Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,026.87 |
1,042.02 |
15.15 |
1.5% |
1,045.38 |
High |
1,042.58 |
1,060.55 |
17.97 |
1.7% |
1,069.62 |
Low |
1,025.92 |
1,042.02 |
16.10 |
1.6% |
1,019.95 |
Close |
1,040.46 |
1,054.72 |
14.26 |
1.4% |
1,025.21 |
Range |
16.66 |
18.53 |
1.87 |
11.2% |
49.67 |
ATR |
15.39 |
15.73 |
0.34 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.02 |
1,099.90 |
1,064.91 |
|
R3 |
1,089.49 |
1,081.37 |
1,059.82 |
|
R2 |
1,070.96 |
1,070.96 |
1,058.12 |
|
R1 |
1,062.84 |
1,062.84 |
1,056.42 |
1,066.90 |
PP |
1,052.43 |
1,052.43 |
1,052.43 |
1,054.46 |
S1 |
1,044.31 |
1,044.31 |
1,053.02 |
1,048.37 |
S2 |
1,033.90 |
1,033.90 |
1,051.32 |
|
S3 |
1,015.37 |
1,025.78 |
1,049.62 |
|
S4 |
996.84 |
1,007.25 |
1,044.53 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.27 |
1,155.91 |
1,052.53 |
|
R3 |
1,137.60 |
1,106.24 |
1,038.87 |
|
R2 |
1,087.93 |
1,087.93 |
1,034.32 |
|
R1 |
1,056.57 |
1,056.57 |
1,029.76 |
1,047.42 |
PP |
1,038.26 |
1,038.26 |
1,038.26 |
1,033.68 |
S1 |
1,006.90 |
1,006.90 |
1,020.66 |
997.75 |
S2 |
988.59 |
988.59 |
1,016.10 |
|
S3 |
938.92 |
957.23 |
1,011.55 |
|
S4 |
889.25 |
907.56 |
997.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,063.40 |
1,019.95 |
43.45 |
4.1% |
17.65 |
1.7% |
80% |
False |
False |
|
10 |
1,080.15 |
1,019.95 |
60.20 |
5.7% |
17.23 |
1.6% |
58% |
False |
False |
|
20 |
1,080.15 |
1,019.95 |
60.20 |
5.7% |
14.59 |
1.4% |
58% |
False |
False |
|
40 |
1,080.15 |
978.51 |
101.64 |
9.6% |
14.73 |
1.4% |
75% |
False |
False |
|
60 |
1,080.15 |
896.50 |
183.65 |
17.4% |
14.40 |
1.4% |
86% |
False |
False |
|
80 |
1,080.15 |
869.32 |
210.83 |
20.0% |
14.83 |
1.4% |
88% |
False |
False |
|
100 |
1,080.15 |
869.32 |
210.83 |
20.0% |
15.52 |
1.5% |
88% |
False |
False |
|
120 |
1,080.15 |
826.83 |
253.32 |
24.0% |
16.25 |
1.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,139.30 |
2.618 |
1,109.06 |
1.618 |
1,090.53 |
1.000 |
1,079.08 |
0.618 |
1,072.00 |
HIGH |
1,060.55 |
0.618 |
1,053.47 |
0.500 |
1,051.29 |
0.382 |
1,049.10 |
LOW |
1,042.02 |
0.618 |
1,030.57 |
1.000 |
1,023.49 |
1.618 |
1,012.04 |
2.618 |
993.51 |
4.250 |
963.27 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,053.58 |
1,049.90 |
PP |
1,052.43 |
1,045.07 |
S1 |
1,051.29 |
1,040.25 |
|