| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,891.0 |
2,897.0 |
6.0 |
0.2% |
2,744.0 |
| High |
2,895.0 |
2,942.0 |
47.0 |
1.6% |
2,883.0 |
| Low |
2,853.0 |
2,895.0 |
42.0 |
1.5% |
2,732.0 |
| Close |
2,864.0 |
2,929.0 |
65.0 |
2.3% |
2,862.0 |
| Range |
42.0 |
47.0 |
5.0 |
11.9% |
151.0 |
| ATR |
50.4 |
52.3 |
2.0 |
3.9% |
0.0 |
| Volume |
111 |
1,318 |
1,207 |
1,087.4% |
1,863 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.0 |
3,043.0 |
2,954.9 |
|
| R3 |
3,016.0 |
2,996.0 |
2,941.9 |
|
| R2 |
2,969.0 |
2,969.0 |
2,937.6 |
|
| R1 |
2,949.0 |
2,949.0 |
2,933.3 |
2,959.0 |
| PP |
2,922.0 |
2,922.0 |
2,922.0 |
2,927.0 |
| S1 |
2,902.0 |
2,902.0 |
2,924.7 |
2,912.0 |
| S2 |
2,875.0 |
2,875.0 |
2,920.4 |
|
| S3 |
2,828.0 |
2,855.0 |
2,916.1 |
|
| S4 |
2,781.0 |
2,808.0 |
2,903.2 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,278.7 |
3,221.3 |
2,945.1 |
|
| R3 |
3,127.7 |
3,070.3 |
2,903.5 |
|
| R2 |
2,976.7 |
2,976.7 |
2,889.7 |
|
| R1 |
2,919.3 |
2,919.3 |
2,875.8 |
2,948.0 |
| PP |
2,825.7 |
2,825.7 |
2,825.7 |
2,840.0 |
| S1 |
2,768.3 |
2,768.3 |
2,848.2 |
2,797.0 |
| S2 |
2,674.7 |
2,674.7 |
2,834.3 |
|
| S3 |
2,523.7 |
2,617.3 |
2,820.5 |
|
| S4 |
2,372.7 |
2,466.3 |
2,779.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,942.0 |
2,849.0 |
93.0 |
3.2% |
37.8 |
1.3% |
86% |
True |
False |
636 |
| 10 |
2,942.0 |
2,726.0 |
216.0 |
7.4% |
48.6 |
1.7% |
94% |
True |
False |
884 |
| 20 |
2,942.0 |
2,726.0 |
216.0 |
7.4% |
47.9 |
1.6% |
94% |
True |
False |
2,962 |
| 40 |
2,942.0 |
2,624.0 |
318.0 |
10.9% |
44.2 |
1.5% |
96% |
True |
False |
3,597 |
| 60 |
2,942.0 |
2,506.0 |
436.0 |
14.9% |
41.3 |
1.4% |
97% |
True |
False |
2,484 |
| 80 |
2,942.0 |
2,250.0 |
692.0 |
23.6% |
39.7 |
1.4% |
98% |
True |
False |
1,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.8 |
|
2.618 |
3,065.0 |
|
1.618 |
3,018.0 |
|
1.000 |
2,989.0 |
|
0.618 |
2,971.0 |
|
HIGH |
2,942.0 |
|
0.618 |
2,924.0 |
|
0.500 |
2,918.5 |
|
0.382 |
2,913.0 |
|
LOW |
2,895.0 |
|
0.618 |
2,866.0 |
|
1.000 |
2,848.0 |
|
1.618 |
2,819.0 |
|
2.618 |
2,772.0 |
|
4.250 |
2,695.3 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.5 |
2,918.5 |
| PP |
2,922.0 |
2,908.0 |
| S1 |
2,918.5 |
2,897.5 |
|