Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,952 |
9,970 |
18 |
0.2% |
9,809 |
High |
10,007 |
10,004 |
-3 |
0.0% |
10,007 |
Low |
9,906 |
9,884 |
-22 |
-0.2% |
9,759 |
Close |
9,964 |
9,924 |
-40 |
-0.4% |
9,924 |
Range |
101 |
120 |
19 |
18.8% |
248 |
ATR |
131 |
130 |
-1 |
-0.6% |
0 |
Volume |
125,209 |
115,714 |
-9,495 |
-7.6% |
531,939 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,297 |
10,231 |
9,990 |
|
R3 |
10,177 |
10,111 |
9,957 |
|
R2 |
10,057 |
10,057 |
9,946 |
|
R1 |
9,991 |
9,991 |
9,935 |
9,964 |
PP |
9,937 |
9,937 |
9,937 |
9,924 |
S1 |
9,871 |
9,871 |
9,913 |
9,844 |
S2 |
9,817 |
9,817 |
9,902 |
|
S3 |
9,697 |
9,751 |
9,891 |
|
S4 |
9,577 |
9,631 |
9,858 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,641 |
10,530 |
10,061 |
|
R3 |
10,393 |
10,282 |
9,992 |
|
R2 |
10,145 |
10,145 |
9,970 |
|
R1 |
10,034 |
10,034 |
9,947 |
10,090 |
PP |
9,897 |
9,897 |
9,897 |
9,924 |
S1 |
9,786 |
9,786 |
9,901 |
9,842 |
S2 |
9,649 |
9,649 |
9,879 |
|
S3 |
9,401 |
9,538 |
9,856 |
|
S4 |
9,153 |
9,290 |
9,788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,007 |
9,759 |
248 |
2.5% |
107 |
1.1% |
67% |
False |
False |
106,387 |
10 |
10,007 |
9,416 |
591 |
6.0% |
118 |
1.2% |
86% |
False |
False |
123,391 |
20 |
10,007 |
9,336 |
671 |
6.8% |
132 |
1.3% |
88% |
False |
False |
135,681 |
40 |
10,007 |
9,186 |
821 |
8.3% |
133 |
1.3% |
90% |
False |
False |
88,202 |
60 |
10,007 |
8,893 |
1,114 |
11.2% |
137 |
1.4% |
93% |
False |
False |
58,840 |
80 |
10,007 |
7,961 |
2,046 |
20.6% |
138 |
1.4% |
96% |
False |
False |
44,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,514 |
2.618 |
10,318 |
1.618 |
10,198 |
1.000 |
10,124 |
0.618 |
10,078 |
HIGH |
10,004 |
0.618 |
9,958 |
0.500 |
9,944 |
0.382 |
9,930 |
LOW |
9,884 |
0.618 |
9,810 |
1.000 |
9,764 |
1.618 |
9,690 |
2.618 |
9,570 |
4.250 |
9,374 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,944 |
9,922 |
PP |
9,937 |
9,921 |
S1 |
9,931 |
9,919 |
|