| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
3,271 |
3,292 |
21 |
0.6% |
3,290 |
| High |
3,317 |
3,354 |
37 |
1.1% |
3,317 |
| Low |
3,245 |
3,274 |
29 |
0.9% |
3,077 |
| Close |
3,303 |
3,332 |
29 |
0.9% |
3,303 |
| Range |
72 |
80 |
8 |
11.1% |
240 |
| ATR |
98 |
97 |
-1 |
-1.3% |
0 |
| Volume |
2,902 |
4,611 |
1,709 |
58.9% |
12,582 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,560 |
3,526 |
3,376 |
|
| R3 |
3,480 |
3,446 |
3,354 |
|
| R2 |
3,400 |
3,400 |
3,347 |
|
| R1 |
3,366 |
3,366 |
3,339 |
3,383 |
| PP |
3,320 |
3,320 |
3,320 |
3,329 |
| S1 |
3,286 |
3,286 |
3,325 |
3,303 |
| S2 |
3,240 |
3,240 |
3,317 |
|
| S3 |
3,160 |
3,206 |
3,310 |
|
| S4 |
3,080 |
3,126 |
3,288 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,952 |
3,868 |
3,435 |
|
| R3 |
3,712 |
3,628 |
3,369 |
|
| R2 |
3,472 |
3,472 |
3,347 |
|
| R1 |
3,388 |
3,388 |
3,325 |
3,430 |
| PP |
3,232 |
3,232 |
3,232 |
3,254 |
| S1 |
3,148 |
3,148 |
3,281 |
3,190 |
| S2 |
2,992 |
2,992 |
3,259 |
|
| S3 |
2,752 |
2,908 |
3,237 |
|
| S4 |
2,512 |
2,668 |
3,171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,354 |
3,117 |
237 |
7.1% |
77 |
2.3% |
91% |
True |
False |
2,810 |
| 10 |
3,354 |
3,077 |
277 |
8.3% |
83 |
2.5% |
92% |
True |
False |
2,691 |
| 20 |
3,354 |
2,990 |
364 |
10.9% |
90 |
2.7% |
94% |
True |
False |
2,055 |
| 40 |
3,354 |
2,784 |
570 |
17.1% |
85 |
2.5% |
96% |
True |
False |
1,581 |
| 60 |
3,354 |
2,725 |
629 |
18.9% |
83 |
2.5% |
97% |
True |
False |
1,425 |
| 80 |
3,354 |
2,466 |
888 |
26.7% |
78 |
2.3% |
98% |
True |
False |
1,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,694 |
|
2.618 |
3,563 |
|
1.618 |
3,483 |
|
1.000 |
3,434 |
|
0.618 |
3,403 |
|
HIGH |
3,354 |
|
0.618 |
3,323 |
|
0.500 |
3,314 |
|
0.382 |
3,305 |
|
LOW |
3,274 |
|
0.618 |
3,225 |
|
1.000 |
3,194 |
|
1.618 |
3,145 |
|
2.618 |
3,065 |
|
4.250 |
2,934 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,326 |
3,313 |
| PP |
3,320 |
3,293 |
| S1 |
3,314 |
3,274 |
|