Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,122 |
3,148 |
26 |
0.8% |
3,015 |
High |
3,178 |
3,196 |
18 |
0.6% |
3,350 |
Low |
3,117 |
3,131 |
14 |
0.4% |
2,990 |
Close |
3,122 |
3,175 |
53 |
1.7% |
3,265 |
Range |
61 |
65 |
4 |
6.6% |
360 |
ATR |
100 |
98 |
-2 |
-1.9% |
0 |
Volume |
2,878 |
1,957 |
-921 |
-32.0% |
13,606 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,362 |
3,334 |
3,211 |
|
R3 |
3,297 |
3,269 |
3,193 |
|
R2 |
3,232 |
3,232 |
3,187 |
|
R1 |
3,204 |
3,204 |
3,181 |
3,218 |
PP |
3,167 |
3,167 |
3,167 |
3,175 |
S1 |
3,139 |
3,139 |
3,169 |
3,153 |
S2 |
3,102 |
3,102 |
3,163 |
|
S3 |
3,037 |
3,074 |
3,157 |
|
S4 |
2,972 |
3,009 |
3,139 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,282 |
4,133 |
3,463 |
|
R3 |
3,922 |
3,773 |
3,364 |
|
R2 |
3,562 |
3,562 |
3,331 |
|
R1 |
3,413 |
3,413 |
3,298 |
3,488 |
PP |
3,202 |
3,202 |
3,202 |
3,239 |
S1 |
3,053 |
3,053 |
3,232 |
3,128 |
S2 |
2,842 |
2,842 |
3,199 |
|
S3 |
2,482 |
2,693 |
3,166 |
|
S4 |
2,122 |
2,333 |
3,067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,350 |
3,077 |
273 |
8.6% |
90 |
2.8% |
36% |
False |
False |
2,234 |
10 |
3,350 |
2,990 |
360 |
11.3% |
105 |
3.3% |
51% |
False |
False |
2,602 |
20 |
3,350 |
2,990 |
360 |
11.3% |
88 |
2.8% |
51% |
False |
False |
1,823 |
40 |
3,350 |
2,725 |
625 |
19.7% |
86 |
2.7% |
72% |
False |
False |
1,439 |
60 |
3,350 |
2,725 |
625 |
19.7% |
83 |
2.6% |
72% |
False |
False |
1,308 |
80 |
3,350 |
2,466 |
884 |
27.8% |
76 |
2.4% |
80% |
False |
False |
1,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,472 |
2.618 |
3,366 |
1.618 |
3,301 |
1.000 |
3,261 |
0.618 |
3,236 |
HIGH |
3,196 |
0.618 |
3,171 |
0.500 |
3,164 |
0.382 |
3,156 |
LOW |
3,131 |
0.618 |
3,091 |
1.000 |
3,066 |
1.618 |
3,026 |
2.618 |
2,961 |
4.250 |
2,855 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,171 |
3,164 |
PP |
3,167 |
3,153 |
S1 |
3,164 |
3,142 |
|