Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
10,013 |
9,998 |
-15 |
-0.1% |
9,809 |
High |
10,070 |
10,068 |
-2 |
0.0% |
10,007 |
Low |
9,936 |
9,829 |
-107 |
-1.1% |
9,759 |
Close |
10,000 |
9,901 |
-99 |
-1.0% |
9,924 |
Range |
134 |
239 |
105 |
78.4% |
248 |
ATR |
134 |
142 |
7 |
5.6% |
0 |
Volume |
129,499 |
158,293 |
28,794 |
22.2% |
531,939 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,650 |
10,514 |
10,033 |
|
R3 |
10,411 |
10,275 |
9,967 |
|
R2 |
10,172 |
10,172 |
9,945 |
|
R1 |
10,036 |
10,036 |
9,923 |
9,985 |
PP |
9,933 |
9,933 |
9,933 |
9,907 |
S1 |
9,797 |
9,797 |
9,879 |
9,746 |
S2 |
9,694 |
9,694 |
9,857 |
|
S3 |
9,455 |
9,558 |
9,835 |
|
S4 |
9,216 |
9,319 |
9,770 |
|
|
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 |
9,829 |
241 |
2.4% |
157 |
1.6% |
30% |
False |
True |
135,757 |
10 |
10,070 |
9,670 |
400 |
4.0% |
132 |
1.3% |
58% |
False |
False |
121,693 |
20 |
10,070 |
9,336 |
734 |
7.4% |
143 |
1.4% |
77% |
False |
False |
139,904 |
40 |
10,070 |
9,186 |
884 |
8.9% |
134 |
1.4% |
81% |
False |
False |
99,123 |
60 |
10,070 |
8,901 |
1,169 |
11.8% |
141 |
1.4% |
86% |
False |
False |
66,134 |
80 |
10,070 |
7,961 |
2,109 |
21.3% |
140 |
1.4% |
92% |
False |
False |
49,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,084 |
2.618 |
10,694 |
1.618 |
10,455 |
1.000 |
10,307 |
0.618 |
10,216 |
HIGH |
10,068 |
0.618 |
9,977 |
0.500 |
9,949 |
0.382 |
9,920 |
LOW |
9,829 |
0.618 |
9,681 |
1.000 |
9,590 |
1.618 |
9,442 |
2.618 |
9,203 |
4.250 |
8,813 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,949 |
9,950 |
PP |
9,933 |
9,933 |
S1 |
9,917 |
9,917 |
|