| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5,865.0 |
5,769.5 |
-95.5 |
-1.6% |
5,733.0 |
| High |
5,890.0 |
5,861.0 |
-29.0 |
-0.5% |
5,890.0 |
| Low |
5,732.5 |
5,762.0 |
29.5 |
0.5% |
5,697.5 |
| Close |
5,762.0 |
5,855.0 |
93.0 |
1.6% |
5,762.0 |
| Range |
157.5 |
99.0 |
-58.5 |
-37.1% |
192.5 |
| ATR |
109.2 |
108.5 |
-0.7 |
-0.7% |
0.0 |
| Volume |
179,912 |
122,597 |
-57,315 |
-31.9% |
731,519 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,123.0 |
6,088.0 |
5,909.5 |
|
| R3 |
6,024.0 |
5,989.0 |
5,882.2 |
|
| R2 |
5,925.0 |
5,925.0 |
5,873.2 |
|
| R1 |
5,890.0 |
5,890.0 |
5,864.1 |
5,907.5 |
| PP |
5,826.0 |
5,826.0 |
5,826.0 |
5,834.8 |
| S1 |
5,791.0 |
5,791.0 |
5,845.9 |
5,808.5 |
| S2 |
5,727.0 |
5,727.0 |
5,836.9 |
|
| S3 |
5,628.0 |
5,692.0 |
5,827.8 |
|
| S4 |
5,529.0 |
5,593.0 |
5,800.6 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,360.7 |
6,253.8 |
5,867.9 |
|
| R3 |
6,168.2 |
6,061.3 |
5,814.9 |
|
| R2 |
5,975.7 |
5,975.7 |
5,797.3 |
|
| R1 |
5,868.8 |
5,868.8 |
5,779.6 |
5,922.3 |
| PP |
5,783.2 |
5,783.2 |
5,783.2 |
5,809.9 |
| S1 |
5,676.3 |
5,676.3 |
5,744.4 |
5,729.8 |
| S2 |
5,590.7 |
5,590.7 |
5,726.7 |
|
| S3 |
5,398.2 |
5,483.8 |
5,709.1 |
|
| S4 |
5,205.7 |
5,291.3 |
5,656.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,890.0 |
5,697.5 |
192.5 |
3.3% |
99.9 |
1.7% |
82% |
False |
False |
148,118 |
| 10 |
5,890.0 |
5,519.0 |
371.0 |
6.3% |
93.9 |
1.6% |
91% |
False |
False |
141,558 |
| 20 |
5,890.0 |
5,442.0 |
448.0 |
7.7% |
105.5 |
1.8% |
92% |
False |
False |
153,369 |
| 40 |
5,890.0 |
5,268.5 |
621.5 |
10.6% |
95.5 |
1.6% |
94% |
False |
False |
91,308 |
| 60 |
5,890.0 |
5,152.5 |
737.5 |
12.6% |
101.3 |
1.7% |
95% |
False |
False |
61,256 |
| 80 |
5,890.0 |
4,540.0 |
1,350.0 |
23.1% |
102.7 |
1.8% |
97% |
False |
False |
46,084 |
| 100 |
5,890.0 |
4,540.0 |
1,350.0 |
23.1% |
103.3 |
1.8% |
97% |
False |
False |
37,226 |
| 120 |
5,890.0 |
4,540.0 |
1,350.0 |
23.1% |
104.4 |
1.8% |
97% |
False |
False |
31,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,281.8 |
|
2.618 |
6,120.2 |
|
1.618 |
6,021.2 |
|
1.000 |
5,960.0 |
|
0.618 |
5,922.2 |
|
HIGH |
5,861.0 |
|
0.618 |
5,823.2 |
|
0.500 |
5,811.5 |
|
0.382 |
5,799.8 |
|
LOW |
5,762.0 |
|
0.618 |
5,700.8 |
|
1.000 |
5,663.0 |
|
1.618 |
5,601.8 |
|
2.618 |
5,502.8 |
|
4.250 |
5,341.3 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,840.5 |
5,840.4 |
| PP |
5,826.0 |
5,825.8 |
| S1 |
5,811.5 |
5,811.3 |
|