Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
10,092.42 |
10,038.84 |
-53.58 |
-0.5% |
9,865.24 |
High |
10,098.39 |
10,119.47 |
21.08 |
0.2% |
10,062.94 |
Low |
9,992.81 |
9,943.76 |
-49.05 |
-0.5% |
9,815.06 |
Close |
10,041.48 |
9,949.36 |
-92.12 |
-0.9% |
9,995.91 |
Range |
105.58 |
175.71 |
70.13 |
66.4% |
247.88 |
ATR |
117.17 |
121.35 |
4.18 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,531.33 |
10,416.05 |
10,046.00 |
|
R3 |
10,355.62 |
10,240.34 |
9,997.68 |
|
R2 |
10,179.91 |
10,179.91 |
9,981.57 |
|
R1 |
10,064.63 |
10,064.63 |
9,965.47 |
10,034.42 |
PP |
10,004.20 |
10,004.20 |
10,004.20 |
9,989.09 |
S1 |
9,888.92 |
9,888.92 |
9,933.25 |
9,858.71 |
S2 |
9,828.49 |
9,828.49 |
9,917.15 |
|
S3 |
9,652.78 |
9,713.21 |
9,901.04 |
|
S4 |
9,477.07 |
9,537.50 |
9,852.72 |
|
|
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 |
10,119.47 |
9,939.91 |
179.56 |
1.8% |
122.26 |
1.2% |
5% |
True |
False |
|
10 |
10,119.47 |
9,728.07 |
391.40 |
3.9% |
113.68 |
1.1% |
57% |
True |
False |
|
20 |
10,119.47 |
9,430.08 |
689.39 |
6.9% |
124.14 |
1.2% |
75% |
True |
False |
|
40 |
10,119.47 |
9,252.93 |
866.54 |
8.7% |
119.02 |
1.2% |
80% |
True |
False |
|
60 |
10,119.47 |
9,014.19 |
1,105.28 |
11.1% |
122.22 |
1.2% |
85% |
True |
False |
|
80 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
125.95 |
1.3% |
92% |
True |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
128.24 |
1.3% |
92% |
True |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.4% |
135.94 |
1.4% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,866.24 |
2.618 |
10,579.48 |
1.618 |
10,403.77 |
1.000 |
10,295.18 |
0.618 |
10,228.06 |
HIGH |
10,119.47 |
0.618 |
10,052.35 |
0.500 |
10,031.62 |
0.382 |
10,010.88 |
LOW |
9,943.76 |
0.618 |
9,835.17 |
1.000 |
9,768.05 |
1.618 |
9,659.46 |
2.618 |
9,483.75 |
4.250 |
9,196.99 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,031.62 |
10,031.62 |
PP |
10,004.20 |
10,004.20 |
S1 |
9,976.78 |
9,976.78 |
|