Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,970 |
9,912 |
-58 |
-0.6% |
9,809 |
High |
10,004 |
10,064 |
60 |
0.6% |
10,007 |
Low |
9,884 |
9,874 |
-10 |
-0.1% |
9,759 |
Close |
9,924 |
10,011 |
87 |
0.9% |
9,924 |
Range |
120 |
190 |
70 |
58.3% |
248 |
ATR |
130 |
134 |
4 |
3.3% |
0 |
Volume |
115,714 |
150,071 |
34,357 |
29.7% |
531,939 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,553 |
10,472 |
10,116 |
|
R3 |
10,363 |
10,282 |
10,063 |
|
R2 |
10,173 |
10,173 |
10,046 |
|
R1 |
10,092 |
10,092 |
10,029 |
10,133 |
PP |
9,983 |
9,983 |
9,983 |
10,003 |
S1 |
9,902 |
9,902 |
9,994 |
9,943 |
S2 |
9,793 |
9,793 |
9,976 |
|
S3 |
9,603 |
9,712 |
9,959 |
|
S4 |
9,413 |
9,522 |
9,907 |
|
|
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 |
10,064 |
9,759 |
305 |
3.0% |
129 |
1.3% |
83% |
True |
False |
117,905 |
10 |
10,064 |
9,529 |
535 |
5.3% |
122 |
1.2% |
90% |
True |
False |
120,385 |
20 |
10,064 |
9,336 |
728 |
7.3% |
138 |
1.4% |
93% |
True |
False |
136,807 |
40 |
10,064 |
9,186 |
878 |
8.8% |
132 |
1.3% |
94% |
True |
False |
91,949 |
60 |
10,064 |
8,901 |
1,163 |
11.6% |
138 |
1.4% |
95% |
True |
False |
61,339 |
80 |
10,064 |
7,961 |
2,103 |
21.0% |
139 |
1.4% |
97% |
True |
False |
46,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,872 |
2.618 |
10,562 |
1.618 |
10,372 |
1.000 |
10,254 |
0.618 |
10,182 |
HIGH |
10,064 |
0.618 |
9,992 |
0.500 |
9,969 |
0.382 |
9,947 |
LOW |
9,874 |
0.618 |
9,757 |
1.000 |
9,684 |
1.618 |
9,567 |
2.618 |
9,377 |
4.250 |
9,067 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,997 |
9,997 |
PP |
9,983 |
9,983 |
S1 |
9,969 |
9,969 |
|