Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,809 |
9,819 |
10 |
0.1% |
9,432 |
High |
9,876 |
9,848 |
-28 |
-0.3% |
9,814 |
Low |
9,793 |
9,759 |
-34 |
-0.3% |
9,416 |
Close |
9,819 |
9,809 |
-10 |
-0.1% |
9,807 |
Range |
83 |
89 |
6 |
7.2% |
398 |
ATR |
134 |
131 |
-3 |
-2.4% |
0 |
Volume |
92,484 |
84,381 |
-8,103 |
-8.8% |
701,973 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,072 |
10,030 |
9,858 |
|
R3 |
9,983 |
9,941 |
9,834 |
|
R2 |
9,894 |
9,894 |
9,825 |
|
R1 |
9,852 |
9,852 |
9,817 |
9,829 |
PP |
9,805 |
9,805 |
9,805 |
9,794 |
S1 |
9,763 |
9,763 |
9,801 |
9,740 |
S2 |
9,716 |
9,716 |
9,793 |
|
S3 |
9,627 |
9,674 |
9,785 |
|
S4 |
9,538 |
9,585 |
9,760 |
|
|
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 |
9,621 |
255 |
2.6% |
95 |
1.0% |
74% |
False |
False |
114,668 |
10 |
9,876 |
9,336 |
540 |
5.5% |
139 |
1.4% |
88% |
False |
False |
141,764 |
20 |
9,876 |
9,336 |
540 |
5.5% |
132 |
1.3% |
88% |
False |
False |
141,729 |
40 |
9,876 |
9,047 |
829 |
8.5% |
134 |
1.4% |
92% |
False |
False |
79,336 |
60 |
9,876 |
8,702 |
1,174 |
12.0% |
138 |
1.4% |
94% |
False |
False |
52,930 |
80 |
9,876 |
7,961 |
1,915 |
19.5% |
141 |
1.4% |
97% |
False |
False |
39,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,226 |
2.618 |
10,081 |
1.618 |
9,992 |
1.000 |
9,937 |
0.618 |
9,903 |
HIGH |
9,848 |
0.618 |
9,814 |
0.500 |
9,804 |
0.382 |
9,793 |
LOW |
9,759 |
0.618 |
9,704 |
1.000 |
9,670 |
1.618 |
9,615 |
2.618 |
9,526 |
4.250 |
9,381 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,807 |
9,803 |
PP |
9,805 |
9,797 |
S1 |
9,804 |
9,791 |
|