Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,019.5 |
1,038.3 |
18.8 |
1.8% |
994.4 |
High |
1,043.8 |
1,048.2 |
4.4 |
0.4% |
1,009.0 |
Low |
1,018.3 |
1,038.3 |
20.0 |
2.0% |
984.7 |
Close |
1,038.6 |
1,043.3 |
4.7 |
0.5% |
1,003.2 |
Range |
25.5 |
9.9 |
-15.6 |
-61.2% |
24.3 |
ATR |
16.3 |
15.8 |
-0.5 |
-2.8% |
0.0 |
Volume |
180 |
180 |
0 |
0.0% |
21,775 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.0 |
1,068.0 |
1,048.7 |
|
R3 |
1,063.1 |
1,058.1 |
1,046.0 |
|
R2 |
1,053.2 |
1,053.2 |
1,045.1 |
|
R1 |
1,048.2 |
1,048.2 |
1,044.2 |
1,050.7 |
PP |
1,043.3 |
1,043.3 |
1,043.3 |
1,044.5 |
S1 |
1,038.3 |
1,038.3 |
1,042.4 |
1,040.8 |
S2 |
1,033.4 |
1,033.4 |
1,041.5 |
|
S3 |
1,023.5 |
1,028.4 |
1,040.6 |
|
S4 |
1,013.6 |
1,018.5 |
1,037.9 |
|
|
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 |
1,048.2 |
986.8 |
61.4 |
5.9% |
16.3 |
1.6% |
92% |
True |
False |
442 |
10 |
1,048.2 |
984.7 |
63.5 |
6.1% |
16.3 |
1.6% |
92% |
True |
False |
3,953 |
20 |
1,048.2 |
982.2 |
66.0 |
6.3% |
15.6 |
1.5% |
93% |
True |
False |
4,569 |
40 |
1,048.2 |
930.2 |
118.0 |
11.3% |
15.4 |
1.5% |
96% |
True |
False |
4,406 |
60 |
1,048.2 |
926.5 |
121.7 |
11.7% |
14.6 |
1.4% |
96% |
True |
False |
4,971 |
80 |
1,048.2 |
906.4 |
141.8 |
13.6% |
14.2 |
1.4% |
97% |
True |
False |
4,181 |
100 |
1,048.2 |
906.4 |
141.8 |
13.6% |
14.8 |
1.4% |
97% |
True |
False |
3,676 |
120 |
1,048.2 |
870.7 |
177.5 |
17.0% |
14.3 |
1.4% |
97% |
True |
False |
3,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,090.3 |
2.618 |
1,074.1 |
1.618 |
1,064.2 |
1.000 |
1,058.1 |
0.618 |
1,054.3 |
HIGH |
1,048.2 |
0.618 |
1,044.4 |
0.500 |
1,043.3 |
0.382 |
1,042.1 |
LOW |
1,038.3 |
0.618 |
1,032.2 |
1.000 |
1,028.4 |
1.618 |
1,022.3 |
2.618 |
1,012.4 |
4.250 |
996.2 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,043.3 |
1,037.4 |
PP |
1,043.3 |
1,031.5 |
S1 |
1,043.3 |
1,025.6 |
|