| 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 |
2,881.0 |
2,879.0 |
-2.0 |
-0.1% |
2,747.0 |
| High |
2,892.0 |
2,891.0 |
-1.0 |
0.0% |
2,892.0 |
| Low |
2,853.0 |
2,852.0 |
-1.0 |
0.0% |
2,731.0 |
| Close |
2,871.0 |
2,867.0 |
-4.0 |
-0.1% |
2,867.0 |
| Range |
39.0 |
39.0 |
0.0 |
0.0% |
161.0 |
| ATR |
57.5 |
56.2 |
-1.3 |
-2.3% |
0.0 |
| Volume |
1,031,523 |
886,934 |
-144,589 |
-14.0% |
5,143,700 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.0 |
2,966.0 |
2,888.5 |
|
| R3 |
2,948.0 |
2,927.0 |
2,877.7 |
|
| R2 |
2,909.0 |
2,909.0 |
2,874.2 |
|
| R1 |
2,888.0 |
2,888.0 |
2,870.6 |
2,879.0 |
| PP |
2,870.0 |
2,870.0 |
2,870.0 |
2,865.5 |
| S1 |
2,849.0 |
2,849.0 |
2,863.4 |
2,840.0 |
| S2 |
2,831.0 |
2,831.0 |
2,859.9 |
|
| S3 |
2,792.0 |
2,810.0 |
2,856.3 |
|
| S4 |
2,753.0 |
2,771.0 |
2,845.6 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,313.0 |
3,251.0 |
2,955.6 |
|
| R3 |
3,152.0 |
3,090.0 |
2,911.3 |
|
| R2 |
2,991.0 |
2,991.0 |
2,896.5 |
|
| R1 |
2,929.0 |
2,929.0 |
2,881.8 |
2,960.0 |
| PP |
2,830.0 |
2,830.0 |
2,830.0 |
2,845.5 |
| S1 |
2,768.0 |
2,768.0 |
2,852.2 |
2,799.0 |
| S2 |
2,669.0 |
2,669.0 |
2,837.5 |
|
| S3 |
2,508.0 |
2,607.0 |
2,822.7 |
|
| S4 |
2,347.0 |
2,446.0 |
2,778.5 |
|
|
| 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 |
2,731.0 |
161.0 |
5.6% |
49.6 |
1.7% |
84% |
False |
False |
1,028,740 |
| 10 |
2,906.0 |
2,728.0 |
178.0 |
6.2% |
61.1 |
2.1% |
78% |
False |
False |
1,193,375 |
| 20 |
2,906.0 |
2,728.0 |
178.0 |
6.2% |
53.0 |
1.8% |
78% |
False |
False |
1,115,429 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
11.7% |
51.5 |
1.8% |
88% |
False |
False |
576,413 |
| 60 |
2,906.0 |
2,441.0 |
465.0 |
16.2% |
51.2 |
1.8% |
92% |
False |
False |
384,838 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.2% |
52.3 |
1.8% |
94% |
False |
False |
289,148 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.2% |
51.9 |
1.8% |
94% |
False |
False |
233,848 |
| 120 |
2,906.0 |
2,176.0 |
730.0 |
25.5% |
52.3 |
1.8% |
95% |
False |
False |
195,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.8 |
|
2.618 |
2,993.1 |
|
1.618 |
2,954.1 |
|
1.000 |
2,930.0 |
|
0.618 |
2,915.1 |
|
HIGH |
2,891.0 |
|
0.618 |
2,876.1 |
|
0.500 |
2,871.5 |
|
0.382 |
2,866.9 |
|
LOW |
2,852.0 |
|
0.618 |
2,827.9 |
|
1.000 |
2,813.0 |
|
1.618 |
2,788.9 |
|
2.618 |
2,749.9 |
|
4.250 |
2,686.3 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,871.5 |
2,865.2 |
| PP |
2,870.0 |
2,863.3 |
| S1 |
2,868.5 |
2,861.5 |
|