Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,045.8 |
1,049.3 |
3.5 |
0.3% |
1,004.1 |
High |
1,060.4 |
1,051.5 |
-8.9 |
-0.8% |
1,060.4 |
Low |
1,045.1 |
1,044.0 |
-1.1 |
-0.1% |
1,003.0 |
Close |
1,055.4 |
1,047.8 |
-7.6 |
-0.7% |
1,047.8 |
Range |
15.3 |
7.5 |
-7.8 |
-51.0% |
57.4 |
ATR |
15.9 |
15.6 |
-0.3 |
-2.0% |
0.0 |
Volume |
180 |
160 |
-20 |
-11.1% |
947 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,070.3 |
1,066.5 |
1,051.9 |
|
R3 |
1,062.8 |
1,059.0 |
1,049.9 |
|
R2 |
1,055.3 |
1,055.3 |
1,049.2 |
|
R1 |
1,051.5 |
1,051.5 |
1,048.5 |
1,049.7 |
PP |
1,047.8 |
1,047.8 |
1,047.8 |
1,046.8 |
S1 |
1,044.0 |
1,044.0 |
1,047.1 |
1,042.2 |
S2 |
1,040.3 |
1,040.3 |
1,046.4 |
|
S3 |
1,032.8 |
1,036.5 |
1,045.7 |
|
S4 |
1,025.3 |
1,029.0 |
1,043.7 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.3 |
1,185.9 |
1,079.4 |
|
R3 |
1,151.9 |
1,128.5 |
1,063.6 |
|
R2 |
1,094.5 |
1,094.5 |
1,058.3 |
|
R1 |
1,071.1 |
1,071.1 |
1,053.1 |
1,082.8 |
PP |
1,037.1 |
1,037.1 |
1,037.1 |
1,042.9 |
S1 |
1,013.7 |
1,013.7 |
1,042.5 |
1,025.4 |
S2 |
979.7 |
979.7 |
1,037.3 |
|
S3 |
922.3 |
956.3 |
1,032.0 |
|
S4 |
864.9 |
898.9 |
1,016.2 |
|
|
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 |
1,003.0 |
57.4 |
5.5% |
14.6 |
1.4% |
78% |
False |
False |
189 |
10 |
1,060.4 |
984.7 |
75.7 |
7.2% |
14.2 |
1.4% |
83% |
False |
False |
2,272 |
20 |
1,060.4 |
984.7 |
75.7 |
7.2% |
15.1 |
1.4% |
83% |
False |
False |
4,030 |
40 |
1,060.4 |
930.2 |
130.2 |
12.4% |
15.3 |
1.5% |
90% |
False |
False |
4,213 |
60 |
1,060.4 |
926.5 |
133.9 |
12.8% |
14.6 |
1.4% |
91% |
False |
False |
4,825 |
80 |
1,060.4 |
906.4 |
154.0 |
14.7% |
14.2 |
1.4% |
92% |
False |
False |
4,159 |
100 |
1,060.4 |
906.4 |
154.0 |
14.7% |
14.8 |
1.4% |
92% |
False |
False |
3,653 |
120 |
1,060.4 |
885.0 |
175.4 |
16.7% |
14.2 |
1.4% |
93% |
False |
False |
3,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,083.4 |
2.618 |
1,071.1 |
1.618 |
1,063.6 |
1.000 |
1,059.0 |
0.618 |
1,056.1 |
HIGH |
1,051.5 |
0.618 |
1,048.6 |
0.500 |
1,047.8 |
0.382 |
1,046.9 |
LOW |
1,044.0 |
0.618 |
1,039.4 |
1.000 |
1,036.5 |
1.618 |
1,031.9 |
2.618 |
1,024.4 |
4.250 |
1,012.1 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,047.8 |
1,049.4 |
PP |
1,047.8 |
1,048.8 |
S1 |
1,047.8 |
1,048.3 |
|