Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,998 |
9,889 |
-109 |
-1.1% |
9,809 |
High |
10,068 |
10,056 |
-12 |
-0.1% |
10,007 |
Low |
9,829 |
9,861 |
32 |
0.3% |
9,759 |
Close |
9,901 |
10,038 |
137 |
1.4% |
9,924 |
Range |
239 |
195 |
-44 |
-18.4% |
248 |
ATR |
142 |
146 |
4 |
2.7% |
0 |
Volume |
158,293 |
173,006 |
14,713 |
9.3% |
531,939 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,570 |
10,499 |
10,145 |
|
R3 |
10,375 |
10,304 |
10,092 |
|
R2 |
10,180 |
10,180 |
10,074 |
|
R1 |
10,109 |
10,109 |
10,056 |
10,145 |
PP |
9,985 |
9,985 |
9,985 |
10,003 |
S1 |
9,914 |
9,914 |
10,020 |
9,950 |
S2 |
9,790 |
9,790 |
10,002 |
|
S3 |
9,595 |
9,719 |
9,985 |
|
S4 |
9,400 |
9,524 |
9,931 |
|
|
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% |
176 |
1.7% |
87% |
False |
False |
145,316 |
10 |
10,070 |
9,706 |
364 |
3.6% |
140 |
1.4% |
91% |
False |
False |
127,250 |
20 |
10,070 |
9,336 |
734 |
7.3% |
145 |
1.4% |
96% |
False |
False |
140,987 |
40 |
10,070 |
9,186 |
884 |
8.8% |
137 |
1.4% |
96% |
False |
False |
103,427 |
60 |
10,070 |
8,982 |
1,088 |
10.8% |
142 |
1.4% |
97% |
False |
False |
69,016 |
80 |
10,070 |
7,961 |
2,109 |
21.0% |
141 |
1.4% |
98% |
False |
False |
51,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,885 |
2.618 |
10,567 |
1.618 |
10,372 |
1.000 |
10,251 |
0.618 |
10,177 |
HIGH |
10,056 |
0.618 |
9,982 |
0.500 |
9,959 |
0.382 |
9,936 |
LOW |
9,861 |
0.618 |
9,741 |
1.000 |
9,666 |
1.618 |
9,546 |
2.618 |
9,351 |
4.250 |
9,032 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,012 |
10,009 |
PP |
9,985 |
9,979 |
S1 |
9,959 |
9,950 |
|