Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,840 |
9,713 |
-127 |
-1.3% |
9,912 |
High |
9,859 |
9,922 |
63 |
0.6% |
10,070 |
Low |
9,705 |
9,702 |
-3 |
0.0% |
9,829 |
Close |
9,711 |
9,903 |
192 |
2.0% |
9,931 |
Range |
154 |
220 |
66 |
42.9% |
241 |
ATR |
152 |
156 |
5 |
3.2% |
0 |
Volume |
191,647 |
187,938 |
-3,709 |
-1.9% |
790,312 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,502 |
10,423 |
10,024 |
|
R3 |
10,282 |
10,203 |
9,964 |
|
R2 |
10,062 |
10,062 |
9,943 |
|
R1 |
9,983 |
9,983 |
9,923 |
10,023 |
PP |
9,842 |
9,842 |
9,842 |
9,862 |
S1 |
9,763 |
9,763 |
9,883 |
9,803 |
S2 |
9,622 |
9,622 |
9,863 |
|
S3 |
9,402 |
9,543 |
9,843 |
|
S4 |
9,182 |
9,323 |
9,782 |
|
|
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 |
9,702 |
366 |
3.7% |
181 |
1.8% |
55% |
False |
True |
189,240 |
10 |
10,070 |
9,702 |
368 |
3.7% |
178 |
1.8% |
55% |
False |
True |
167,278 |
20 |
10,070 |
9,336 |
734 |
7.4% |
149 |
1.5% |
77% |
False |
False |
148,953 |
40 |
10,070 |
9,186 |
884 |
8.9% |
140 |
1.4% |
81% |
False |
False |
127,003 |
60 |
10,070 |
9,033 |
1,037 |
10.5% |
146 |
1.5% |
84% |
False |
False |
84,775 |
80 |
10,070 |
7,961 |
2,109 |
21.3% |
143 |
1.4% |
92% |
False |
False |
63,605 |
100 |
10,070 |
7,961 |
2,109 |
21.3% |
140 |
1.4% |
92% |
False |
False |
50,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,857 |
2.618 |
10,498 |
1.618 |
10,278 |
1.000 |
10,142 |
0.618 |
10,058 |
HIGH |
9,922 |
0.618 |
9,838 |
0.500 |
9,812 |
0.382 |
9,786 |
LOW |
9,702 |
0.618 |
9,566 |
1.000 |
9,482 |
1.618 |
9,346 |
2.618 |
9,126 |
4.250 |
8,767 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,873 |
9,873 |
PP |
9,842 |
9,842 |
S1 |
9,812 |
9,812 |
|