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 |
10,038.84 |
9,946.18 |
-92.66 |
-0.9% |
9,865.24 |
High |
10,119.47 |
10,105.19 |
-14.28 |
-0.1% |
10,062.94 |
Low |
9,943.76 |
9,916.78 |
-26.98 |
-0.3% |
9,815.06 |
Close |
9,949.36 |
10,081.31 |
131.95 |
1.3% |
9,995.91 |
Range |
175.71 |
188.41 |
12.70 |
7.2% |
247.88 |
ATR |
121.35 |
126.14 |
4.79 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,599.66 |
10,528.89 |
10,184.94 |
|
R3 |
10,411.25 |
10,340.48 |
10,133.12 |
|
R2 |
10,222.84 |
10,222.84 |
10,115.85 |
|
R1 |
10,152.07 |
10,152.07 |
10,098.58 |
10,187.46 |
PP |
10,034.43 |
10,034.43 |
10,034.43 |
10,052.12 |
S1 |
9,963.66 |
9,963.66 |
10,064.04 |
9,999.05 |
S2 |
9,846.02 |
9,846.02 |
10,046.77 |
|
S3 |
9,657.61 |
9,775.25 |
10,029.50 |
|
S4 |
9,469.20 |
9,586.84 |
9,977.68 |
|
|
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 |
9,916.78 |
202.69 |
2.0% |
142.85 |
1.4% |
81% |
False |
True |
|
10 |
10,119.47 |
9,764.88 |
354.59 |
3.5% |
121.66 |
1.2% |
89% |
False |
False |
|
20 |
10,119.47 |
9,430.08 |
689.39 |
6.8% |
126.59 |
1.3% |
94% |
False |
False |
|
40 |
10,119.47 |
9,252.93 |
866.54 |
8.6% |
121.30 |
1.2% |
96% |
False |
False |
|
60 |
10,119.47 |
9,072.61 |
1,046.86 |
10.4% |
124.02 |
1.2% |
96% |
False |
False |
|
80 |
10,119.47 |
8,087.19 |
2,032.28 |
20.2% |
126.23 |
1.3% |
98% |
False |
False |
|
100 |
10,119.47 |
8,087.19 |
2,032.28 |
20.2% |
129.19 |
1.3% |
98% |
False |
False |
|
120 |
10,119.47 |
8,087.19 |
2,032.28 |
20.2% |
135.66 |
1.3% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,905.93 |
2.618 |
10,598.45 |
1.618 |
10,410.04 |
1.000 |
10,293.60 |
0.618 |
10,221.63 |
HIGH |
10,105.19 |
0.618 |
10,033.22 |
0.500 |
10,010.99 |
0.382 |
9,988.75 |
LOW |
9,916.78 |
0.618 |
9,800.34 |
1.000 |
9,728.37 |
1.618 |
9,611.93 |
2.618 |
9,423.52 |
4.250 |
9,116.04 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
10,057.87 |
10,060.25 |
PP |
10,034.43 |
10,039.19 |
S1 |
10,010.99 |
10,018.13 |
|