Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,027.00 |
1,021.75 |
-5.25 |
-0.5% |
1,042.25 |
High |
1,027.75 |
1,038.50 |
10.75 |
1.0% |
1,065.75 |
Low |
1,012.00 |
1,019.50 |
7.50 |
0.7% |
1,012.00 |
Close |
1,021.75 |
1,036.50 |
14.75 |
1.4% |
1,021.75 |
Range |
15.75 |
19.00 |
3.25 |
20.6% |
53.75 |
ATR |
17.85 |
17.94 |
0.08 |
0.5% |
0.00 |
Volume |
2,761,051 |
2,564,606 |
-196,445 |
-7.1% |
10,661,630 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,088.50 |
1,081.50 |
1,047.00 |
|
R3 |
1,069.50 |
1,062.50 |
1,041.75 |
|
R2 |
1,050.50 |
1,050.50 |
1,040.00 |
|
R1 |
1,043.50 |
1,043.50 |
1,038.25 |
1,047.00 |
PP |
1,031.50 |
1,031.50 |
1,031.50 |
1,033.25 |
S1 |
1,024.50 |
1,024.50 |
1,034.75 |
1,028.00 |
S2 |
1,012.50 |
1,012.50 |
1,033.00 |
|
S3 |
993.50 |
1,005.50 |
1,031.25 |
|
S4 |
974.50 |
986.50 |
1,026.00 |
|
|
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 |
5.2% |
20.00 |
1.9% |
46% |
False |
False |
2,268,214 |
10 |
1,075.75 |
1,012.00 |
63.75 |
6.2% |
19.25 |
1.9% |
38% |
False |
False |
2,078,401 |
20 |
1,075.75 |
1,008.25 |
67.50 |
6.5% |
17.00 |
1.6% |
42% |
False |
False |
1,798,100 |
40 |
1,075.75 |
971.25 |
104.50 |
10.1% |
17.75 |
1.7% |
62% |
False |
False |
904,367 |
60 |
1,075.75 |
861.50 |
214.25 |
20.7% |
17.50 |
1.7% |
82% |
False |
False |
603,533 |
80 |
1,075.75 |
861.25 |
214.50 |
20.7% |
17.25 |
1.7% |
82% |
False |
False |
453,007 |
100 |
1,075.75 |
861.25 |
214.50 |
20.7% |
17.50 |
1.7% |
82% |
False |
False |
362,425 |
120 |
1,075.75 |
816.50 |
259.25 |
25.0% |
17.50 |
1.7% |
85% |
False |
False |
302,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,119.25 |
2.618 |
1,088.25 |
1.618 |
1,069.25 |
1.000 |
1,057.50 |
0.618 |
1,050.25 |
HIGH |
1,038.50 |
0.618 |
1,031.25 |
0.500 |
1,029.00 |
0.382 |
1,026.75 |
LOW |
1,019.50 |
0.618 |
1,007.75 |
1.000 |
1,000.50 |
1.618 |
988.75 |
2.618 |
969.75 |
4.250 |
938.75 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,034.00 |
1,035.75 |
PP |
1,031.50 |
1,034.75 |
S1 |
1,029.00 |
1,034.00 |
|