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 |
1,004.1 |
1,019.5 |
15.4 |
1.5% |
994.4 |
High |
1,017.6 |
1,043.8 |
26.2 |
2.6% |
1,009.0 |
Low |
1,003.0 |
1,018.3 |
15.3 |
1.5% |
984.7 |
Close |
1,016.7 |
1,038.6 |
21.9 |
2.2% |
1,003.2 |
Range |
14.6 |
25.5 |
10.9 |
74.7% |
24.3 |
ATR |
15.5 |
16.3 |
0.8 |
5.4% |
0.0 |
Volume |
247 |
180 |
-67 |
-27.1% |
21,775 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.1 |
1,099.8 |
1,052.6 |
|
R3 |
1,084.6 |
1,074.3 |
1,045.6 |
|
R2 |
1,059.1 |
1,059.1 |
1,043.3 |
|
R1 |
1,048.8 |
1,048.8 |
1,040.9 |
1,054.0 |
PP |
1,033.6 |
1,033.6 |
1,033.6 |
1,036.1 |
S1 |
1,023.3 |
1,023.3 |
1,036.3 |
1,028.5 |
S2 |
1,008.1 |
1,008.1 |
1,033.9 |
|
S3 |
982.6 |
997.8 |
1,031.6 |
|
S4 |
957.1 |
972.3 |
1,024.6 |
|
|
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 |
1,043.8 |
986.8 |
57.0 |
5.5% |
17.6 |
1.7% |
91% |
True |
False |
1,555 |
10 |
1,043.8 |
984.7 |
59.1 |
5.7% |
16.6 |
1.6% |
91% |
True |
False |
4,479 |
20 |
1,043.8 |
982.2 |
61.6 |
5.9% |
15.9 |
1.5% |
92% |
True |
False |
4,952 |
40 |
1,043.8 |
930.2 |
113.6 |
10.9% |
15.3 |
1.5% |
95% |
True |
False |
4,591 |
60 |
1,043.8 |
919.8 |
124.0 |
11.9% |
14.6 |
1.4% |
96% |
True |
False |
5,010 |
80 |
1,043.8 |
906.4 |
137.4 |
13.2% |
14.2 |
1.4% |
96% |
True |
False |
4,203 |
100 |
1,043.8 |
906.4 |
137.4 |
13.2% |
14.8 |
1.4% |
96% |
True |
False |
3,678 |
120 |
1,043.8 |
870.0 |
173.8 |
16.7% |
14.3 |
1.4% |
97% |
True |
False |
3,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.2 |
2.618 |
1,110.6 |
1.618 |
1,085.1 |
1.000 |
1,069.3 |
0.618 |
1,059.6 |
HIGH |
1,043.8 |
0.618 |
1,034.1 |
0.500 |
1,031.1 |
0.382 |
1,028.0 |
LOW |
1,018.3 |
0.618 |
1,002.5 |
1.000 |
992.8 |
1.618 |
977.0 |
2.618 |
951.5 |
4.250 |
909.9 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,036.1 |
1,030.8 |
PP |
1,033.6 |
1,023.1 |
S1 |
1,031.1 |
1,015.3 |
|