| 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 |
2,841.0 |
2,881.0 |
40.0 |
1.4% |
2,806.0 |
| High |
2,865.0 |
2,892.0 |
27.0 |
0.9% |
2,906.0 |
| Low |
2,831.0 |
2,853.0 |
22.0 |
0.8% |
2,728.0 |
| Close |
2,846.0 |
2,871.0 |
25.0 |
0.9% |
2,751.0 |
| Range |
34.0 |
39.0 |
5.0 |
14.7% |
178.0 |
| ATR |
58.4 |
57.5 |
-0.9 |
-1.5% |
0.0 |
| Volume |
920,388 |
1,031,523 |
111,135 |
12.1% |
6,790,053 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.0 |
2,969.0 |
2,892.5 |
|
| R3 |
2,950.0 |
2,930.0 |
2,881.7 |
|
| R2 |
2,911.0 |
2,911.0 |
2,878.2 |
|
| R1 |
2,891.0 |
2,891.0 |
2,874.6 |
2,881.5 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,867.3 |
| S1 |
2,852.0 |
2,852.0 |
2,867.4 |
2,842.5 |
| S2 |
2,833.0 |
2,833.0 |
2,863.9 |
|
| S3 |
2,794.0 |
2,813.0 |
2,860.3 |
|
| S4 |
2,755.0 |
2,774.0 |
2,849.6 |
|
|
| 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 |
2,892.0 |
2,728.0 |
164.0 |
5.7% |
52.4 |
1.8% |
87% |
True |
False |
1,193,313 |
| 10 |
2,906.0 |
2,728.0 |
178.0 |
6.2% |
60.3 |
2.1% |
80% |
False |
False |
1,218,197 |
| 20 |
2,906.0 |
2,728.0 |
178.0 |
6.2% |
52.6 |
1.8% |
80% |
False |
False |
1,084,024 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
11.7% |
51.6 |
1.8% |
90% |
False |
False |
554,396 |
| 60 |
2,906.0 |
2,424.0 |
482.0 |
16.8% |
51.5 |
1.8% |
93% |
False |
False |
370,068 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.2% |
52.5 |
1.8% |
95% |
False |
False |
278,724 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.2% |
52.1 |
1.8% |
95% |
False |
False |
225,050 |
| 120 |
2,906.0 |
2,134.0 |
772.0 |
26.9% |
52.7 |
1.8% |
95% |
False |
False |
187,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,057.8 |
|
2.618 |
2,994.1 |
|
1.618 |
2,955.1 |
|
1.000 |
2,931.0 |
|
0.618 |
2,916.1 |
|
HIGH |
2,892.0 |
|
0.618 |
2,877.1 |
|
0.500 |
2,872.5 |
|
0.382 |
2,867.9 |
|
LOW |
2,853.0 |
|
0.618 |
2,828.9 |
|
1.000 |
2,814.0 |
|
1.618 |
2,789.9 |
|
2.618 |
2,750.9 |
|
4.250 |
2,687.3 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,872.5 |
2,860.0 |
| PP |
2,872.0 |
2,849.0 |
| S1 |
2,871.5 |
2,838.0 |
|