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 |
9,889 |
10,041 |
152 |
1.5% |
9,912 |
High |
10,056 |
10,068 |
12 |
0.1% |
10,070 |
Low |
9,861 |
9,882 |
21 |
0.2% |
9,829 |
Close |
10,038 |
9,931 |
-107 |
-1.1% |
9,931 |
Range |
195 |
186 |
-9 |
-4.6% |
241 |
ATR |
146 |
148 |
3 |
2.0% |
0 |
Volume |
173,006 |
179,443 |
6,437 |
3.7% |
790,312 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,518 |
10,411 |
10,033 |
|
R3 |
10,332 |
10,225 |
9,982 |
|
R2 |
10,146 |
10,146 |
9,965 |
|
R1 |
10,039 |
10,039 |
9,948 |
10,000 |
PP |
9,960 |
9,960 |
9,960 |
9,941 |
S1 |
9,853 |
9,853 |
9,914 |
9,814 |
S2 |
9,774 |
9,774 |
9,897 |
|
S3 |
9,588 |
9,667 |
9,880 |
|
S4 |
9,402 |
9,481 |
9,829 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,666 |
10,540 |
10,064 |
|
R3 |
10,425 |
10,299 |
9,997 |
|
R2 |
10,184 |
10,184 |
9,975 |
|
R1 |
10,058 |
10,058 |
9,953 |
10,121 |
PP |
9,943 |
9,943 |
9,943 |
9,975 |
S1 |
9,817 |
9,817 |
9,909 |
9,880 |
S2 |
9,702 |
9,702 |
9,887 |
|
S3 |
9,461 |
9,576 |
9,865 |
|
S4 |
9,220 |
9,335 |
9,799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,070 |
9,829 |
241 |
2.4% |
189 |
1.9% |
42% |
False |
False |
158,062 |
10 |
10,070 |
9,759 |
311 |
3.1% |
148 |
1.5% |
55% |
False |
False |
132,225 |
20 |
10,070 |
9,336 |
734 |
7.4% |
150 |
1.5% |
81% |
False |
False |
141,328 |
40 |
10,070 |
9,186 |
884 |
8.9% |
138 |
1.4% |
84% |
False |
False |
107,889 |
60 |
10,070 |
9,014 |
1,056 |
10.6% |
142 |
1.4% |
87% |
False |
False |
72,006 |
80 |
10,070 |
7,961 |
2,109 |
21.2% |
141 |
1.4% |
93% |
False |
False |
54,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,859 |
2.618 |
10,555 |
1.618 |
10,369 |
1.000 |
10,254 |
0.618 |
10,183 |
HIGH |
10,068 |
0.618 |
9,997 |
0.500 |
9,975 |
0.382 |
9,953 |
LOW |
9,882 |
0.618 |
9,767 |
1.000 |
9,696 |
1.618 |
9,581 |
2.618 |
9,395 |
4.250 |
9,092 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,975 |
9,949 |
PP |
9,960 |
9,943 |
S1 |
9,946 |
9,937 |
|