| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
999.0 |
1,004.0 |
5.0 |
0.5% |
993.1 |
| High |
1,008.8 |
1,018.9 |
10.1 |
1.0% |
1,011.1 |
| Low |
987.0 |
1,001.6 |
14.6 |
1.5% |
986.1 |
| Close |
1,004.3 |
1,017.8 |
13.5 |
1.3% |
1,004.3 |
| Range |
21.8 |
17.3 |
-4.5 |
-20.6% |
25.0 |
| ATR |
16.2 |
16.2 |
0.1 |
0.5% |
0.0 |
| Volume |
113,352 |
141,245 |
27,893 |
24.6% |
578,472 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,064.7 |
1,058.5 |
1,027.3 |
|
| R3 |
1,047.4 |
1,041.2 |
1,022.6 |
|
| R2 |
1,030.1 |
1,030.1 |
1,021.0 |
|
| R1 |
1,023.9 |
1,023.9 |
1,019.4 |
1,027.0 |
| PP |
1,012.8 |
1,012.8 |
1,012.8 |
1,014.3 |
| S1 |
1,006.6 |
1,006.6 |
1,016.2 |
1,009.7 |
| S2 |
995.5 |
995.5 |
1,014.6 |
|
| S3 |
978.2 |
989.3 |
1,013.0 |
|
| S4 |
960.9 |
972.0 |
1,008.3 |
|
|
| 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 |
1,018.9 |
986.1 |
32.8 |
3.2% |
16.2 |
1.6% |
97% |
True |
False |
118,137 |
| 10 |
1,021.5 |
985.5 |
36.0 |
3.5% |
16.7 |
1.6% |
90% |
False |
False |
118,137 |
| 20 |
1,025.8 |
983.2 |
42.6 |
4.2% |
16.2 |
1.6% |
81% |
False |
False |
119,288 |
| 40 |
1,025.8 |
931.3 |
94.5 |
9.3% |
15.6 |
1.5% |
92% |
False |
False |
100,851 |
| 60 |
1,025.8 |
910.6 |
115.2 |
11.3% |
14.9 |
1.5% |
93% |
False |
False |
83,732 |
| 80 |
1,025.8 |
907.6 |
118.2 |
11.6% |
14.7 |
1.4% |
93% |
False |
False |
63,968 |
| 100 |
1,025.8 |
907.6 |
118.2 |
11.6% |
15.3 |
1.5% |
93% |
False |
False |
52,001 |
| 120 |
1,025.8 |
870.5 |
155.3 |
15.3% |
15.3 |
1.5% |
95% |
False |
False |
43,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,092.4 |
|
2.618 |
1,064.2 |
|
1.618 |
1,046.9 |
|
1.000 |
1,036.2 |
|
0.618 |
1,029.6 |
|
HIGH |
1,018.9 |
|
0.618 |
1,012.3 |
|
0.500 |
1,010.3 |
|
0.382 |
1,008.2 |
|
LOW |
1,001.6 |
|
0.618 |
990.9 |
|
1.000 |
984.3 |
|
1.618 |
973.6 |
|
2.618 |
956.3 |
|
4.250 |
928.1 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,015.3 |
1,012.9 |
| PP |
1,012.8 |
1,007.9 |
| S1 |
1,010.3 |
1,003.0 |
|