Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
992.5 |
1,007.4 |
14.9 |
1.5% |
1,007.4 |
High |
1,009.0 |
1,008.8 |
-0.2 |
0.0% |
1,020.5 |
Low |
992.5 |
998.0 |
5.5 |
0.6% |
984.7 |
Close |
1,008.0 |
999.5 |
-8.5 |
-0.8% |
990.3 |
Range |
16.5 |
10.8 |
-5.7 |
-34.5% |
35.8 |
ATR |
15.5 |
15.1 |
-0.3 |
-2.2% |
0.0 |
Volume |
5,742 |
1,393 |
-4,349 |
-75.7% |
30,472 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.5 |
1,027.8 |
1,005.4 |
|
R3 |
1,023.7 |
1,017.0 |
1,002.5 |
|
R2 |
1,012.9 |
1,012.9 |
1,001.5 |
|
R1 |
1,006.2 |
1,006.2 |
1,000.5 |
1,004.2 |
PP |
1,002.1 |
1,002.1 |
1,002.1 |
1,001.1 |
S1 |
995.4 |
995.4 |
998.5 |
993.4 |
S2 |
991.3 |
991.3 |
997.5 |
|
S3 |
980.5 |
984.6 |
996.5 |
|
S4 |
969.7 |
973.8 |
993.6 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.9 |
1,083.9 |
1,010.0 |
|
R3 |
1,070.1 |
1,048.1 |
1,000.1 |
|
R2 |
1,034.3 |
1,034.3 |
996.9 |
|
R1 |
1,012.3 |
1,012.3 |
993.6 |
1,005.4 |
PP |
998.5 |
998.5 |
998.5 |
995.1 |
S1 |
976.5 |
976.5 |
987.0 |
969.6 |
S2 |
962.7 |
962.7 |
983.7 |
|
S3 |
926.9 |
940.7 |
980.5 |
|
S4 |
891.1 |
904.9 |
970.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,009.0 |
984.7 |
24.3 |
2.4% |
12.7 |
1.3% |
61% |
False |
False |
5,744 |
10 |
1,020.5 |
984.7 |
35.8 |
3.6% |
14.5 |
1.4% |
41% |
False |
False |
5,587 |
20 |
1,024.7 |
974.9 |
49.8 |
5.0% |
15.4 |
1.5% |
49% |
False |
False |
5,681 |
40 |
1,024.7 |
930.2 |
94.5 |
9.5% |
14.9 |
1.5% |
73% |
False |
False |
5,095 |
60 |
1,024.7 |
909.0 |
115.7 |
11.6% |
14.2 |
1.4% |
78% |
False |
False |
5,213 |
80 |
1,024.7 |
906.4 |
118.3 |
11.8% |
14.2 |
1.4% |
79% |
False |
False |
4,278 |
100 |
1,024.7 |
906.4 |
118.3 |
11.8% |
14.5 |
1.5% |
79% |
False |
False |
3,696 |
120 |
1,024.7 |
870.0 |
154.7 |
15.5% |
14.1 |
1.4% |
84% |
False |
False |
3,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,054.7 |
2.618 |
1,037.1 |
1.618 |
1,026.3 |
1.000 |
1,019.6 |
0.618 |
1,015.5 |
HIGH |
1,008.8 |
0.618 |
1,004.7 |
0.500 |
1,003.4 |
0.382 |
1,002.1 |
LOW |
998.0 |
0.618 |
991.3 |
1.000 |
987.2 |
1.618 |
980.5 |
2.618 |
969.7 |
4.250 |
952.1 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,003.4 |
998.6 |
PP |
1,002.1 |
997.7 |
S1 |
1,000.8 |
996.9 |
|