Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,228.0 |
5,184.0 |
-44.0 |
-0.8% |
5,182.5 |
High |
5,256.5 |
5,204.0 |
-52.5 |
-1.0% |
5,273.0 |
Low |
5,136.0 |
5,150.0 |
14.0 |
0.3% |
5,136.5 |
Close |
5,166.5 |
5,182.5 |
16.0 |
0.3% |
5,218.0 |
Range |
120.5 |
54.0 |
-66.5 |
-55.2% |
136.5 |
ATR |
85.5 |
83.3 |
-2.3 |
-2.6% |
0.0 |
Volume |
103,701 |
104,131 |
430 |
0.4% |
530,674 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,341.0 |
5,315.5 |
5,212.0 |
|
R3 |
5,287.0 |
5,261.5 |
5,197.5 |
|
R2 |
5,233.0 |
5,233.0 |
5,192.5 |
|
R1 |
5,207.5 |
5,207.5 |
5,187.5 |
5,193.0 |
PP |
5,179.0 |
5,179.0 |
5,179.0 |
5,171.5 |
S1 |
5,153.5 |
5,153.5 |
5,177.5 |
5,139.0 |
S2 |
5,125.0 |
5,125.0 |
5,172.5 |
|
S3 |
5,071.0 |
5,099.5 |
5,167.5 |
|
S4 |
5,017.0 |
5,045.5 |
5,153.0 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,618.5 |
5,555.0 |
5,293.0 |
|
R3 |
5,482.0 |
5,418.5 |
5,255.5 |
|
R2 |
5,345.5 |
5,345.5 |
5,243.0 |
|
R1 |
5,282.0 |
5,282.0 |
5,230.5 |
5,314.0 |
PP |
5,209.0 |
5,209.0 |
5,209.0 |
5,225.0 |
S1 |
5,145.5 |
5,145.5 |
5,205.5 |
5,177.0 |
S2 |
5,072.5 |
5,072.5 |
5,193.0 |
|
S3 |
4,936.0 |
5,009.0 |
5,180.5 |
|
S4 |
4,799.5 |
4,872.5 |
5,143.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,272.0 |
5,136.0 |
136.0 |
2.6% |
87.5 |
1.7% |
34% |
False |
False |
104,159 |
10 |
5,273.0 |
5,136.0 |
137.0 |
2.6% |
82.0 |
1.6% |
34% |
False |
False |
108,591 |
20 |
5,273.0 |
4,922.5 |
350.5 |
6.8% |
82.0 |
1.6% |
74% |
False |
False |
110,058 |
40 |
5,273.0 |
4,742.5 |
530.5 |
10.2% |
76.0 |
1.5% |
83% |
False |
False |
92,668 |
60 |
5,273.0 |
4,555.0 |
718.0 |
13.9% |
70.5 |
1.4% |
87% |
False |
False |
61,992 |
80 |
5,273.0 |
4,041.0 |
1,232.0 |
23.8% |
66.0 |
1.3% |
93% |
False |
False |
46,532 |
100 |
5,273.0 |
4,041.0 |
1,232.0 |
23.8% |
65.0 |
1.3% |
93% |
False |
False |
37,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,433.5 |
2.618 |
5,345.5 |
1.618 |
5,291.5 |
1.000 |
5,258.0 |
0.618 |
5,237.5 |
HIGH |
5,204.0 |
0.618 |
5,183.5 |
0.500 |
5,177.0 |
0.382 |
5,170.5 |
LOW |
5,150.0 |
0.618 |
5,116.5 |
1.000 |
5,096.0 |
1.618 |
5,062.5 |
2.618 |
5,008.5 |
4.250 |
4,920.5 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,180.5 |
5,204.0 |
PP |
5,179.0 |
5,197.0 |
S1 |
5,177.0 |
5,189.5 |
|