Trading Metrics calculated at close of trading on 20-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,996.67 |
10,092.42 |
95.75 |
1.0% |
9,865.24 |
High |
10,117.96 |
10,098.39 |
-19.57 |
-0.2% |
10,062.94 |
Low |
9,995.15 |
9,992.81 |
-2.34 |
0.0% |
9,815.06 |
Close |
10,092.19 |
10,041.48 |
-50.71 |
-0.5% |
9,995.91 |
Range |
122.81 |
105.58 |
-17.23 |
-14.0% |
247.88 |
ATR |
118.06 |
117.17 |
-0.89 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,360.97 |
10,306.80 |
10,099.55 |
|
R3 |
10,255.39 |
10,201.22 |
10,070.51 |
|
R2 |
10,149.81 |
10,149.81 |
10,060.84 |
|
R1 |
10,095.64 |
10,095.64 |
10,051.16 |
10,069.94 |
PP |
10,044.23 |
10,044.23 |
10,044.23 |
10,031.37 |
S1 |
9,990.06 |
9,990.06 |
10,031.80 |
9,964.36 |
S2 |
9,938.65 |
9,938.65 |
10,022.12 |
|
S3 |
9,833.07 |
9,884.48 |
10,012.45 |
|
S4 |
9,727.49 |
9,778.90 |
9,983.41 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,701.61 |
10,596.64 |
10,132.24 |
|
R3 |
10,453.73 |
10,348.76 |
10,064.08 |
|
R2 |
10,205.85 |
10,205.85 |
10,041.35 |
|
R1 |
10,100.88 |
10,100.88 |
10,018.63 |
10,153.37 |
PP |
9,957.97 |
9,957.97 |
9,957.97 |
9,984.21 |
S1 |
9,853.00 |
9,853.00 |
9,973.19 |
9,905.49 |
S2 |
9,710.09 |
9,710.09 |
9,950.47 |
|
S3 |
9,462.21 |
9,605.12 |
9,927.74 |
|
S4 |
9,214.33 |
9,357.24 |
9,859.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,117.96 |
9,873.48 |
244.48 |
2.4% |
117.97 |
1.2% |
69% |
False |
False |
|
10 |
10,117.96 |
9,675.62 |
442.34 |
4.4% |
102.58 |
1.0% |
83% |
False |
False |
|
20 |
10,117.96 |
9,430.08 |
687.88 |
6.9% |
124.21 |
1.2% |
89% |
False |
False |
|
40 |
10,117.96 |
9,252.93 |
865.03 |
8.6% |
117.40 |
1.2% |
91% |
False |
False |
|
60 |
10,117.96 |
9,007.47 |
1,110.49 |
11.1% |
121.25 |
1.2% |
93% |
False |
False |
|
80 |
10,117.96 |
8,087.19 |
2,030.77 |
20.2% |
125.06 |
1.2% |
96% |
False |
False |
|
100 |
10,117.96 |
8,087.19 |
2,030.77 |
20.2% |
129.07 |
1.3% |
96% |
False |
False |
|
120 |
10,117.96 |
8,087.19 |
2,030.77 |
20.2% |
135.48 |
1.3% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,547.11 |
2.618 |
10,374.80 |
1.618 |
10,269.22 |
1.000 |
10,203.97 |
0.618 |
10,163.64 |
HIGH |
10,098.39 |
0.618 |
10,058.06 |
0.500 |
10,045.60 |
0.382 |
10,033.14 |
LOW |
9,992.81 |
0.618 |
9,927.56 |
1.000 |
9,887.23 |
1.618 |
9,821.98 |
2.618 |
9,716.40 |
4.250 |
9,544.10 |
|
|
Fisher Pivots for day following 20-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,045.60 |
10,037.30 |
PP |
10,044.23 |
10,033.12 |
S1 |
10,042.85 |
10,028.94 |
|