Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,004.0 |
1,017.8 |
13.8 |
1.4% |
993.1 |
High |
1,018.9 |
1,045.0 |
26.1 |
2.6% |
1,011.1 |
Low |
1,001.6 |
1,016.6 |
15.0 |
1.5% |
986.1 |
Close |
1,017.8 |
1,039.7 |
21.9 |
2.2% |
1,004.3 |
Range |
17.3 |
28.4 |
11.1 |
64.2% |
25.0 |
ATR |
16.2 |
17.1 |
0.9 |
5.4% |
0.0 |
Volume |
141,245 |
103,249 |
-37,996 |
-26.9% |
578,472 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.0 |
1,107.7 |
1,055.3 |
|
R3 |
1,090.6 |
1,079.3 |
1,047.5 |
|
R2 |
1,062.2 |
1,062.2 |
1,044.9 |
|
R1 |
1,050.9 |
1,050.9 |
1,042.3 |
1,056.6 |
PP |
1,033.8 |
1,033.8 |
1,033.8 |
1,036.6 |
S1 |
1,022.5 |
1,022.5 |
1,037.1 |
1,028.2 |
S2 |
1,005.4 |
1,005.4 |
1,034.5 |
|
S3 |
977.0 |
994.1 |
1,031.9 |
|
S4 |
948.6 |
965.7 |
1,024.1 |
|
|
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 |
1,045.0 |
987.0 |
58.0 |
5.6% |
19.6 |
1.9% |
91% |
True |
False |
121,033 |
10 |
1,045.0 |
985.5 |
59.5 |
5.7% |
17.8 |
1.7% |
91% |
True |
False |
119,491 |
20 |
1,045.0 |
983.2 |
61.8 |
5.9% |
16.8 |
1.6% |
91% |
True |
False |
118,573 |
40 |
1,045.0 |
931.3 |
113.7 |
10.9% |
16.0 |
1.5% |
95% |
True |
False |
101,254 |
60 |
1,045.0 |
920.9 |
124.1 |
11.9% |
15.1 |
1.5% |
96% |
True |
False |
85,233 |
80 |
1,045.0 |
907.6 |
137.4 |
13.2% |
14.8 |
1.4% |
96% |
True |
False |
65,222 |
100 |
1,045.0 |
907.6 |
137.4 |
13.2% |
15.5 |
1.5% |
96% |
True |
False |
52,992 |
120 |
1,045.0 |
870.5 |
174.5 |
16.8% |
15.3 |
1.5% |
97% |
True |
False |
44,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.7 |
2.618 |
1,119.4 |
1.618 |
1,091.0 |
1.000 |
1,073.4 |
0.618 |
1,062.6 |
HIGH |
1,045.0 |
0.618 |
1,034.2 |
0.500 |
1,030.8 |
0.382 |
1,027.4 |
LOW |
1,016.6 |
0.618 |
999.0 |
1.000 |
988.2 |
1.618 |
970.6 |
2.618 |
942.2 |
4.250 |
895.9 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,036.7 |
1,031.8 |
PP |
1,033.8 |
1,023.9 |
S1 |
1,030.8 |
1,016.0 |
|