| 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 |
2,787.0 |
2,841.0 |
54.0 |
1.9% |
2,806.0 |
| High |
2,854.0 |
2,865.0 |
11.0 |
0.4% |
2,906.0 |
| Low |
2,784.0 |
2,831.0 |
47.0 |
1.7% |
2,728.0 |
| Close |
2,849.0 |
2,846.0 |
-3.0 |
-0.1% |
2,751.0 |
| Range |
70.0 |
34.0 |
-36.0 |
-51.4% |
178.0 |
| ATR |
60.3 |
58.4 |
-1.9 |
-3.1% |
0.0 |
| Volume |
1,248,474 |
920,388 |
-328,086 |
-26.3% |
6,790,053 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,931.7 |
2,864.7 |
|
| R3 |
2,915.3 |
2,897.7 |
2,855.4 |
|
| R2 |
2,881.3 |
2,881.3 |
2,852.2 |
|
| R1 |
2,863.7 |
2,863.7 |
2,849.1 |
2,872.5 |
| PP |
2,847.3 |
2,847.3 |
2,847.3 |
2,851.8 |
| S1 |
2,829.7 |
2,829.7 |
2,842.9 |
2,838.5 |
| S2 |
2,813.3 |
2,813.3 |
2,839.8 |
|
| S3 |
2,779.3 |
2,795.7 |
2,836.7 |
|
| S4 |
2,745.3 |
2,761.7 |
2,827.3 |
|
|
| 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 |
2,879.0 |
2,728.0 |
151.0 |
5.3% |
64.2 |
2.3% |
78% |
False |
False |
1,284,899 |
| 10 |
2,906.0 |
2,728.0 |
178.0 |
6.3% |
64.9 |
2.3% |
66% |
False |
False |
1,276,545 |
| 20 |
2,906.0 |
2,728.0 |
178.0 |
6.3% |
53.1 |
1.9% |
66% |
False |
False |
1,036,916 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
11.8% |
52.4 |
1.8% |
82% |
False |
False |
528,674 |
| 60 |
2,906.0 |
2,373.0 |
533.0 |
18.7% |
52.0 |
1.8% |
89% |
False |
False |
352,884 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.4% |
52.7 |
1.9% |
91% |
False |
False |
266,386 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.4% |
52.2 |
1.8% |
91% |
False |
False |
214,838 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
28.5% |
53.0 |
1.9% |
93% |
False |
False |
179,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.5 |
|
2.618 |
2,954.0 |
|
1.618 |
2,920.0 |
|
1.000 |
2,899.0 |
|
0.618 |
2,886.0 |
|
HIGH |
2,865.0 |
|
0.618 |
2,852.0 |
|
0.500 |
2,848.0 |
|
0.382 |
2,844.0 |
|
LOW |
2,831.0 |
|
0.618 |
2,810.0 |
|
1.000 |
2,797.0 |
|
1.618 |
2,776.0 |
|
2.618 |
2,742.0 |
|
4.250 |
2,686.5 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.0 |
2,830.0 |
| PP |
2,847.3 |
2,814.0 |
| S1 |
2,846.7 |
2,798.0 |
|