Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,432 |
9,546 |
114 |
1.2% |
9,622 |
High |
9,568 |
9,717 |
149 |
1.6% |
9,775 |
Low |
9,416 |
9,529 |
113 |
1.2% |
9,336 |
Close |
9,546 |
9,654 |
108 |
1.1% |
9,435 |
Range |
152 |
188 |
36 |
23.7% |
439 |
ATR |
144 |
147 |
3 |
2.2% |
0 |
Volume |
180,127 |
125,371 |
-54,756 |
-30.4% |
802,342 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,197 |
10,114 |
9,758 |
|
R3 |
10,009 |
9,926 |
9,706 |
|
R2 |
9,821 |
9,821 |
9,689 |
|
R1 |
9,738 |
9,738 |
9,671 |
9,780 |
PP |
9,633 |
9,633 |
9,633 |
9,654 |
S1 |
9,550 |
9,550 |
9,637 |
9,592 |
S2 |
9,445 |
9,445 |
9,620 |
|
S3 |
9,257 |
9,362 |
9,602 |
|
S4 |
9,069 |
9,174 |
9,551 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,832 |
10,573 |
9,677 |
|
R3 |
10,393 |
10,134 |
9,556 |
|
R2 |
9,954 |
9,954 |
9,516 |
|
R1 |
9,695 |
9,695 |
9,475 |
9,605 |
PP |
9,515 |
9,515 |
9,515 |
9,471 |
S1 |
9,256 |
9,256 |
9,395 |
9,166 |
S2 |
9,076 |
9,076 |
9,355 |
|
S3 |
8,637 |
8,817 |
9,314 |
|
S4 |
8,198 |
8,378 |
9,194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,735 |
9,336 |
399 |
4.1% |
182 |
1.9% |
80% |
False |
False |
168,861 |
10 |
9,857 |
9,336 |
521 |
5.4% |
165 |
1.7% |
61% |
False |
False |
153,842 |
20 |
9,857 |
9,336 |
521 |
5.4% |
139 |
1.4% |
61% |
False |
False |
129,660 |
40 |
9,857 |
9,033 |
824 |
8.5% |
146 |
1.5% |
75% |
False |
False |
65,015 |
60 |
9,857 |
8,174 |
1,683 |
17.4% |
142 |
1.5% |
88% |
False |
False |
43,380 |
80 |
9,857 |
7,961 |
1,896 |
19.6% |
141 |
1.5% |
89% |
False |
False |
32,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,516 |
2.618 |
10,209 |
1.618 |
10,021 |
1.000 |
9,905 |
0.618 |
9,833 |
HIGH |
9,717 |
0.618 |
9,645 |
0.500 |
9,623 |
0.382 |
9,601 |
LOW |
9,529 |
0.618 |
9,413 |
1.000 |
9,341 |
1.618 |
9,225 |
2.618 |
9,037 |
4.250 |
8,730 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,644 |
9,612 |
PP |
9,633 |
9,569 |
S1 |
9,623 |
9,527 |
|