Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,673 |
9,664 |
-9 |
-0.1% |
9,716 |
High |
9,735 |
9,684 |
-51 |
-0.5% |
9,857 |
Low |
9,544 |
9,438 |
-106 |
-1.1% |
9,576 |
Close |
9,653 |
9,471 |
-182 |
-1.9% |
9,619 |
Range |
191 |
246 |
55 |
28.8% |
281 |
ATR |
136 |
144 |
8 |
5.8% |
0 |
Volume |
129,532 |
221,193 |
91,661 |
70.8% |
677,380 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,269 |
10,116 |
9,606 |
|
R3 |
10,023 |
9,870 |
9,539 |
|
R2 |
9,777 |
9,777 |
9,516 |
|
R1 |
9,624 |
9,624 |
9,494 |
9,578 |
PP |
9,531 |
9,531 |
9,531 |
9,508 |
S1 |
9,378 |
9,378 |
9,449 |
9,332 |
S2 |
9,285 |
9,285 |
9,426 |
|
S3 |
9,039 |
9,132 |
9,403 |
|
S4 |
8,793 |
8,886 |
9,336 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,527 |
10,354 |
9,774 |
|
R3 |
10,246 |
10,073 |
9,696 |
|
R2 |
9,965 |
9,965 |
9,671 |
|
R1 |
9,792 |
9,792 |
9,645 |
9,738 |
PP |
9,684 |
9,684 |
9,684 |
9,657 |
S1 |
9,511 |
9,511 |
9,593 |
9,457 |
S2 |
9,403 |
9,403 |
9,568 |
|
S3 |
9,122 |
9,230 |
9,542 |
|
S4 |
8,841 |
8,949 |
9,465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,775 |
9,438 |
337 |
3.6% |
167 |
1.8% |
10% |
False |
True |
157,375 |
10 |
9,857 |
9,438 |
419 |
4.4% |
144 |
1.5% |
8% |
False |
True |
144,874 |
20 |
9,857 |
9,186 |
671 |
7.1% |
132 |
1.4% |
42% |
False |
False |
105,053 |
40 |
9,857 |
9,033 |
824 |
8.7% |
145 |
1.5% |
53% |
False |
False |
52,686 |
60 |
9,857 |
7,961 |
1,896 |
20.0% |
142 |
1.5% |
80% |
False |
False |
35,156 |
80 |
9,857 |
7,961 |
1,896 |
20.0% |
138 |
1.5% |
80% |
False |
False |
26,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,730 |
2.618 |
10,328 |
1.618 |
10,082 |
1.000 |
9,930 |
0.618 |
9,836 |
HIGH |
9,684 |
0.618 |
9,590 |
0.500 |
9,561 |
0.382 |
9,532 |
LOW |
9,438 |
0.618 |
9,286 |
1.000 |
9,192 |
1.618 |
9,040 |
2.618 |
8,794 |
4.250 |
8,393 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,561 |
9,607 |
PP |
9,531 |
9,561 |
S1 |
9,501 |
9,516 |
|