Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,650 |
9,675 |
25 |
0.3% |
9,622 |
High |
9,702 |
9,783 |
81 |
0.8% |
9,775 |
Low |
9,621 |
9,670 |
49 |
0.5% |
9,336 |
Close |
9,673 |
9,747 |
74 |
0.8% |
9,435 |
Range |
81 |
113 |
32 |
39.5% |
439 |
ATR |
142 |
140 |
-2 |
-1.5% |
0 |
Volume |
149,343 |
117,436 |
-31,907 |
-21.4% |
802,342 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,072 |
10,023 |
9,809 |
|
R3 |
9,959 |
9,910 |
9,778 |
|
R2 |
9,846 |
9,846 |
9,768 |
|
R1 |
9,797 |
9,797 |
9,757 |
9,822 |
PP |
9,733 |
9,733 |
9,733 |
9,746 |
S1 |
9,684 |
9,684 |
9,737 |
9,709 |
S2 |
9,620 |
9,620 |
9,726 |
|
S3 |
9,507 |
9,571 |
9,716 |
|
S4 |
9,394 |
9,458 |
9,685 |
|
|
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 |
9,783 |
9,336 |
447 |
4.6% |
134 |
1.4% |
92% |
True |
False |
152,072 |
10 |
9,783 |
9,336 |
447 |
4.6% |
151 |
1.5% |
92% |
True |
False |
154,724 |
20 |
9,857 |
9,336 |
521 |
5.3% |
136 |
1.4% |
79% |
False |
False |
142,426 |
40 |
9,857 |
9,033 |
824 |
8.5% |
141 |
1.4% |
87% |
False |
False |
71,679 |
60 |
9,857 |
8,440 |
1,417 |
14.5% |
140 |
1.4% |
92% |
False |
False |
47,824 |
80 |
9,857 |
7,961 |
1,896 |
19.5% |
141 |
1.4% |
94% |
False |
False |
35,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,263 |
2.618 |
10,079 |
1.618 |
9,966 |
1.000 |
9,896 |
0.618 |
9,853 |
HIGH |
9,783 |
0.618 |
9,740 |
0.500 |
9,727 |
0.382 |
9,713 |
LOW |
9,670 |
0.618 |
9,600 |
1.000 |
9,557 |
1.618 |
9,487 |
2.618 |
9,374 |
4.250 |
9,190 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,740 |
9,717 |
PP |
9,733 |
9,686 |
S1 |
9,727 |
9,656 |
|