Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,266 |
3,290 |
24 |
0.7% |
3,015 |
High |
3,350 |
3,206 |
-144 |
-4.3% |
3,350 |
Low |
3,200 |
3,077 |
-123 |
-3.8% |
2,990 |
Close |
3,265 |
3,095 |
-170 |
-5.2% |
3,265 |
Range |
150 |
129 |
-21 |
-14.0% |
360 |
ATR |
95 |
101 |
7 |
7.0% |
0 |
Volume |
1,450 |
3,141 |
1,691 |
116.6% |
13,606 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,513 |
3,433 |
3,166 |
|
R3 |
3,384 |
3,304 |
3,130 |
|
R2 |
3,255 |
3,255 |
3,119 |
|
R1 |
3,175 |
3,175 |
3,107 |
3,151 |
PP |
3,126 |
3,126 |
3,126 |
3,114 |
S1 |
3,046 |
3,046 |
3,083 |
3,022 |
S2 |
2,997 |
2,997 |
3,071 |
|
S3 |
2,868 |
2,917 |
3,060 |
|
S4 |
2,739 |
2,788 |
3,024 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,282 |
4,133 |
3,463 |
|
R3 |
3,922 |
3,773 |
3,364 |
|
R2 |
3,562 |
3,562 |
3,331 |
|
R1 |
3,413 |
3,413 |
3,298 |
3,488 |
PP |
3,202 |
3,202 |
3,202 |
3,239 |
S1 |
3,053 |
3,053 |
3,232 |
3,128 |
S2 |
2,842 |
2,842 |
3,199 |
|
S3 |
2,482 |
2,693 |
3,166 |
|
S4 |
2,122 |
2,333 |
3,067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,350 |
3,077 |
273 |
8.8% |
89 |
2.9% |
7% |
False |
True |
2,571 |
10 |
3,350 |
2,990 |
360 |
11.6% |
109 |
3.5% |
29% |
False |
False |
2,239 |
20 |
3,350 |
2,950 |
400 |
12.9% |
95 |
3.1% |
36% |
False |
False |
1,739 |
40 |
3,350 |
2,725 |
625 |
20.2% |
88 |
2.8% |
59% |
False |
False |
1,382 |
60 |
3,350 |
2,725 |
625 |
20.2% |
83 |
2.7% |
59% |
False |
False |
1,245 |
80 |
3,350 |
2,466 |
884 |
28.6% |
76 |
2.4% |
71% |
False |
False |
1,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,754 |
2.618 |
3,544 |
1.618 |
3,415 |
1.000 |
3,335 |
0.618 |
3,286 |
HIGH |
3,206 |
0.618 |
3,157 |
0.500 |
3,142 |
0.382 |
3,126 |
LOW |
3,077 |
0.618 |
2,997 |
1.000 |
2,948 |
1.618 |
2,868 |
2.618 |
2,739 |
4.250 |
2,529 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,142 |
3,214 |
PP |
3,126 |
3,174 |
S1 |
3,111 |
3,135 |
|