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 |
1,053.50 |
1,027.00 |
-26.50 |
-2.5% |
1,042.25 |
High |
1,056.00 |
1,027.75 |
-28.25 |
-2.7% |
1,065.75 |
Low |
1,024.50 |
1,012.00 |
-12.50 |
-1.2% |
1,012.00 |
Close |
1,027.50 |
1,021.75 |
-5.75 |
-0.6% |
1,021.75 |
Range |
31.50 |
15.75 |
-15.75 |
-50.0% |
53.75 |
ATR |
18.02 |
17.85 |
-0.16 |
-0.9% |
0.00 |
Volume |
2,852,909 |
2,761,051 |
-91,858 |
-3.2% |
10,661,630 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.75 |
1,060.50 |
1,030.50 |
|
R3 |
1,052.00 |
1,044.75 |
1,026.00 |
|
R2 |
1,036.25 |
1,036.25 |
1,024.75 |
|
R1 |
1,029.00 |
1,029.00 |
1,023.25 |
1,024.75 |
PP |
1,020.50 |
1,020.50 |
1,020.50 |
1,018.50 |
S1 |
1,013.25 |
1,013.25 |
1,020.25 |
1,009.00 |
S2 |
1,004.75 |
1,004.75 |
1,018.75 |
|
S3 |
989.00 |
997.50 |
1,017.50 |
|
S4 |
973.25 |
981.75 |
1,013.00 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.50 |
1,161.75 |
1,051.25 |
|
R3 |
1,140.75 |
1,108.00 |
1,036.50 |
|
R2 |
1,087.00 |
1,087.00 |
1,031.50 |
|
R1 |
1,054.25 |
1,054.25 |
1,026.75 |
1,043.75 |
PP |
1,033.25 |
1,033.25 |
1,033.25 |
1,028.00 |
S1 |
1,000.50 |
1,000.50 |
1,016.75 |
990.00 |
S2 |
979.50 |
979.50 |
1,012.00 |
|
S3 |
925.75 |
946.75 |
1,007.00 |
|
S4 |
872.00 |
893.00 |
992.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,065.75 |
1,012.00 |
53.75 |
5.3% |
21.25 |
2.1% |
18% |
False |
True |
2,132,326 |
10 |
1,075.75 |
1,012.00 |
63.75 |
6.2% |
18.50 |
1.8% |
15% |
False |
True |
2,009,208 |
20 |
1,075.75 |
995.50 |
80.25 |
7.9% |
17.00 |
1.7% |
33% |
False |
False |
1,671,001 |
40 |
1,075.75 |
971.25 |
104.50 |
10.2% |
18.00 |
1.8% |
48% |
False |
False |
840,293 |
60 |
1,075.75 |
861.50 |
214.25 |
21.0% |
17.50 |
1.7% |
75% |
False |
False |
560,843 |
80 |
1,075.75 |
861.25 |
214.50 |
21.0% |
17.25 |
1.7% |
75% |
False |
False |
420,955 |
100 |
1,075.75 |
861.25 |
214.50 |
21.0% |
17.25 |
1.7% |
75% |
False |
False |
336,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,094.75 |
2.618 |
1,069.00 |
1.618 |
1,053.25 |
1.000 |
1,043.50 |
0.618 |
1,037.50 |
HIGH |
1,027.75 |
0.618 |
1,021.75 |
0.500 |
1,020.00 |
0.382 |
1,018.00 |
LOW |
1,012.00 |
0.618 |
1,002.25 |
1.000 |
996.25 |
1.618 |
986.50 |
2.618 |
970.75 |
4.250 |
945.00 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,021.00 |
1,037.50 |
PP |
1,020.50 |
1,032.25 |
S1 |
1,020.00 |
1,027.00 |
|