Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,021.75 |
1,036.75 |
15.00 |
1.5% |
1,042.25 |
High |
1,038.50 |
1,056.75 |
18.25 |
1.8% |
1,065.75 |
Low |
1,019.50 |
1,035.50 |
16.00 |
1.6% |
1,012.00 |
Close |
1,036.50 |
1,048.50 |
12.00 |
1.2% |
1,021.75 |
Range |
19.00 |
21.25 |
2.25 |
11.8% |
53.75 |
ATR |
17.94 |
18.17 |
0.24 |
1.3% |
0.00 |
Volume |
2,564,606 |
1,675,761 |
-888,845 |
-34.7% |
10,661,630 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.75 |
1,100.75 |
1,060.25 |
|
R3 |
1,089.50 |
1,079.50 |
1,054.25 |
|
R2 |
1,068.25 |
1,068.25 |
1,052.50 |
|
R1 |
1,058.25 |
1,058.25 |
1,050.50 |
1,063.25 |
PP |
1,047.00 |
1,047.00 |
1,047.00 |
1,049.50 |
S1 |
1,037.00 |
1,037.00 |
1,046.50 |
1,042.00 |
S2 |
1,025.75 |
1,025.75 |
1,044.50 |
|
S3 |
1,004.50 |
1,015.75 |
1,042.75 |
|
S4 |
983.25 |
994.50 |
1,036.75 |
|
|
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 |
1,063.25 |
1,012.00 |
51.25 |
4.9% |
21.75 |
2.1% |
71% |
False |
False |
2,299,972 |
10 |
1,075.75 |
1,012.00 |
63.75 |
6.1% |
20.50 |
1.9% |
57% |
False |
False |
2,076,116 |
20 |
1,075.75 |
1,012.00 |
63.75 |
6.1% |
17.50 |
1.7% |
57% |
False |
False |
1,879,572 |
40 |
1,075.75 |
971.25 |
104.50 |
10.0% |
18.00 |
1.7% |
74% |
False |
False |
946,193 |
60 |
1,075.75 |
888.50 |
187.25 |
17.9% |
17.50 |
1.7% |
85% |
False |
False |
631,425 |
80 |
1,075.75 |
861.25 |
214.50 |
20.5% |
17.25 |
1.7% |
87% |
False |
False |
473,948 |
100 |
1,075.75 |
861.25 |
214.50 |
20.5% |
17.50 |
1.7% |
87% |
False |
False |
379,182 |
120 |
1,075.75 |
816.50 |
259.25 |
24.7% |
17.50 |
1.7% |
89% |
False |
False |
315,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.00 |
2.618 |
1,112.50 |
1.618 |
1,091.25 |
1.000 |
1,078.00 |
0.618 |
1,070.00 |
HIGH |
1,056.75 |
0.618 |
1,048.75 |
0.500 |
1,046.00 |
0.382 |
1,043.50 |
LOW |
1,035.50 |
0.618 |
1,022.25 |
1.000 |
1,014.25 |
1.618 |
1,001.00 |
2.618 |
979.75 |
4.250 |
945.25 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,047.75 |
1,043.75 |
PP |
1,047.00 |
1,039.00 |
S1 |
1,046.00 |
1,034.50 |
|