Trading Metrics calculated at close of trading on 15-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,831 |
9,952 |
121 |
1.2% |
9,432 |
High |
9,973 |
10,007 |
34 |
0.3% |
9,814 |
Low |
9,831 |
9,906 |
75 |
0.8% |
9,416 |
Close |
9,952 |
9,964 |
12 |
0.1% |
9,807 |
Range |
142 |
101 |
-41 |
-28.9% |
398 |
ATR |
133 |
131 |
-2 |
-1.7% |
0 |
Volume |
114,151 |
125,209 |
11,058 |
9.7% |
701,973 |
|
Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,262 |
10,214 |
10,020 |
|
R3 |
10,161 |
10,113 |
9,992 |
|
R2 |
10,060 |
10,060 |
9,983 |
|
R1 |
10,012 |
10,012 |
9,973 |
10,036 |
PP |
9,959 |
9,959 |
9,959 |
9,971 |
S1 |
9,911 |
9,911 |
9,955 |
9,935 |
S2 |
9,858 |
9,858 |
9,946 |
|
S3 |
9,757 |
9,810 |
9,936 |
|
S4 |
9,656 |
9,709 |
9,909 |
|
|
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 |
10,007 |
9,706 |
301 |
3.0% |
105 |
1.0% |
86% |
True |
False |
109,184 |
10 |
10,007 |
9,336 |
671 |
6.7% |
119 |
1.2% |
94% |
True |
False |
130,628 |
20 |
10,007 |
9,336 |
671 |
6.7% |
132 |
1.3% |
94% |
True |
False |
137,751 |
40 |
10,007 |
9,186 |
821 |
8.2% |
133 |
1.3% |
95% |
True |
False |
85,313 |
60 |
10,007 |
8,769 |
1,238 |
12.4% |
139 |
1.4% |
97% |
True |
False |
56,919 |
80 |
10,007 |
7,961 |
2,046 |
20.5% |
140 |
1.4% |
98% |
True |
False |
42,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,436 |
2.618 |
10,272 |
1.618 |
10,171 |
1.000 |
10,108 |
0.618 |
10,070 |
HIGH |
10,007 |
0.618 |
9,969 |
0.500 |
9,957 |
0.382 |
9,945 |
LOW |
9,906 |
0.618 |
9,844 |
1.000 |
9,805 |
1.618 |
9,743 |
2.618 |
9,642 |
4.250 |
9,477 |
|
|
Fisher Pivots for day following 15-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,962 |
9,937 |
PP |
9,959 |
9,910 |
S1 |
9,957 |
9,883 |
|