| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5,785.0 |
5,862.0 |
77.0 |
1.3% |
5,470.5 |
| High |
5,867.5 |
5,873.0 |
5.5 |
0.1% |
5,751.0 |
| Low |
5,783.0 |
5,809.0 |
26.0 |
0.4% |
5,442.0 |
| Close |
5,847.0 |
5,836.5 |
-10.5 |
-0.2% |
5,710.5 |
| Range |
84.5 |
64.0 |
-20.5 |
-24.3% |
309.0 |
| ATR |
108.7 |
105.5 |
-3.2 |
-2.9% |
0.0 |
| Volume |
154,613 |
135,970 |
-18,643 |
-12.1% |
703,210 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,031.5 |
5,998.0 |
5,871.7 |
|
| R3 |
5,967.5 |
5,934.0 |
5,854.1 |
|
| R2 |
5,903.5 |
5,903.5 |
5,848.2 |
|
| R1 |
5,870.0 |
5,870.0 |
5,842.4 |
5,854.8 |
| PP |
5,839.5 |
5,839.5 |
5,839.5 |
5,831.9 |
| S1 |
5,806.0 |
5,806.0 |
5,830.6 |
5,790.8 |
| S2 |
5,775.5 |
5,775.5 |
5,824.8 |
|
| S3 |
5,711.5 |
5,742.0 |
5,818.9 |
|
| S4 |
5,647.5 |
5,678.0 |
5,801.3 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,561.5 |
6,445.0 |
5,880.5 |
|
| R3 |
6,252.5 |
6,136.0 |
5,795.5 |
|
| R2 |
5,943.5 |
5,943.5 |
5,767.2 |
|
| R1 |
5,827.0 |
5,827.0 |
5,738.8 |
5,885.3 |
| PP |
5,634.5 |
5,634.5 |
5,634.5 |
5,663.6 |
| S1 |
5,518.0 |
5,518.0 |
5,682.2 |
5,576.3 |
| S2 |
5,325.5 |
5,325.5 |
5,653.9 |
|
| S3 |
5,016.5 |
5,209.0 |
5,625.5 |
|
| S4 |
4,707.5 |
4,900.0 |
5,540.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,873.0 |
5,676.0 |
197.0 |
3.4% |
80.7 |
1.4% |
81% |
True |
False |
135,353 |
| 10 |
5,873.0 |
5,442.0 |
431.0 |
7.4% |
88.4 |
1.5% |
92% |
True |
False |
144,487 |
| 20 |
5,873.0 |
5,442.0 |
431.0 |
7.4% |
100.6 |
1.7% |
92% |
True |
False |
153,040 |
| 40 |
5,873.0 |
5,268.5 |
604.5 |
10.4% |
95.4 |
1.6% |
94% |
True |
False |
83,862 |
| 60 |
5,873.0 |
5,111.0 |
762.0 |
13.1% |
101.3 |
1.7% |
95% |
True |
False |
56,259 |
| 80 |
5,873.0 |
4,540.0 |
1,333.0 |
22.8% |
102.4 |
1.8% |
97% |
True |
False |
42,316 |
| 100 |
5,873.0 |
4,540.0 |
1,333.0 |
22.8% |
101.9 |
1.7% |
97% |
True |
False |
34,203 |
| 120 |
5,873.0 |
4,540.0 |
1,333.0 |
22.8% |
103.9 |
1.8% |
97% |
True |
False |
28,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,145.0 |
|
2.618 |
6,040.6 |
|
1.618 |
5,976.6 |
|
1.000 |
5,937.0 |
|
0.618 |
5,912.6 |
|
HIGH |
5,873.0 |
|
0.618 |
5,848.6 |
|
0.500 |
5,841.0 |
|
0.382 |
5,833.4 |
|
LOW |
5,809.0 |
|
0.618 |
5,769.4 |
|
1.000 |
5,745.0 |
|
1.618 |
5,705.4 |
|
2.618 |
5,641.4 |
|
4.250 |
5,537.0 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,841.0 |
5,819.4 |
| PP |
5,839.5 |
5,802.3 |
| S1 |
5,838.0 |
5,785.3 |
|