Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,925 |
9,838 |
-87 |
-0.9% |
9,912 |
High |
10,025 |
9,899 |
-126 |
-1.3% |
10,070 |
Low |
9,793 |
9,787 |
-6 |
-0.1% |
9,829 |
Close |
9,841 |
9,835 |
-6 |
-0.1% |
9,931 |
Range |
232 |
112 |
-120 |
-51.7% |
241 |
ATR |
154 |
151 |
-3 |
-2.0% |
0 |
Volume |
193,028 |
194,145 |
1,117 |
0.6% |
790,312 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,176 |
10,118 |
9,897 |
|
R3 |
10,064 |
10,006 |
9,866 |
|
R2 |
9,952 |
9,952 |
9,856 |
|
R1 |
9,894 |
9,894 |
9,845 |
9,867 |
PP |
9,840 |
9,840 |
9,840 |
9,827 |
S1 |
9,782 |
9,782 |
9,825 |
9,755 |
S2 |
9,728 |
9,728 |
9,815 |
|
S3 |
9,616 |
9,670 |
9,804 |
|
S4 |
9,504 |
9,558 |
9,774 |
|
|
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 |
10,068 |
9,787 |
281 |
2.9% |
193 |
2.0% |
17% |
False |
True |
179,583 |
10 |
10,070 |
9,787 |
283 |
2.9% |
165 |
1.7% |
17% |
False |
True |
153,255 |
20 |
10,070 |
9,336 |
734 |
7.5% |
152 |
1.5% |
68% |
False |
False |
147,510 |
40 |
10,070 |
9,186 |
884 |
9.0% |
140 |
1.4% |
73% |
False |
False |
117,545 |
60 |
10,070 |
9,033 |
1,037 |
10.5% |
144 |
1.5% |
77% |
False |
False |
78,450 |
80 |
10,070 |
7,961 |
2,109 |
21.4% |
143 |
1.5% |
89% |
False |
False |
58,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,375 |
2.618 |
10,192 |
1.618 |
10,080 |
1.000 |
10,011 |
0.618 |
9,968 |
HIGH |
9,899 |
0.618 |
9,856 |
0.500 |
9,843 |
0.382 |
9,830 |
LOW |
9,787 |
0.618 |
9,718 |
1.000 |
9,675 |
1.618 |
9,606 |
2.618 |
9,494 |
4.250 |
9,311 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,843 |
9,928 |
PP |
9,840 |
9,897 |
S1 |
9,838 |
9,866 |
|