Trading Metrics calculated at close of trading on 13-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,290 |
3,122 |
-168 |
-5.1% |
3,015 |
High |
3,206 |
3,178 |
-28 |
-0.9% |
3,350 |
Low |
3,077 |
3,117 |
40 |
1.3% |
2,990 |
Close |
3,095 |
3,122 |
27 |
0.9% |
3,265 |
Range |
129 |
61 |
-68 |
-52.7% |
360 |
ATR |
101 |
100 |
-1 |
-1.3% |
0 |
Volume |
3,141 |
2,878 |
-263 |
-8.4% |
13,606 |
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,322 |
3,283 |
3,156 |
|
R3 |
3,261 |
3,222 |
3,139 |
|
R2 |
3,200 |
3,200 |
3,133 |
|
R1 |
3,161 |
3,161 |
3,128 |
3,153 |
PP |
3,139 |
3,139 |
3,139 |
3,135 |
S1 |
3,100 |
3,100 |
3,116 |
3,092 |
S2 |
3,078 |
3,078 |
3,111 |
|
S3 |
3,017 |
3,039 |
3,105 |
|
S4 |
2,956 |
2,978 |
3,088 |
|
|
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 |
8.7% |
86 |
2.8% |
16% |
False |
False |
2,608 |
10 |
3,350 |
2,990 |
360 |
11.5% |
107 |
3.4% |
37% |
False |
False |
2,502 |
20 |
3,350 |
2,950 |
400 |
12.8% |
95 |
3.0% |
43% |
False |
False |
1,817 |
40 |
3,350 |
2,725 |
625 |
20.0% |
87 |
2.8% |
64% |
False |
False |
1,433 |
60 |
3,350 |
2,725 |
625 |
20.0% |
83 |
2.7% |
64% |
False |
False |
1,286 |
80 |
3,350 |
2,466 |
884 |
28.3% |
76 |
2.4% |
74% |
False |
False |
1,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,437 |
2.618 |
3,338 |
1.618 |
3,277 |
1.000 |
3,239 |
0.618 |
3,216 |
HIGH |
3,178 |
0.618 |
3,155 |
0.500 |
3,148 |
0.382 |
3,140 |
LOW |
3,117 |
0.618 |
3,079 |
1.000 |
3,056 |
1.618 |
3,018 |
2.618 |
2,957 |
4.250 |
2,858 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,148 |
3,214 |
PP |
3,139 |
3,183 |
S1 |
3,131 |
3,153 |
|