| 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 |
9,972.33 |
9,868.34 |
-103.99 |
-1.0% |
9,996.67 |
| High |
10,072.32 |
9,947.54 |
-124.78 |
-1.2% |
10,119.47 |
| Low |
9,849.45 |
9,837.96 |
-11.49 |
-0.1% |
9,916.78 |
| Close |
9,867.96 |
9,882.17 |
14.21 |
0.1% |
9,972.18 |
| Range |
222.87 |
109.58 |
-113.29 |
-50.8% |
202.69 |
| ATR |
136.43 |
134.51 |
-1.92 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,217.96 |
10,159.65 |
9,942.44 |
|
| R3 |
10,108.38 |
10,050.07 |
9,912.30 |
|
| R2 |
9,998.80 |
9,998.80 |
9,902.26 |
|
| R1 |
9,940.49 |
9,940.49 |
9,892.21 |
9,969.65 |
| PP |
9,889.22 |
9,889.22 |
9,889.22 |
9,903.80 |
| S1 |
9,830.91 |
9,830.91 |
9,872.13 |
9,860.07 |
| S2 |
9,779.64 |
9,779.64 |
9,862.08 |
|
| S3 |
9,670.06 |
9,721.33 |
9,852.04 |
|
| S4 |
9,560.48 |
9,611.75 |
9,821.90 |
|
|
| 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 |
9,837.96 |
281.51 |
2.8% |
174.73 |
1.8% |
16% |
False |
True |
|
| 10 |
10,119.47 |
9,837.96 |
281.51 |
2.8% |
146.35 |
1.5% |
16% |
False |
True |
|
| 20 |
10,119.47 |
9,430.08 |
689.39 |
7.0% |
134.53 |
1.4% |
66% |
False |
False |
|
| 40 |
10,119.47 |
9,252.93 |
866.54 |
8.8% |
124.25 |
1.3% |
73% |
False |
False |
|
| 60 |
10,119.47 |
9,116.52 |
1,002.95 |
10.1% |
126.11 |
1.3% |
76% |
False |
False |
|
| 80 |
10,119.47 |
8,087.19 |
2,032.28 |
20.6% |
126.63 |
1.3% |
88% |
False |
False |
|
| 100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.6% |
130.30 |
1.3% |
88% |
False |
False |
|
| 120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.6% |
136.32 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,413.26 |
|
2.618 |
10,234.42 |
|
1.618 |
10,124.84 |
|
1.000 |
10,057.12 |
|
0.618 |
10,015.26 |
|
HIGH |
9,947.54 |
|
0.618 |
9,905.68 |
|
0.500 |
9,892.75 |
|
0.382 |
9,879.82 |
|
LOW |
9,837.96 |
|
0.618 |
9,770.24 |
|
1.000 |
9,728.38 |
|
1.618 |
9,660.66 |
|
2.618 |
9,551.08 |
|
4.250 |
9,372.25 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,892.75 |
9,973.77 |
| PP |
9,889.22 |
9,943.23 |
| S1 |
9,885.70 |
9,912.70 |
|