Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,399 |
3,436 |
37 |
1.1% |
3,292 |
High |
3,422 |
3,439 |
17 |
0.5% |
3,439 |
Low |
3,355 |
3,375 |
20 |
0.6% |
3,274 |
Close |
3,419 |
3,390 |
-29 |
-0.8% |
3,390 |
Range |
67 |
64 |
-3 |
-4.5% |
165 |
ATR |
89 |
87 |
-2 |
-2.0% |
0 |
Volume |
1,495 |
1,767 |
272 |
18.2% |
11,530 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,593 |
3,556 |
3,425 |
|
R3 |
3,529 |
3,492 |
3,408 |
|
R2 |
3,465 |
3,465 |
3,402 |
|
R1 |
3,428 |
3,428 |
3,396 |
3,415 |
PP |
3,401 |
3,401 |
3,401 |
3,395 |
S1 |
3,364 |
3,364 |
3,384 |
3,351 |
S2 |
3,337 |
3,337 |
3,378 |
|
S3 |
3,273 |
3,300 |
3,372 |
|
S4 |
3,209 |
3,236 |
3,355 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863 |
3,791 |
3,481 |
|
R3 |
3,698 |
3,626 |
3,435 |
|
R2 |
3,533 |
3,533 |
3,420 |
|
R1 |
3,461 |
3,461 |
3,405 |
3,497 |
PP |
3,368 |
3,368 |
3,368 |
3,386 |
S1 |
3,296 |
3,296 |
3,375 |
3,332 |
S2 |
3,203 |
3,203 |
3,360 |
|
S3 |
3,038 |
3,131 |
3,345 |
|
S4 |
2,873 |
2,966 |
3,299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,439 |
3,274 |
165 |
4.9% |
61 |
1.8% |
70% |
True |
False |
2,306 |
10 |
3,439 |
3,077 |
362 |
10.7% |
74 |
2.2% |
86% |
True |
False |
2,411 |
20 |
3,439 |
2,990 |
449 |
13.2% |
86 |
2.5% |
89% |
True |
False |
2,191 |
40 |
3,439 |
2,784 |
655 |
19.3% |
84 |
2.5% |
93% |
True |
False |
1,669 |
60 |
3,439 |
2,725 |
714 |
21.1% |
82 |
2.4% |
93% |
True |
False |
1,483 |
80 |
3,439 |
2,488 |
951 |
28.1% |
77 |
2.3% |
95% |
True |
False |
1,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,711 |
2.618 |
3,607 |
1.618 |
3,543 |
1.000 |
3,503 |
0.618 |
3,479 |
HIGH |
3,439 |
0.618 |
3,415 |
0.500 |
3,407 |
0.382 |
3,399 |
LOW |
3,375 |
0.618 |
3,335 |
1.000 |
3,311 |
1.618 |
3,271 |
2.618 |
3,207 |
4.250 |
3,103 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,407 |
3,397 |
PP |
3,401 |
3,395 |
S1 |
3,396 |
3,392 |
|