| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,774.0 |
-85.0 |
-3.0% |
2,806.0 |
| High |
2,879.0 |
2,781.0 |
-98.0 |
-3.4% |
2,906.0 |
| Low |
2,781.0 |
2,728.0 |
-53.0 |
-1.9% |
2,728.0 |
| Close |
2,800.0 |
2,751.0 |
-49.0 |
-1.8% |
2,751.0 |
| Range |
98.0 |
53.0 |
-45.0 |
-45.9% |
178.0 |
| ATR |
57.2 |
58.3 |
1.1 |
1.8% |
0.0 |
| Volume |
1,489,451 |
1,709,801 |
220,350 |
14.8% |
6,790,053 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.3 |
2,884.7 |
2,780.2 |
|
| R3 |
2,859.3 |
2,831.7 |
2,765.6 |
|
| R2 |
2,806.3 |
2,806.3 |
2,760.7 |
|
| R1 |
2,778.7 |
2,778.7 |
2,755.9 |
2,766.0 |
| PP |
2,753.3 |
2,753.3 |
2,753.3 |
2,747.0 |
| S1 |
2,725.7 |
2,725.7 |
2,746.1 |
2,713.0 |
| S2 |
2,700.3 |
2,700.3 |
2,741.3 |
|
| S3 |
2,647.3 |
2,672.7 |
2,736.4 |
|
| S4 |
2,594.3 |
2,619.7 |
2,721.9 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,329.0 |
3,218.0 |
2,848.9 |
|
| R3 |
3,151.0 |
3,040.0 |
2,800.0 |
|
| R2 |
2,973.0 |
2,973.0 |
2,783.6 |
|
| R1 |
2,862.0 |
2,862.0 |
2,767.3 |
2,828.5 |
| PP |
2,795.0 |
2,795.0 |
2,795.0 |
2,778.3 |
| S1 |
2,684.0 |
2,684.0 |
2,734.7 |
2,650.5 |
| S2 |
2,617.0 |
2,617.0 |
2,718.4 |
|
| S3 |
2,439.0 |
2,506.0 |
2,702.1 |
|
| S4 |
2,261.0 |
2,328.0 |
2,653.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,906.0 |
2,728.0 |
178.0 |
6.5% |
72.6 |
2.6% |
13% |
False |
True |
1,358,010 |
| 10 |
2,906.0 |
2,728.0 |
178.0 |
6.5% |
59.7 |
2.2% |
13% |
False |
True |
1,213,749 |
| 20 |
2,906.0 |
2,695.0 |
211.0 |
7.7% |
51.7 |
1.9% |
27% |
False |
False |
888,724 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
12.2% |
52.4 |
1.9% |
54% |
False |
False |
448,209 |
| 60 |
2,906.0 |
2,241.0 |
665.0 |
24.2% |
52.2 |
1.9% |
77% |
False |
False |
299,205 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
24.2% |
52.5 |
1.9% |
77% |
False |
False |
226,924 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
24.2% |
52.1 |
1.9% |
77% |
False |
False |
182,627 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
29.4% |
52.9 |
1.9% |
81% |
False |
False |
152,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.3 |
|
2.618 |
2,919.8 |
|
1.618 |
2,866.8 |
|
1.000 |
2,834.0 |
|
0.618 |
2,813.8 |
|
HIGH |
2,781.0 |
|
0.618 |
2,760.8 |
|
0.500 |
2,754.5 |
|
0.382 |
2,748.2 |
|
LOW |
2,728.0 |
|
0.618 |
2,695.2 |
|
1.000 |
2,675.0 |
|
1.618 |
2,642.2 |
|
2.618 |
2,589.2 |
|
4.250 |
2,502.8 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.5 |
2,812.5 |
| PP |
2,753.3 |
2,792.0 |
| S1 |
2,752.2 |
2,771.5 |
|