Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,007.4 |
998.8 |
-8.6 |
-0.9% |
994.4 |
High |
1,008.8 |
1,007.3 |
-1.5 |
-0.1% |
1,009.0 |
Low |
998.0 |
986.8 |
-11.2 |
-1.1% |
984.7 |
Close |
999.5 |
1,003.2 |
3.7 |
0.4% |
1,003.2 |
Range |
10.8 |
20.5 |
9.7 |
89.8% |
24.3 |
ATR |
15.1 |
15.5 |
0.4 |
2.5% |
0.0 |
Volume |
1,393 |
213 |
-1,180 |
-84.7% |
21,775 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.6 |
1,052.4 |
1,014.5 |
|
R3 |
1,040.1 |
1,031.9 |
1,008.8 |
|
R2 |
1,019.6 |
1,019.6 |
1,007.0 |
|
R1 |
1,011.4 |
1,011.4 |
1,005.1 |
1,015.5 |
PP |
999.1 |
999.1 |
999.1 |
1,001.2 |
S1 |
990.9 |
990.9 |
1,001.3 |
995.0 |
S2 |
978.6 |
978.6 |
999.4 |
|
S3 |
958.1 |
970.4 |
997.6 |
|
S4 |
937.6 |
949.9 |
991.9 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.9 |
1,061.8 |
1,016.6 |
|
R3 |
1,047.6 |
1,037.5 |
1,009.9 |
|
R2 |
1,023.3 |
1,023.3 |
1,007.7 |
|
R1 |
1,013.2 |
1,013.2 |
1,005.4 |
1,018.3 |
PP |
999.0 |
999.0 |
999.0 |
1,001.5 |
S1 |
988.9 |
988.9 |
1,001.0 |
994.0 |
S2 |
974.7 |
974.7 |
998.7 |
|
S3 |
950.4 |
964.6 |
996.5 |
|
S4 |
926.1 |
940.3 |
989.8 |
|
|
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% |
13.9 |
1.4% |
76% |
False |
False |
4,355 |
10 |
1,020.5 |
984.7 |
35.8 |
3.6% |
15.4 |
1.5% |
52% |
False |
False |
5,224 |
20 |
1,024.7 |
982.2 |
42.5 |
4.2% |
15.3 |
1.5% |
49% |
False |
False |
5,446 |
40 |
1,024.7 |
930.2 |
94.5 |
9.4% |
15.0 |
1.5% |
77% |
False |
False |
4,985 |
60 |
1,024.7 |
909.0 |
115.7 |
11.5% |
14.3 |
1.4% |
81% |
False |
False |
5,177 |
80 |
1,024.7 |
906.4 |
118.3 |
11.8% |
14.2 |
1.4% |
82% |
False |
False |
4,251 |
100 |
1,024.7 |
906.4 |
118.3 |
11.8% |
14.6 |
1.5% |
82% |
False |
False |
3,694 |
120 |
1,024.7 |
870.0 |
154.7 |
15.4% |
14.2 |
1.4% |
86% |
False |
False |
3,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,094.4 |
2.618 |
1,061.0 |
1.618 |
1,040.5 |
1.000 |
1,027.8 |
0.618 |
1,020.0 |
HIGH |
1,007.3 |
0.618 |
999.5 |
0.500 |
997.1 |
0.382 |
994.6 |
LOW |
986.8 |
0.618 |
974.1 |
1.000 |
966.3 |
1.618 |
953.6 |
2.618 |
933.1 |
4.250 |
899.7 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,001.2 |
1,001.4 |
PP |
999.1 |
999.7 |
S1 |
997.1 |
997.9 |
|