |
| 10 |
1,099.00 |
1,063.00 |
36.00 |
3.3% |
17.75 |
1.7% |
39% |
False |
False |
1,788,554 |
| 20 |
1,099.00 |
1,012.00 |
87.00 |
8.1% |
18.00 |
1.7% |
75% |
False |
False |
1,925,736 |
| 40 |
1,099.00 |
986.50 |
112.50 |
10.4% |
17.00 |
1.6% |
80% |
False |
False |
1,534,995 |
| 60 |
1,099.00 |
971.25 |
127.75 |
11.9% |
17.50 |
1.6% |
83% |
False |
False |
1,024,560 |
| 80 |
1,099.00 |
861.25 |
237.75 |
22.1% |
17.25 |
1.6% |
91% |
False |
False |
768,905 |
| 100 |
1,099.00 |
861.25 |
237.75 |
22.1% |
17.00 |
1.6% |
91% |
False |
False |
615,301 |
| 120 |
1,099.00 |
861.25 |
237.75 |
22.1% |
17.50 |
1.6% |
91% |
False |
False |
512,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,196.25 |
|
2.618 |
1,157.50 |
|
1.618 |
1,133.75 |
|
1.000 |
1,119.00 |
|
0.618 |
1,110.00 |
|
HIGH |
1,095.25 |
|
0.618 |
1,086.25 |
|
0.500 |
1,083.50 |
|
0.382 |
1,080.50 |
|
LOW |
1,071.50 |
|
0.618 |
1,056.75 |
|
1.000 |
1,047.75 |
|
1.618 |
1,033.00 |
|
2.618 |
1,009.25 |
|
4.250 |
970.50 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,083.50 |
1,084.50 |
| PP |
1,081.25 |
1,082.00 |
| S1 |
1,079.00 |
1,079.50 |
|