Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,819 |
9,831 |
12 |
0.1% |
9,432 |
High |
9,848 |
9,973 |
125 |
1.3% |
9,814 |
Low |
9,759 |
9,831 |
72 |
0.7% |
9,416 |
Close |
9,809 |
9,952 |
143 |
1.5% |
9,807 |
Range |
89 |
142 |
53 |
59.6% |
398 |
ATR |
131 |
133 |
2 |
1.8% |
0 |
Volume |
84,381 |
114,151 |
29,770 |
35.3% |
701,973 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,345 |
10,290 |
10,030 |
|
R3 |
10,203 |
10,148 |
9,991 |
|
R2 |
10,061 |
10,061 |
9,978 |
|
R1 |
10,006 |
10,006 |
9,965 |
10,034 |
PP |
9,919 |
9,919 |
9,919 |
9,932 |
S1 |
9,864 |
9,864 |
9,939 |
9,892 |
S2 |
9,777 |
9,777 |
9,926 |
|
S3 |
9,635 |
9,722 |
9,913 |
|
S4 |
9,493 |
9,580 |
9,874 |
|
|
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 |
9,973 |
9,670 |
303 |
3.0% |
107 |
1.1% |
93% |
True |
False |
107,629 |
10 |
9,973 |
9,336 |
637 |
6.4% |
134 |
1.3% |
97% |
True |
False |
140,226 |
20 |
9,973 |
9,336 |
637 |
6.4% |
132 |
1.3% |
97% |
True |
False |
138,830 |
40 |
9,973 |
9,049 |
924 |
9.3% |
135 |
1.4% |
98% |
True |
False |
82,185 |
60 |
9,973 |
8,750 |
1,223 |
12.3% |
139 |
1.4% |
98% |
True |
False |
54,832 |
80 |
9,973 |
7,961 |
2,012 |
20.2% |
140 |
1.4% |
99% |
True |
False |
41,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,577 |
2.618 |
10,345 |
1.618 |
10,203 |
1.000 |
10,115 |
0.618 |
10,061 |
HIGH |
9,973 |
0.618 |
9,919 |
0.500 |
9,902 |
0.382 |
9,885 |
LOW |
9,831 |
0.618 |
9,743 |
1.000 |
9,689 |
1.618 |
9,601 |
2.618 |
9,459 |
4.250 |
9,228 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,935 |
9,923 |
PP |
9,919 |
9,895 |
S1 |
9,902 |
9,866 |
|