Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,042.7 |
1,045.7 |
3.0 |
0.3% |
993.1 |
High |
1,049.7 |
1,062.7 |
13.0 |
1.2% |
1,011.1 |
Low |
1,037.8 |
1,043.8 |
6.0 |
0.6% |
986.1 |
Close |
1,044.4 |
1,056.3 |
11.9 |
1.1% |
1,004.3 |
Range |
11.9 |
18.9 |
7.0 |
58.8% |
25.0 |
ATR |
16.7 |
16.9 |
0.2 |
0.9% |
0.0 |
Volume |
103,249 |
103,249 |
0 |
0.0% |
578,472 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.0 |
1,102.5 |
1,066.7 |
|
R3 |
1,092.1 |
1,083.6 |
1,061.5 |
|
R2 |
1,073.2 |
1,073.2 |
1,059.8 |
|
R1 |
1,064.7 |
1,064.7 |
1,058.0 |
1,069.0 |
PP |
1,054.3 |
1,054.3 |
1,054.3 |
1,056.4 |
S1 |
1,045.8 |
1,045.8 |
1,054.6 |
1,050.1 |
S2 |
1,035.4 |
1,035.4 |
1,052.8 |
|
S3 |
1,016.5 |
1,026.9 |
1,051.1 |
|
S4 |
997.6 |
1,008.0 |
1,045.9 |
|
|
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 |
1,062.7 |
987.0 |
75.7 |
7.2% |
19.7 |
1.9% |
92% |
True |
False |
112,868 |
10 |
1,062.7 |
985.5 |
77.2 |
7.3% |
16.6 |
1.6% |
92% |
True |
False |
119,789 |
20 |
1,062.7 |
985.5 |
77.2 |
7.3% |
16.7 |
1.6% |
92% |
True |
False |
114,323 |
40 |
1,062.7 |
931.3 |
131.4 |
12.4% |
16.2 |
1.5% |
95% |
True |
False |
103,191 |
60 |
1,062.7 |
927.6 |
135.1 |
12.8% |
15.2 |
1.4% |
95% |
True |
False |
88,066 |
80 |
1,062.7 |
907.6 |
155.1 |
14.7% |
14.9 |
1.4% |
96% |
True |
False |
67,752 |
100 |
1,062.7 |
907.6 |
155.1 |
14.7% |
15.5 |
1.5% |
96% |
True |
False |
54,998 |
120 |
1,062.7 |
884.6 |
178.1 |
16.9% |
15.3 |
1.4% |
96% |
True |
False |
46,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.0 |
2.618 |
1,112.2 |
1.618 |
1,093.3 |
1.000 |
1,081.6 |
0.618 |
1,074.4 |
HIGH |
1,062.7 |
0.618 |
1,055.5 |
0.500 |
1,053.3 |
0.382 |
1,051.0 |
LOW |
1,043.8 |
0.618 |
1,032.1 |
1.000 |
1,024.9 |
1.618 |
1,013.2 |
2.618 |
994.3 |
4.250 |
963.5 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,055.3 |
1,050.8 |
PP |
1,054.3 |
1,045.2 |
S1 |
1,053.3 |
1,039.7 |
|