Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,546 |
9,650 |
104 |
1.1% |
9,622 |
High |
9,717 |
9,702 |
-15 |
-0.2% |
9,775 |
Low |
9,529 |
9,621 |
92 |
1.0% |
9,336 |
Close |
9,654 |
9,673 |
19 |
0.2% |
9,435 |
Range |
188 |
81 |
-107 |
-56.9% |
439 |
ATR |
147 |
142 |
-5 |
-3.2% |
0 |
Volume |
125,371 |
149,343 |
23,972 |
19.1% |
802,342 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,908 |
9,872 |
9,718 |
|
R3 |
9,827 |
9,791 |
9,695 |
|
R2 |
9,746 |
9,746 |
9,688 |
|
R1 |
9,710 |
9,710 |
9,681 |
9,728 |
PP |
9,665 |
9,665 |
9,665 |
9,675 |
S1 |
9,629 |
9,629 |
9,666 |
9,647 |
S2 |
9,584 |
9,584 |
9,658 |
|
S3 |
9,503 |
9,548 |
9,651 |
|
S4 |
9,422 |
9,467 |
9,629 |
|
|
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 |
9,717 |
9,336 |
381 |
3.9% |
160 |
1.7% |
88% |
False |
False |
172,824 |
10 |
9,775 |
9,336 |
439 |
4.5% |
155 |
1.6% |
77% |
False |
False |
158,116 |
20 |
9,857 |
9,336 |
521 |
5.4% |
136 |
1.4% |
65% |
False |
False |
137,023 |
40 |
9,857 |
9,033 |
824 |
8.5% |
144 |
1.5% |
78% |
False |
False |
68,745 |
60 |
9,857 |
8,292 |
1,565 |
16.2% |
142 |
1.5% |
88% |
False |
False |
45,868 |
80 |
9,857 |
7,961 |
1,896 |
19.6% |
140 |
1.5% |
90% |
False |
False |
34,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,046 |
2.618 |
9,914 |
1.618 |
9,833 |
1.000 |
9,783 |
0.618 |
9,752 |
HIGH |
9,702 |
0.618 |
9,671 |
0.500 |
9,662 |
0.382 |
9,652 |
LOW |
9,621 |
0.618 |
9,571 |
1.000 |
9,540 |
1.618 |
9,490 |
2.618 |
9,409 |
4.250 |
9,277 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,669 |
9,638 |
PP |
9,665 |
9,602 |
S1 |
9,662 |
9,567 |
|