Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,360 |
3,399 |
39 |
1.2% |
3,290 |
High |
3,413 |
3,422 |
9 |
0.3% |
3,317 |
Low |
3,355 |
3,355 |
0 |
0.0% |
3,077 |
Close |
3,411 |
3,419 |
8 |
0.2% |
3,303 |
Range |
58 |
67 |
9 |
15.5% |
240 |
ATR |
90 |
89 |
-2 |
-1.8% |
0 |
Volume |
2,010 |
1,495 |
-515 |
-25.6% |
12,582 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,600 |
3,576 |
3,456 |
|
R3 |
3,533 |
3,509 |
3,437 |
|
R2 |
3,466 |
3,466 |
3,431 |
|
R1 |
3,442 |
3,442 |
3,425 |
3,454 |
PP |
3,399 |
3,399 |
3,399 |
3,405 |
S1 |
3,375 |
3,375 |
3,413 |
3,387 |
S2 |
3,332 |
3,332 |
3,407 |
|
S3 |
3,265 |
3,308 |
3,401 |
|
S4 |
3,198 |
3,241 |
3,382 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,952 |
3,868 |
3,435 |
|
R3 |
3,712 |
3,628 |
3,369 |
|
R2 |
3,472 |
3,472 |
3,347 |
|
R1 |
3,388 |
3,388 |
3,325 |
3,430 |
PP |
3,232 |
3,232 |
3,232 |
3,254 |
S1 |
3,148 |
3,148 |
3,281 |
3,190 |
S2 |
2,992 |
2,992 |
3,259 |
|
S3 |
2,752 |
2,908 |
3,237 |
|
S4 |
2,512 |
2,668 |
3,171 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,422 |
3,245 |
177 |
5.2% |
62 |
1.8% |
98% |
True |
False |
2,533 |
10 |
3,422 |
3,077 |
345 |
10.1% |
82 |
2.4% |
99% |
True |
False |
2,379 |
20 |
3,422 |
2,990 |
432 |
12.6% |
87 |
2.5% |
99% |
True |
False |
2,162 |
40 |
3,422 |
2,784 |
638 |
18.7% |
84 |
2.5% |
100% |
True |
False |
1,666 |
60 |
3,422 |
2,725 |
697 |
20.4% |
82 |
2.4% |
100% |
True |
False |
1,471 |
80 |
3,422 |
2,488 |
934 |
27.3% |
77 |
2.3% |
100% |
True |
False |
1,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,707 |
2.618 |
3,597 |
1.618 |
3,530 |
1.000 |
3,489 |
0.618 |
3,463 |
HIGH |
3,422 |
0.618 |
3,396 |
0.500 |
3,389 |
0.382 |
3,381 |
LOW |
3,355 |
0.618 |
3,314 |
1.000 |
3,288 |
1.618 |
3,247 |
2.618 |
3,180 |
4.250 |
3,070 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,409 |
3,406 |
PP |
3,399 |
3,393 |
S1 |
3,389 |
3,381 |
|