Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
10,041 |
9,925 |
-116 |
-1.2% |
9,912 |
High |
10,068 |
10,025 |
-43 |
-0.4% |
10,070 |
Low |
9,882 |
9,793 |
-89 |
-0.9% |
9,829 |
Close |
9,931 |
9,841 |
-90 |
-0.9% |
9,931 |
Range |
186 |
232 |
46 |
24.7% |
241 |
ATR |
148 |
154 |
6 |
4.0% |
0 |
Volume |
179,443 |
193,028 |
13,585 |
7.6% |
790,312 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,582 |
10,444 |
9,969 |
|
R3 |
10,350 |
10,212 |
9,905 |
|
R2 |
10,118 |
10,118 |
9,884 |
|
R1 |
9,980 |
9,980 |
9,862 |
9,933 |
PP |
9,886 |
9,886 |
9,886 |
9,863 |
S1 |
9,748 |
9,748 |
9,820 |
9,701 |
S2 |
9,654 |
9,654 |
9,799 |
|
S3 |
9,422 |
9,516 |
9,777 |
|
S4 |
9,190 |
9,284 |
9,714 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,666 |
10,540 |
10,064 |
|
R3 |
10,425 |
10,299 |
9,997 |
|
R2 |
10,184 |
10,184 |
9,975 |
|
R1 |
10,058 |
10,058 |
9,953 |
10,121 |
PP |
9,943 |
9,943 |
9,943 |
9,975 |
S1 |
9,817 |
9,817 |
9,909 |
9,880 |
S2 |
9,702 |
9,702 |
9,887 |
|
S3 |
9,461 |
9,576 |
9,865 |
|
S4 |
9,220 |
9,335 |
9,799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,070 |
9,793 |
277 |
2.8% |
197 |
2.0% |
17% |
False |
True |
166,653 |
10 |
10,070 |
9,759 |
311 |
3.2% |
163 |
1.7% |
26% |
False |
False |
142,279 |
20 |
10,070 |
9,336 |
734 |
7.5% |
152 |
1.5% |
69% |
False |
False |
143,723 |
40 |
10,070 |
9,186 |
884 |
9.0% |
140 |
1.4% |
74% |
False |
False |
112,706 |
60 |
10,070 |
9,033 |
1,037 |
10.5% |
144 |
1.5% |
78% |
False |
False |
75,219 |
80 |
10,070 |
7,961 |
2,109 |
21.4% |
143 |
1.5% |
89% |
False |
False |
56,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,011 |
2.618 |
10,633 |
1.618 |
10,401 |
1.000 |
10,257 |
0.618 |
10,169 |
HIGH |
10,025 |
0.618 |
9,937 |
0.500 |
9,909 |
0.382 |
9,882 |
LOW |
9,793 |
0.618 |
9,650 |
1.000 |
9,561 |
1.618 |
9,418 |
2.618 |
9,186 |
4.250 |
8,807 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,909 |
9,931 |
PP |
9,886 |
9,901 |
S1 |
9,864 |
9,871 |
|