Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,017.8 |
1,042.7 |
24.9 |
2.4% |
993.1 |
High |
1,045.0 |
1,049.7 |
4.7 |
0.4% |
1,011.1 |
Low |
1,016.6 |
1,037.8 |
21.2 |
2.1% |
986.1 |
Close |
1,039.7 |
1,044.4 |
4.7 |
0.5% |
1,004.3 |
Range |
28.4 |
11.9 |
-16.5 |
-58.1% |
25.0 |
ATR |
17.1 |
16.7 |
-0.4 |
-2.2% |
0.0 |
Volume |
103,249 |
103,249 |
0 |
0.0% |
578,472 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.7 |
1,073.9 |
1,050.9 |
|
R3 |
1,067.8 |
1,062.0 |
1,047.7 |
|
R2 |
1,055.9 |
1,055.9 |
1,046.6 |
|
R1 |
1,050.1 |
1,050.1 |
1,045.5 |
1,053.0 |
PP |
1,044.0 |
1,044.0 |
1,044.0 |
1,045.4 |
S1 |
1,038.2 |
1,038.2 |
1,043.3 |
1,041.1 |
S2 |
1,032.1 |
1,032.1 |
1,042.2 |
|
S3 |
1,020.2 |
1,026.3 |
1,041.1 |
|
S4 |
1,008.3 |
1,014.4 |
1,037.9 |
|
|
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 |
1,049.7 |
987.0 |
62.7 |
6.0% |
18.4 |
1.8% |
92% |
True |
False |
120,646 |
10 |
1,049.7 |
985.5 |
64.2 |
6.1% |
17.7 |
1.7% |
92% |
True |
False |
120,607 |
20 |
1,049.7 |
983.2 |
66.5 |
6.4% |
16.6 |
1.6% |
92% |
True |
False |
115,485 |
40 |
1,049.7 |
931.3 |
118.4 |
11.3% |
16.1 |
1.5% |
96% |
True |
False |
101,877 |
60 |
1,049.7 |
927.5 |
122.2 |
11.7% |
15.2 |
1.5% |
96% |
True |
False |
86,596 |
80 |
1,049.7 |
907.6 |
142.1 |
13.6% |
14.8 |
1.4% |
96% |
True |
False |
66,478 |
100 |
1,049.7 |
907.6 |
142.1 |
13.6% |
15.5 |
1.5% |
96% |
True |
False |
53,990 |
120 |
1,049.7 |
872.0 |
177.7 |
17.0% |
15.3 |
1.5% |
97% |
True |
False |
45,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,100.3 |
2.618 |
1,080.9 |
1.618 |
1,069.0 |
1.000 |
1,061.6 |
0.618 |
1,057.1 |
HIGH |
1,049.7 |
0.618 |
1,045.2 |
0.500 |
1,043.8 |
0.382 |
1,042.3 |
LOW |
1,037.8 |
0.618 |
1,030.4 |
1.000 |
1,025.9 |
1.618 |
1,018.5 |
2.618 |
1,006.6 |
4.250 |
987.2 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,044.2 |
1,038.2 |
PP |
1,044.0 |
1,031.9 |
S1 |
1,043.8 |
1,025.7 |
|