Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,675 |
9,743 |
68 |
0.7% |
9,432 |
High |
9,783 |
9,814 |
31 |
0.3% |
9,814 |
Low |
9,670 |
9,706 |
36 |
0.4% |
9,416 |
Close |
9,747 |
9,807 |
60 |
0.6% |
9,807 |
Range |
113 |
108 |
-5 |
-4.4% |
398 |
ATR |
140 |
138 |
-2 |
-1.6% |
0 |
Volume |
117,436 |
129,696 |
12,260 |
10.4% |
701,973 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,100 |
10,061 |
9,867 |
|
R3 |
9,992 |
9,953 |
9,837 |
|
R2 |
9,884 |
9,884 |
9,827 |
|
R1 |
9,845 |
9,845 |
9,817 |
9,865 |
PP |
9,776 |
9,776 |
9,776 |
9,785 |
S1 |
9,737 |
9,737 |
9,797 |
9,757 |
S2 |
9,668 |
9,668 |
9,787 |
|
S3 |
9,560 |
9,629 |
9,777 |
|
S4 |
9,452 |
9,521 |
9,748 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,873 |
10,738 |
10,026 |
|
R3 |
10,475 |
10,340 |
9,917 |
|
R2 |
10,077 |
10,077 |
9,880 |
|
R1 |
9,942 |
9,942 |
9,844 |
10,010 |
PP |
9,679 |
9,679 |
9,679 |
9,713 |
S1 |
9,544 |
9,544 |
9,771 |
9,612 |
S2 |
9,281 |
9,281 |
9,734 |
|
S3 |
8,883 |
9,146 |
9,698 |
|
S4 |
8,485 |
8,748 |
9,588 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,814 |
9,416 |
398 |
4.1% |
129 |
1.3% |
98% |
True |
False |
140,394 |
10 |
9,814 |
9,336 |
478 |
4.9% |
151 |
1.5% |
99% |
True |
False |
150,431 |
20 |
9,857 |
9,336 |
521 |
5.3% |
137 |
1.4% |
90% |
False |
False |
145,169 |
40 |
9,857 |
9,033 |
824 |
8.4% |
140 |
1.4% |
94% |
False |
False |
74,919 |
60 |
9,857 |
8,553 |
1,304 |
13.3% |
139 |
1.4% |
96% |
False |
False |
49,984 |
80 |
9,857 |
7,961 |
1,896 |
19.3% |
142 |
1.4% |
97% |
False |
False |
37,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,273 |
2.618 |
10,097 |
1.618 |
9,989 |
1.000 |
9,922 |
0.618 |
9,881 |
HIGH |
9,814 |
0.618 |
9,773 |
0.500 |
9,760 |
0.382 |
9,747 |
LOW |
9,706 |
0.618 |
9,639 |
1.000 |
9,598 |
1.618 |
9,531 |
2.618 |
9,423 |
4.250 |
9,247 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,791 |
9,777 |
PP |
9,776 |
9,747 |
S1 |
9,760 |
9,718 |
|