Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
998.8 |
1,004.1 |
5.3 |
0.5% |
994.4 |
High |
1,007.3 |
1,017.6 |
10.3 |
1.0% |
1,009.0 |
Low |
986.8 |
1,003.0 |
16.2 |
1.6% |
984.7 |
Close |
1,003.2 |
1,016.7 |
13.5 |
1.3% |
1,003.2 |
Range |
20.5 |
14.6 |
-5.9 |
-28.8% |
24.3 |
ATR |
15.5 |
15.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
213 |
247 |
34 |
16.0% |
21,775 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,056.2 |
1,051.1 |
1,024.7 |
|
R3 |
1,041.6 |
1,036.5 |
1,020.7 |
|
R2 |
1,027.0 |
1,027.0 |
1,019.4 |
|
R1 |
1,021.9 |
1,021.9 |
1,018.0 |
1,024.5 |
PP |
1,012.4 |
1,012.4 |
1,012.4 |
1,013.7 |
S1 |
1,007.3 |
1,007.3 |
1,015.4 |
1,009.9 |
S2 |
997.8 |
997.8 |
1,014.0 |
|
S3 |
983.2 |
992.7 |
1,012.7 |
|
S4 |
968.6 |
978.1 |
1,008.7 |
|
|
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 |
1,017.6 |
984.7 |
32.9 |
3.2% |
14.7 |
1.4% |
97% |
True |
False |
2,918 |
10 |
1,020.5 |
984.7 |
35.8 |
3.5% |
15.6 |
1.5% |
89% |
False |
False |
4,758 |
20 |
1,024.7 |
982.2 |
42.5 |
4.2% |
15.5 |
1.5% |
81% |
False |
False |
5,162 |
40 |
1,024.7 |
930.2 |
94.5 |
9.3% |
15.1 |
1.5% |
92% |
False |
False |
4,703 |
60 |
1,024.7 |
909.2 |
115.5 |
11.4% |
14.5 |
1.4% |
93% |
False |
False |
5,037 |
80 |
1,024.7 |
906.4 |
118.3 |
11.6% |
14.2 |
1.4% |
93% |
False |
False |
4,233 |
100 |
1,024.7 |
906.4 |
118.3 |
11.6% |
14.6 |
1.4% |
93% |
False |
False |
3,690 |
120 |
1,024.7 |
870.0 |
154.7 |
15.2% |
14.3 |
1.4% |
95% |
False |
False |
3,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,079.7 |
2.618 |
1,055.8 |
1.618 |
1,041.2 |
1.000 |
1,032.2 |
0.618 |
1,026.6 |
HIGH |
1,017.6 |
0.618 |
1,012.0 |
0.500 |
1,010.3 |
0.382 |
1,008.6 |
LOW |
1,003.0 |
0.618 |
994.0 |
1.000 |
988.4 |
1.618 |
979.4 |
2.618 |
964.8 |
4.250 |
941.0 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,014.6 |
1,011.9 |
PP |
1,012.4 |
1,007.0 |
S1 |
1,010.3 |
1,002.2 |
|