Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
994.0 |
1,008.3 |
14.3 |
1.4% |
1,006.8 |
High |
1,010.8 |
1,011.1 |
0.3 |
0.0% |
1,021.5 |
Low |
992.7 |
998.6 |
5.9 |
0.6% |
985.5 |
Close |
1,009.3 |
1,000.7 |
-8.6 |
-0.9% |
991.6 |
Range |
18.1 |
12.5 |
-5.6 |
-30.9% |
36.0 |
ATR |
16.0 |
15.7 |
-0.2 |
-1.6% |
0.0 |
Volume |
105,185 |
142,136 |
36,951 |
35.1% |
564,613 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,041.0 |
1,033.3 |
1,007.6 |
|
R3 |
1,028.5 |
1,020.8 |
1,004.1 |
|
R2 |
1,016.0 |
1,016.0 |
1,003.0 |
|
R1 |
1,008.3 |
1,008.3 |
1,001.8 |
1,005.9 |
PP |
1,003.5 |
1,003.5 |
1,003.5 |
1,002.3 |
S1 |
995.8 |
995.8 |
999.6 |
993.4 |
S2 |
991.0 |
991.0 |
998.4 |
|
S3 |
978.5 |
983.3 |
997.3 |
|
S4 |
966.0 |
970.8 |
993.8 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.5 |
1,085.6 |
1,011.4 |
|
R3 |
1,071.5 |
1,049.6 |
1,001.5 |
|
R2 |
1,035.5 |
1,035.5 |
998.2 |
|
R1 |
1,013.6 |
1,013.6 |
994.9 |
1,006.6 |
PP |
999.5 |
999.5 |
999.5 |
996.0 |
S1 |
977.6 |
977.6 |
988.3 |
970.6 |
S2 |
963.5 |
963.5 |
985.0 |
|
S3 |
927.5 |
941.6 |
981.7 |
|
S4 |
891.5 |
905.6 |
971.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,011.1 |
985.5 |
25.6 |
2.6% |
13.6 |
1.4% |
59% |
True |
False |
126,709 |
10 |
1,021.5 |
985.5 |
36.0 |
3.6% |
15.2 |
1.5% |
42% |
False |
False |
114,084 |
20 |
1,025.8 |
976.1 |
49.7 |
5.0% |
16.0 |
1.6% |
49% |
False |
False |
122,544 |
40 |
1,025.8 |
931.3 |
94.5 |
9.4% |
15.4 |
1.5% |
73% |
False |
False |
99,228 |
60 |
1,025.8 |
909.7 |
116.1 |
11.6% |
14.6 |
1.5% |
78% |
False |
False |
79,865 |
80 |
1,025.8 |
907.6 |
118.2 |
11.8% |
14.7 |
1.5% |
79% |
False |
False |
60,869 |
100 |
1,025.8 |
907.6 |
118.2 |
11.8% |
15.1 |
1.5% |
79% |
False |
False |
49,534 |
120 |
1,025.8 |
870.5 |
155.3 |
15.5% |
15.1 |
1.5% |
84% |
False |
False |
41,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,064.2 |
2.618 |
1,043.8 |
1.618 |
1,031.3 |
1.000 |
1,023.6 |
0.618 |
1,018.8 |
HIGH |
1,011.1 |
0.618 |
1,006.3 |
0.500 |
1,004.9 |
0.382 |
1,003.4 |
LOW |
998.6 |
0.618 |
990.9 |
1.000 |
986.1 |
1.618 |
978.4 |
2.618 |
965.9 |
4.250 |
945.5 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,004.9 |
1,000.0 |
PP |
1,003.5 |
999.3 |
S1 |
1,002.1 |
998.6 |
|