Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,838 |
9,840 |
2 |
0.0% |
9,912 |
High |
9,899 |
9,859 |
-40 |
-0.4% |
10,070 |
Low |
9,787 |
9,705 |
-82 |
-0.8% |
9,829 |
Close |
9,835 |
9,711 |
-124 |
-1.3% |
9,931 |
Range |
112 |
154 |
42 |
37.5% |
241 |
ATR |
151 |
152 |
0 |
0.1% |
0 |
Volume |
194,145 |
191,647 |
-2,498 |
-1.3% |
790,312 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,220 |
10,120 |
9,796 |
|
R3 |
10,066 |
9,966 |
9,753 |
|
R2 |
9,912 |
9,912 |
9,739 |
|
R1 |
9,812 |
9,812 |
9,725 |
9,785 |
PP |
9,758 |
9,758 |
9,758 |
9,745 |
S1 |
9,658 |
9,658 |
9,697 |
9,631 |
S2 |
9,604 |
9,604 |
9,683 |
|
S3 |
9,450 |
9,504 |
9,669 |
|
S4 |
9,296 |
9,350 |
9,626 |
|
|
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 |
10,068 |
9,705 |
363 |
3.7% |
176 |
1.8% |
2% |
False |
True |
186,253 |
10 |
10,070 |
9,705 |
365 |
3.8% |
166 |
1.7% |
2% |
False |
True |
161,005 |
20 |
10,070 |
9,336 |
734 |
7.6% |
150 |
1.5% |
51% |
False |
False |
150,616 |
40 |
10,070 |
9,186 |
884 |
9.1% |
137 |
1.4% |
59% |
False |
False |
122,326 |
60 |
10,070 |
9,033 |
1,037 |
10.7% |
145 |
1.5% |
65% |
False |
False |
81,643 |
80 |
10,070 |
7,961 |
2,109 |
21.7% |
142 |
1.5% |
83% |
False |
False |
61,257 |
100 |
10,070 |
7,961 |
2,109 |
21.7% |
139 |
1.4% |
83% |
False |
False |
49,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,514 |
2.618 |
10,262 |
1.618 |
10,108 |
1.000 |
10,013 |
0.618 |
9,954 |
HIGH |
9,859 |
0.618 |
9,800 |
0.500 |
9,782 |
0.382 |
9,764 |
LOW |
9,705 |
0.618 |
9,610 |
1.000 |
9,551 |
1.618 |
9,456 |
2.618 |
9,302 |
4.250 |
9,051 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,782 |
9,865 |
PP |
9,758 |
9,814 |
S1 |
9,735 |
9,762 |
|