Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,036.75 |
1,048.25 |
11.50 |
1.1% |
1,042.25 |
High |
1,056.75 |
1,054.75 |
-2.00 |
-0.2% |
1,065.75 |
Low |
1,035.50 |
1,045.25 |
9.75 |
0.9% |
1,012.00 |
Close |
1,048.50 |
1,053.50 |
5.00 |
0.5% |
1,021.75 |
Range |
21.25 |
9.50 |
-11.75 |
-55.3% |
53.75 |
ATR |
18.17 |
17.55 |
-0.62 |
-3.4% |
0.00 |
Volume |
1,675,761 |
2,160,838 |
485,077 |
28.9% |
10,661,630 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.75 |
1,076.00 |
1,058.75 |
|
R3 |
1,070.25 |
1,066.50 |
1,056.00 |
|
R2 |
1,060.75 |
1,060.75 |
1,055.25 |
|
R1 |
1,057.00 |
1,057.00 |
1,054.25 |
1,059.00 |
PP |
1,051.25 |
1,051.25 |
1,051.25 |
1,052.00 |
S1 |
1,047.50 |
1,047.50 |
1,052.75 |
1,049.50 |
S2 |
1,041.75 |
1,041.75 |
1,051.75 |
|
S3 |
1,032.25 |
1,038.00 |
1,051.00 |
|
S4 |
1,022.75 |
1,028.50 |
1,048.25 |
|
|
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 |
1,056.75 |
1,012.00 |
44.75 |
4.2% |
19.50 |
1.8% |
93% |
False |
False |
2,403,033 |
10 |
1,065.75 |
1,012.00 |
53.75 |
5.1% |
19.25 |
1.8% |
77% |
False |
False |
2,150,797 |
20 |
1,075.75 |
1,012.00 |
63.75 |
6.1% |
17.00 |
1.6% |
65% |
False |
False |
1,981,897 |
40 |
1,075.75 |
971.25 |
104.50 |
9.9% |
17.75 |
1.7% |
79% |
False |
False |
1,000,185 |
60 |
1,075.75 |
899.75 |
176.00 |
16.7% |
17.50 |
1.7% |
87% |
False |
False |
667,370 |
80 |
1,075.75 |
861.25 |
214.50 |
20.4% |
17.25 |
1.6% |
90% |
False |
False |
500,957 |
100 |
1,075.75 |
861.25 |
214.50 |
20.4% |
17.25 |
1.6% |
90% |
False |
False |
400,791 |
120 |
1,075.75 |
816.50 |
259.25 |
24.6% |
17.50 |
1.7% |
91% |
False |
False |
333,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.00 |
2.618 |
1,079.50 |
1.618 |
1,070.00 |
1.000 |
1,064.25 |
0.618 |
1,060.50 |
HIGH |
1,054.75 |
0.618 |
1,051.00 |
0.500 |
1,050.00 |
0.382 |
1,049.00 |
LOW |
1,045.25 |
0.618 |
1,039.50 |
1.000 |
1,035.75 |
1.618 |
1,030.00 |
2.618 |
1,020.50 |
4.250 |
1,005.00 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,052.25 |
1,048.50 |
PP |
1,051.25 |
1,043.25 |
S1 |
1,050.00 |
1,038.00 |
|