| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,090.50 |
1,076.50 |
-14.00 |
-1.3% |
1,080.25 |
| High |
1,095.25 |
1,088.50 |
-6.75 |
-0.6% |
1,099.00 |
| Low |
1,071.50 |
1,061.25 |
-10.25 |
-1.0% |
1,070.25 |
| Close |
1,077.00 |
1,066.50 |
-10.50 |
-1.0% |
1,077.00 |
| Range |
23.75 |
27.25 |
3.50 |
14.7% |
28.75 |
| ATR |
17.98 |
18.64 |
0.66 |
3.7% |
0.00 |
| Volume |
2,184,400 |
2,348,150 |
163,750 |
7.5% |
10,171,203 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.75 |
1,137.50 |
1,081.50 |
|
| R3 |
1,126.50 |
1,110.25 |
1,074.00 |
|
| R2 |
1,099.25 |
1,099.25 |
1,071.50 |
|
| R1 |
1,083.00 |
1,083.00 |
1,069.00 |
1,077.50 |
| PP |
1,072.00 |
1,072.00 |
1,072.00 |
1,069.50 |
| S1 |
1,055.75 |
1,055.75 |
1,064.00 |
1,050.25 |
| S2 |
1,044.75 |
1,044.75 |
1,061.50 |
|
| S3 |
1,017.50 |
1,028.50 |
1,059.00 |
|
| S4 |
990.25 |
1,001.25 |
1,051.50 |
|
|
| 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 |
1,061.25 |
37.75 |
3.5% |
23.25 |
2.2% |
14% |
False |
True |
2,100,343 |
| 10 |
1,099.00 |
1,061.25 |
37.75 |
3.5% |
19.50 |
1.8% |
14% |
False |
True |
1,890,668 |
| 20 |
1,099.00 |
1,012.00 |
87.00 |
8.2% |
18.00 |
1.7% |
63% |
False |
False |
1,948,885 |
| 40 |
1,099.00 |
986.50 |
112.50 |
10.5% |
17.25 |
1.6% |
71% |
False |
False |
1,593,249 |
| 60 |
1,099.00 |
971.25 |
127.75 |
12.0% |
17.75 |
1.7% |
75% |
False |
False |
1,063,675 |
| 80 |
1,099.00 |
861.25 |
237.75 |
22.3% |
17.50 |
1.6% |
86% |
False |
False |
798,236 |
| 100 |
1,099.00 |
861.25 |
237.75 |
22.3% |
17.25 |
1.6% |
86% |
False |
False |
638,779 |
| 120 |
1,099.00 |
861.25 |
237.75 |
22.3% |
17.50 |
1.6% |
86% |
False |
False |
532,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.25 |
|
2.618 |
1,159.75 |
|
1.618 |
1,132.50 |
|
1.000 |
1,115.75 |
|
0.618 |
1,105.25 |
|
HIGH |
1,088.50 |
|
0.618 |
1,078.00 |
|
0.500 |
1,075.00 |
|
0.382 |
1,071.75 |
|
LOW |
1,061.25 |
|
0.618 |
1,044.50 |
|
1.000 |
1,034.00 |
|
1.618 |
1,017.25 |
|
2.618 |
990.00 |
|
4.250 |
945.50 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.00 |
1,078.25 |
| PP |
1,072.00 |
1,074.25 |
| S1 |
1,069.25 |
1,070.50 |
|