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 |
9,865.24 |
9,883.98 |
18.74 |
0.2% |
9,488.73 |
High |
9,931.82 |
9,895.09 |
-36.73 |
-0.4% |
9,865.01 |
Low |
9,849.37 |
9,815.06 |
-34.31 |
-0.3% |
9,481.09 |
Close |
9,885.80 |
9,871.06 |
-14.74 |
-0.1% |
9,864.94 |
Range |
82.45 |
80.03 |
-2.42 |
-2.9% |
383.92 |
ATR |
119.73 |
116.90 |
-2.84 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,100.49 |
10,065.81 |
9,915.08 |
|
R3 |
10,020.46 |
9,985.78 |
9,893.07 |
|
R2 |
9,940.43 |
9,940.43 |
9,885.73 |
|
R1 |
9,905.75 |
9,905.75 |
9,878.40 |
9,883.08 |
PP |
9,860.40 |
9,860.40 |
9,860.40 |
9,849.07 |
S1 |
9,825.72 |
9,825.72 |
9,863.72 |
9,803.05 |
S2 |
9,780.37 |
9,780.37 |
9,856.39 |
|
S3 |
9,700.34 |
9,745.69 |
9,849.05 |
|
S4 |
9,620.31 |
9,665.66 |
9,827.04 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,888.77 |
10,760.78 |
10,076.10 |
|
R3 |
10,504.85 |
10,376.86 |
9,970.52 |
|
R2 |
10,120.93 |
10,120.93 |
9,935.33 |
|
R1 |
9,992.94 |
9,992.94 |
9,900.13 |
10,056.94 |
PP |
9,737.01 |
9,737.01 |
9,737.01 |
9,769.01 |
S1 |
9,609.02 |
9,609.02 |
9,829.75 |
9,673.02 |
S2 |
9,353.09 |
9,353.09 |
9,794.55 |
|
S3 |
8,969.17 |
9,225.10 |
9,759.36 |
|
S4 |
8,585.25 |
8,841.18 |
9,653.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,931.82 |
9,675.62 |
256.20 |
2.6% |
87.18 |
0.9% |
76% |
False |
False |
|
10 |
9,931.82 |
9,430.08 |
501.74 |
5.1% |
122.72 |
1.2% |
88% |
False |
False |
|
20 |
9,931.82 |
9,430.08 |
501.74 |
5.1% |
117.37 |
1.2% |
88% |
False |
False |
|
40 |
9,931.82 |
9,131.94 |
799.88 |
8.1% |
118.89 |
1.2% |
92% |
False |
False |
|
60 |
9,931.82 |
8,811.27 |
1,120.55 |
11.4% |
121.72 |
1.2% |
95% |
False |
False |
|
80 |
9,931.82 |
8,087.19 |
1,844.63 |
18.7% |
127.13 |
1.3% |
97% |
False |
False |
|
100 |
9,931.82 |
8,087.19 |
1,844.63 |
18.7% |
132.43 |
1.3% |
97% |
False |
False |
|
120 |
9,931.82 |
7,938.98 |
1,992.84 |
20.2% |
137.80 |
1.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,235.22 |
2.618 |
10,104.61 |
1.618 |
10,024.58 |
1.000 |
9,975.12 |
0.618 |
9,944.55 |
HIGH |
9,895.09 |
0.618 |
9,864.52 |
0.500 |
9,855.08 |
0.382 |
9,845.63 |
LOW |
9,815.06 |
0.618 |
9,765.60 |
1.000 |
9,735.03 |
1.618 |
9,685.57 |
2.618 |
9,605.54 |
4.250 |
9,474.93 |
|
|
Fisher Pivots for day following 13-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,865.73 |
9,863.49 |
PP |
9,860.40 |
9,855.92 |
S1 |
9,855.08 |
9,848.35 |
|