| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
10,099.90 |
9,972.33 |
-127.57 |
-1.3% |
9,996.67 |
| High |
10,109.57 |
10,072.32 |
-37.25 |
-0.4% |
10,119.47 |
| Low |
9,932.50 |
9,849.45 |
-83.05 |
-0.8% |
9,916.78 |
| Close |
9,972.18 |
9,867.96 |
-104.22 |
-1.0% |
9,972.18 |
| Range |
177.07 |
222.87 |
45.80 |
25.9% |
202.69 |
| ATR |
129.78 |
136.43 |
6.65 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,598.52 |
10,456.11 |
9,990.54 |
|
| R3 |
10,375.65 |
10,233.24 |
9,929.25 |
|
| R2 |
10,152.78 |
10,152.78 |
9,908.82 |
|
| R1 |
10,010.37 |
10,010.37 |
9,888.39 |
9,970.14 |
| PP |
9,929.91 |
9,929.91 |
9,929.91 |
9,909.80 |
| S1 |
9,787.50 |
9,787.50 |
9,847.53 |
9,747.27 |
| S2 |
9,707.04 |
9,707.04 |
9,827.10 |
|
| S3 |
9,484.17 |
9,564.63 |
9,806.67 |
|
| S4 |
9,261.30 |
9,341.76 |
9,745.38 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,610.88 |
10,494.22 |
10,083.66 |
|
| R3 |
10,408.19 |
10,291.53 |
10,027.92 |
|
| R2 |
10,205.50 |
10,205.50 |
10,009.34 |
|
| R1 |
10,088.84 |
10,088.84 |
9,990.76 |
10,045.83 |
| PP |
10,002.81 |
10,002.81 |
10,002.81 |
9,981.30 |
| S1 |
9,886.15 |
9,886.15 |
9,953.60 |
9,843.14 |
| S2 |
9,800.12 |
9,800.12 |
9,935.02 |
|
| S3 |
9,597.43 |
9,683.46 |
9,916.44 |
|
| S4 |
9,394.74 |
9,480.77 |
9,860.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,119.47 |
9,849.45 |
270.02 |
2.7% |
173.93 |
1.8% |
7% |
False |
True |
|
| 10 |
10,119.47 |
9,815.06 |
304.41 |
3.1% |
143.40 |
1.5% |
17% |
False |
False |
|
| 20 |
10,119.47 |
9,430.08 |
689.39 |
7.0% |
133.82 |
1.4% |
64% |
False |
False |
|
| 40 |
10,119.47 |
9,252.93 |
866.54 |
8.8% |
124.18 |
1.3% |
71% |
False |
False |
|
| 60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.2% |
126.36 |
1.3% |
75% |
False |
False |
|
| 80 |
10,119.47 |
8,087.19 |
2,032.28 |
20.6% |
126.78 |
1.3% |
88% |
False |
False |
|
| 100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.6% |
130.60 |
1.3% |
88% |
False |
False |
|
| 120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.6% |
137.24 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,019.52 |
|
2.618 |
10,655.79 |
|
1.618 |
10,432.92 |
|
1.000 |
10,295.19 |
|
0.618 |
10,210.05 |
|
HIGH |
10,072.32 |
|
0.618 |
9,987.18 |
|
0.500 |
9,960.89 |
|
0.382 |
9,934.59 |
|
LOW |
9,849.45 |
|
0.618 |
9,711.72 |
|
1.000 |
9,626.58 |
|
1.618 |
9,488.85 |
|
2.618 |
9,265.98 |
|
4.250 |
8,902.25 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,960.89 |
9,979.51 |
| PP |
9,929.91 |
9,942.33 |
| S1 |
9,898.94 |
9,905.14 |
|