Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,912 |
10,013 |
101 |
1.0% |
9,809 |
High |
10,064 |
10,070 |
6 |
0.1% |
10,007 |
Low |
9,874 |
9,936 |
62 |
0.6% |
9,759 |
Close |
10,011 |
10,000 |
-11 |
-0.1% |
9,924 |
Range |
190 |
134 |
-56 |
-29.5% |
248 |
ATR |
134 |
134 |
0 |
0.0% |
0 |
Volume |
150,071 |
129,499 |
-20,572 |
-13.7% |
531,939 |
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,404 |
10,336 |
10,074 |
|
R3 |
10,270 |
10,202 |
10,037 |
|
R2 |
10,136 |
10,136 |
10,025 |
|
R1 |
10,068 |
10,068 |
10,012 |
10,035 |
PP |
10,002 |
10,002 |
10,002 |
9,986 |
S1 |
9,934 |
9,934 |
9,988 |
9,901 |
S2 |
9,868 |
9,868 |
9,976 |
|
S3 |
9,734 |
9,800 |
9,963 |
|
S4 |
9,600 |
9,666 |
9,926 |
|
|
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 |
10,070 |
9,831 |
239 |
2.4% |
138 |
1.4% |
71% |
True |
False |
126,928 |
10 |
10,070 |
9,621 |
449 |
4.5% |
116 |
1.2% |
84% |
True |
False |
120,798 |
20 |
10,070 |
9,336 |
734 |
7.3% |
140 |
1.4% |
90% |
True |
False |
137,320 |
40 |
10,070 |
9,186 |
884 |
8.8% |
133 |
1.3% |
92% |
True |
False |
95,182 |
60 |
10,070 |
8,901 |
1,169 |
11.7% |
139 |
1.4% |
94% |
True |
False |
63,496 |
80 |
10,070 |
7,961 |
2,109 |
21.1% |
139 |
1.4% |
97% |
True |
False |
47,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,640 |
2.618 |
10,421 |
1.618 |
10,287 |
1.000 |
10,204 |
0.618 |
10,153 |
HIGH |
10,070 |
0.618 |
10,019 |
0.500 |
10,003 |
0.382 |
9,987 |
LOW |
9,936 |
0.618 |
9,853 |
1.000 |
9,802 |
1.618 |
9,719 |
2.618 |
9,585 |
4.250 |
9,367 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,003 |
9,991 |
PP |
10,002 |
9,981 |
S1 |
10,001 |
9,972 |
|