Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,038.3 |
1,045.8 |
7.5 |
0.7% |
994.4 |
High |
1,048.2 |
1,060.4 |
12.2 |
1.2% |
1,009.0 |
Low |
1,038.3 |
1,045.1 |
6.8 |
0.7% |
984.7 |
Close |
1,043.3 |
1,055.4 |
12.1 |
1.2% |
1,003.2 |
Range |
9.9 |
15.3 |
5.4 |
54.5% |
24.3 |
ATR |
15.8 |
15.9 |
0.1 |
0.6% |
0.0 |
Volume |
180 |
180 |
0 |
0.0% |
21,775 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.5 |
1,092.8 |
1,063.8 |
|
R3 |
1,084.2 |
1,077.5 |
1,059.6 |
|
R2 |
1,068.9 |
1,068.9 |
1,058.2 |
|
R1 |
1,062.2 |
1,062.2 |
1,056.8 |
1,065.6 |
PP |
1,053.6 |
1,053.6 |
1,053.6 |
1,055.3 |
S1 |
1,046.9 |
1,046.9 |
1,054.0 |
1,050.3 |
S2 |
1,038.3 |
1,038.3 |
1,052.6 |
|
S3 |
1,023.0 |
1,031.6 |
1,051.2 |
|
S4 |
1,007.7 |
1,016.3 |
1,047.0 |
|
|
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 |
1,060.4 |
986.8 |
73.6 |
7.0% |
17.2 |
1.6% |
93% |
True |
False |
200 |
10 |
1,060.4 |
984.7 |
75.7 |
7.2% |
14.9 |
1.4% |
93% |
True |
False |
2,972 |
20 |
1,060.4 |
984.7 |
75.7 |
7.2% |
15.6 |
1.5% |
93% |
True |
False |
4,343 |
40 |
1,060.4 |
930.2 |
130.2 |
12.3% |
15.5 |
1.5% |
96% |
True |
False |
4,314 |
60 |
1,060.4 |
926.5 |
133.9 |
12.7% |
14.6 |
1.4% |
96% |
True |
False |
4,922 |
80 |
1,060.4 |
906.4 |
154.0 |
14.6% |
14.3 |
1.4% |
97% |
True |
False |
4,175 |
100 |
1,060.4 |
906.4 |
154.0 |
14.6% |
14.8 |
1.4% |
97% |
True |
False |
3,668 |
120 |
1,060.4 |
885.0 |
175.4 |
16.6% |
14.3 |
1.4% |
97% |
True |
False |
3,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.4 |
2.618 |
1,100.5 |
1.618 |
1,085.2 |
1.000 |
1,075.7 |
0.618 |
1,069.9 |
HIGH |
1,060.4 |
0.618 |
1,054.6 |
0.500 |
1,052.8 |
0.382 |
1,050.9 |
LOW |
1,045.1 |
0.618 |
1,035.6 |
1.000 |
1,029.8 |
1.618 |
1,020.3 |
2.618 |
1,005.0 |
4.250 |
980.1 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,054.5 |
1,050.1 |
PP |
1,053.6 |
1,044.7 |
S1 |
1,052.8 |
1,039.4 |
|