Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,743 |
9,809 |
66 |
0.7% |
9,432 |
High |
9,814 |
9,876 |
62 |
0.6% |
9,814 |
Low |
9,706 |
9,793 |
87 |
0.9% |
9,416 |
Close |
9,807 |
9,819 |
12 |
0.1% |
9,807 |
Range |
108 |
83 |
-25 |
-23.1% |
398 |
ATR |
138 |
134 |
-4 |
-2.8% |
0 |
Volume |
129,696 |
92,484 |
-37,212 |
-28.7% |
701,973 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,078 |
10,032 |
9,865 |
|
R3 |
9,995 |
9,949 |
9,842 |
|
R2 |
9,912 |
9,912 |
9,834 |
|
R1 |
9,866 |
9,866 |
9,827 |
9,889 |
PP |
9,829 |
9,829 |
9,829 |
9,841 |
S1 |
9,783 |
9,783 |
9,812 |
9,806 |
S2 |
9,746 |
9,746 |
9,804 |
|
S3 |
9,663 |
9,700 |
9,796 |
|
S4 |
9,580 |
9,617 |
9,773 |
|
|
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 |
9,876 |
9,529 |
347 |
3.5% |
115 |
1.2% |
84% |
True |
False |
122,866 |
10 |
9,876 |
9,336 |
540 |
5.5% |
140 |
1.4% |
89% |
True |
False |
145,167 |
20 |
9,876 |
9,336 |
540 |
5.5% |
134 |
1.4% |
89% |
True |
False |
144,158 |
40 |
9,876 |
9,033 |
843 |
8.6% |
137 |
1.4% |
93% |
True |
False |
77,229 |
60 |
9,876 |
8,610 |
1,266 |
12.9% |
139 |
1.4% |
95% |
True |
False |
51,524 |
80 |
9,876 |
7,961 |
1,915 |
19.5% |
142 |
1.4% |
97% |
True |
False |
38,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,229 |
2.618 |
10,093 |
1.618 |
10,010 |
1.000 |
9,959 |
0.618 |
9,927 |
HIGH |
9,876 |
0.618 |
9,844 |
0.500 |
9,835 |
0.382 |
9,825 |
LOW |
9,793 |
0.618 |
9,742 |
1.000 |
9,710 |
1.618 |
9,659 |
2.618 |
9,576 |
4.250 |
9,440 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,835 |
9,804 |
PP |
9,829 |
9,788 |
S1 |
9,824 |
9,773 |
|