| 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 |
2,897.0 |
2,939.0 |
42.0 |
1.4% |
2,744.0 |
| High |
2,942.0 |
2,941.0 |
-1.0 |
0.0% |
2,883.0 |
| Low |
2,895.0 |
2,912.0 |
17.0 |
0.6% |
2,732.0 |
| Close |
2,929.0 |
2,922.0 |
-7.0 |
-0.2% |
2,862.0 |
| Range |
47.0 |
29.0 |
-18.0 |
-38.3% |
151.0 |
| ATR |
52.3 |
50.7 |
-1.7 |
-3.2% |
0.0 |
| Volume |
1,318 |
264 |
-1,054 |
-80.0% |
1,863 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.0 |
2,996.0 |
2,938.0 |
|
| R3 |
2,983.0 |
2,967.0 |
2,930.0 |
|
| R2 |
2,954.0 |
2,954.0 |
2,927.3 |
|
| R1 |
2,938.0 |
2,938.0 |
2,924.7 |
2,931.5 |
| PP |
2,925.0 |
2,925.0 |
2,925.0 |
2,921.8 |
| S1 |
2,909.0 |
2,909.0 |
2,919.3 |
2,902.5 |
| S2 |
2,896.0 |
2,896.0 |
2,916.7 |
|
| S3 |
2,867.0 |
2,880.0 |
2,914.0 |
|
| S4 |
2,838.0 |
2,851.0 |
2,906.1 |
|
|
| 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% |
37.2 |
1.3% |
78% |
False |
False |
411 |
| 10 |
2,942.0 |
2,726.0 |
216.0 |
7.4% |
42.0 |
1.4% |
91% |
False |
False |
460 |
| 20 |
2,942.0 |
2,726.0 |
216.0 |
7.4% |
47.8 |
1.6% |
91% |
False |
False |
1,081 |
| 40 |
2,942.0 |
2,634.0 |
308.0 |
10.5% |
44.1 |
1.5% |
94% |
False |
False |
3,597 |
| 60 |
2,942.0 |
2,558.0 |
384.0 |
13.1% |
40.5 |
1.4% |
95% |
False |
False |
2,486 |
| 80 |
2,942.0 |
2,250.0 |
692.0 |
23.7% |
39.6 |
1.4% |
97% |
False |
False |
1,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,064.3 |
|
2.618 |
3,016.9 |
|
1.618 |
2,987.9 |
|
1.000 |
2,970.0 |
|
0.618 |
2,958.9 |
|
HIGH |
2,941.0 |
|
0.618 |
2,929.9 |
|
0.500 |
2,926.5 |
|
0.382 |
2,923.1 |
|
LOW |
2,912.0 |
|
0.618 |
2,894.1 |
|
1.000 |
2,883.0 |
|
1.618 |
2,865.1 |
|
2.618 |
2,836.1 |
|
4.250 |
2,788.8 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.5 |
2,913.8 |
| PP |
2,925.0 |
2,905.7 |
| S1 |
2,923.5 |
2,897.5 |
|