Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,713 |
9,903 |
190 |
2.0% |
9,925 |
High |
9,922 |
9,910 |
-12 |
-0.1% |
10,025 |
Low |
9,702 |
9,632 |
-70 |
-0.7% |
9,632 |
Close |
9,903 |
9,664 |
-239 |
-2.4% |
9,664 |
Range |
220 |
278 |
58 |
26.4% |
393 |
ATR |
156 |
165 |
9 |
5.5% |
0 |
Volume |
187,938 |
165,755 |
-22,183 |
-11.8% |
932,513 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,569 |
10,395 |
9,817 |
|
R3 |
10,291 |
10,117 |
9,741 |
|
R2 |
10,013 |
10,013 |
9,715 |
|
R1 |
9,839 |
9,839 |
9,690 |
9,787 |
PP |
9,735 |
9,735 |
9,735 |
9,710 |
S1 |
9,561 |
9,561 |
9,639 |
9,509 |
S2 |
9,457 |
9,457 |
9,613 |
|
S3 |
9,179 |
9,283 |
9,588 |
|
S4 |
8,901 |
9,005 |
9,511 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,953 |
10,701 |
9,880 |
|
R3 |
10,560 |
10,308 |
9,772 |
|
R2 |
10,167 |
10,167 |
9,736 |
|
R1 |
9,915 |
9,915 |
9,700 |
9,845 |
PP |
9,774 |
9,774 |
9,774 |
9,738 |
S1 |
9,522 |
9,522 |
9,628 |
9,452 |
S2 |
9,381 |
9,381 |
9,592 |
|
S3 |
8,988 |
9,129 |
9,556 |
|
S4 |
8,595 |
8,736 |
9,448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,025 |
9,632 |
393 |
4.1% |
199 |
2.1% |
8% |
False |
True |
186,502 |
10 |
10,070 |
9,632 |
438 |
4.5% |
194 |
2.0% |
7% |
False |
True |
172,282 |
20 |
10,070 |
9,416 |
654 |
6.8% |
156 |
1.6% |
38% |
False |
False |
147,836 |
40 |
10,070 |
9,257 |
813 |
8.4% |
145 |
1.5% |
50% |
False |
False |
131,139 |
60 |
10,070 |
9,033 |
1,037 |
10.7% |
149 |
1.5% |
61% |
False |
False |
87,536 |
80 |
10,070 |
7,961 |
2,109 |
21.8% |
146 |
1.5% |
81% |
False |
False |
65,676 |
100 |
10,070 |
7,961 |
2,109 |
21.8% |
142 |
1.5% |
81% |
False |
False |
52,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,092 |
2.618 |
10,638 |
1.618 |
10,360 |
1.000 |
10,188 |
0.618 |
10,082 |
HIGH |
9,910 |
0.618 |
9,804 |
0.500 |
9,771 |
0.382 |
9,738 |
LOW |
9,632 |
0.618 |
9,460 |
1.000 |
9,354 |
1.618 |
9,182 |
2.618 |
8,904 |
4.250 |
8,451 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,771 |
9,777 |
PP |
9,735 |
9,739 |
S1 |
9,700 |
9,702 |
|