| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,045.7 |
1,055.9 |
10.2 |
1.0% |
1,004.0 |
| High |
1,062.7 |
1,056.7 |
-6.0 |
-0.6% |
1,062.7 |
| Low |
1,043.8 |
1,044.7 |
0.9 |
0.1% |
1,001.6 |
| Close |
1,056.3 |
1,048.6 |
-7.7 |
-0.7% |
1,048.6 |
| Range |
18.9 |
12.0 |
-6.9 |
-36.5% |
61.1 |
| ATR |
16.9 |
16.5 |
-0.3 |
-2.1% |
0.0 |
| Volume |
103,249 |
204,448 |
101,199 |
98.0% |
655,440 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.0 |
1,079.3 |
1,055.2 |
|
| R3 |
1,074.0 |
1,067.3 |
1,051.9 |
|
| R2 |
1,062.0 |
1,062.0 |
1,050.8 |
|
| R1 |
1,055.3 |
1,055.3 |
1,049.7 |
1,052.7 |
| PP |
1,050.0 |
1,050.0 |
1,050.0 |
1,048.7 |
| S1 |
1,043.3 |
1,043.3 |
1,047.5 |
1,040.7 |
| S2 |
1,038.0 |
1,038.0 |
1,046.4 |
|
| S3 |
1,026.0 |
1,031.3 |
1,045.3 |
|
| S4 |
1,014.0 |
1,019.3 |
1,042.0 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.9 |
1,195.9 |
1,082.2 |
|
| R3 |
1,159.8 |
1,134.8 |
1,065.4 |
|
| R2 |
1,098.7 |
1,098.7 |
1,059.8 |
|
| R1 |
1,073.7 |
1,073.7 |
1,054.2 |
1,086.2 |
| PP |
1,037.6 |
1,037.6 |
1,037.6 |
1,043.9 |
| S1 |
1,012.6 |
1,012.6 |
1,043.0 |
1,025.1 |
| S2 |
976.5 |
976.5 |
1,037.4 |
|
| S3 |
915.4 |
951.5 |
1,031.8 |
|
| S4 |
854.3 |
890.4 |
1,015.0 |
|
|
| 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 |
1,001.6 |
61.1 |
5.8% |
17.7 |
1.7% |
77% |
False |
False |
131,088 |
| 10 |
1,062.7 |
986.1 |
76.6 |
7.3% |
16.3 |
1.6% |
82% |
False |
False |
123,391 |
| 20 |
1,062.7 |
985.5 |
77.2 |
7.4% |
16.4 |
1.6% |
82% |
False |
False |
118,086 |
| 40 |
1,062.7 |
931.3 |
131.4 |
12.5% |
16.2 |
1.5% |
89% |
False |
False |
106,692 |
| 60 |
1,062.7 |
927.6 |
135.1 |
12.9% |
15.3 |
1.5% |
90% |
False |
False |
91,053 |
| 80 |
1,062.7 |
907.6 |
155.1 |
14.8% |
14.9 |
1.4% |
91% |
False |
False |
70,272 |
| 100 |
1,062.7 |
907.6 |
155.1 |
14.8% |
15.5 |
1.5% |
91% |
False |
False |
57,019 |
| 120 |
1,062.7 |
884.6 |
178.1 |
17.0% |
15.3 |
1.5% |
92% |
False |
False |
47,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,107.7 |
|
2.618 |
1,088.1 |
|
1.618 |
1,076.1 |
|
1.000 |
1,068.7 |
|
0.618 |
1,064.1 |
|
HIGH |
1,056.7 |
|
0.618 |
1,052.1 |
|
0.500 |
1,050.7 |
|
0.382 |
1,049.3 |
|
LOW |
1,044.7 |
|
0.618 |
1,037.3 |
|
1.000 |
1,032.7 |
|
1.618 |
1,025.3 |
|
2.618 |
1,013.3 |
|
4.250 |
993.7 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,050.7 |
1,050.3 |
| PP |
1,050.0 |
1,049.7 |
| S1 |
1,049.3 |
1,049.2 |
|