Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,008.3 |
999.0 |
-9.3 |
-0.9% |
993.1 |
High |
1,011.1 |
1,008.8 |
-2.3 |
-0.2% |
1,011.1 |
Low |
998.6 |
987.0 |
-11.6 |
-1.2% |
986.1 |
Close |
1,000.7 |
1,004.3 |
3.6 |
0.4% |
1,004.3 |
Range |
12.5 |
21.8 |
9.3 |
74.4% |
25.0 |
ATR |
15.7 |
16.2 |
0.4 |
2.8% |
0.0 |
Volume |
142,136 |
113,352 |
-28,784 |
-20.3% |
578,472 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.4 |
1,056.7 |
1,016.3 |
|
R3 |
1,043.6 |
1,034.9 |
1,010.3 |
|
R2 |
1,021.8 |
1,021.8 |
1,008.3 |
|
R1 |
1,013.1 |
1,013.1 |
1,006.3 |
1,017.5 |
PP |
1,000.0 |
1,000.0 |
1,000.0 |
1,002.2 |
S1 |
991.3 |
991.3 |
1,002.3 |
995.7 |
S2 |
978.2 |
978.2 |
1,000.3 |
|
S3 |
956.4 |
969.5 |
998.3 |
|
S4 |
934.6 |
947.7 |
992.3 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,075.5 |
1,064.9 |
1,018.1 |
|
R3 |
1,050.5 |
1,039.9 |
1,011.2 |
|
R2 |
1,025.5 |
1,025.5 |
1,008.9 |
|
R1 |
1,014.9 |
1,014.9 |
1,006.6 |
1,020.2 |
PP |
1,000.5 |
1,000.5 |
1,000.5 |
1,003.2 |
S1 |
989.9 |
989.9 |
1,002.0 |
995.2 |
S2 |
975.5 |
975.5 |
999.7 |
|
S3 |
950.5 |
964.9 |
997.4 |
|
S4 |
925.5 |
939.9 |
990.6 |
|
|
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 |
986.1 |
25.0 |
2.5% |
15.0 |
1.5% |
73% |
False |
False |
115,694 |
10 |
1,021.5 |
985.5 |
36.0 |
3.6% |
16.2 |
1.6% |
52% |
False |
False |
114,308 |
20 |
1,025.8 |
983.2 |
42.6 |
4.2% |
16.0 |
1.6% |
50% |
False |
False |
120,415 |
40 |
1,025.8 |
931.3 |
94.5 |
9.4% |
15.5 |
1.5% |
77% |
False |
False |
100,043 |
60 |
1,025.8 |
909.7 |
116.1 |
11.6% |
14.7 |
1.5% |
81% |
False |
False |
81,572 |
80 |
1,025.8 |
907.6 |
118.2 |
11.8% |
14.7 |
1.5% |
82% |
False |
False |
62,241 |
100 |
1,025.8 |
907.6 |
118.2 |
11.8% |
15.2 |
1.5% |
82% |
False |
False |
50,635 |
120 |
1,025.8 |
870.5 |
155.3 |
15.5% |
15.2 |
1.5% |
86% |
False |
False |
42,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,101.5 |
2.618 |
1,065.9 |
1.618 |
1,044.1 |
1.000 |
1,030.6 |
0.618 |
1,022.3 |
HIGH |
1,008.8 |
0.618 |
1,000.5 |
0.500 |
997.9 |
0.382 |
995.3 |
LOW |
987.0 |
0.618 |
973.5 |
1.000 |
965.2 |
1.618 |
951.7 |
2.618 |
929.9 |
4.250 |
894.4 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,002.2 |
1,002.6 |
PP |
1,000.0 |
1,000.8 |
S1 |
997.9 |
999.1 |
|