Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,048.25 |
1,053.50 |
5.25 |
0.5% |
1,042.25 |
High |
1,054.75 |
1,067.25 |
12.50 |
1.2% |
1,065.75 |
Low |
1,045.25 |
1,053.25 |
8.00 |
0.8% |
1,012.00 |
Close |
1,053.50 |
1,063.75 |
10.25 |
1.0% |
1,021.75 |
Range |
9.50 |
14.00 |
4.50 |
47.4% |
53.75 |
ATR |
17.55 |
17.30 |
-0.25 |
-1.4% |
0.00 |
Volume |
2,160,838 |
1,692,060 |
-468,778 |
-21.7% |
10,661,630 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.50 |
1,097.50 |
1,071.50 |
|
R3 |
1,089.50 |
1,083.50 |
1,067.50 |
|
R2 |
1,075.50 |
1,075.50 |
1,066.25 |
|
R1 |
1,069.50 |
1,069.50 |
1,065.00 |
1,072.50 |
PP |
1,061.50 |
1,061.50 |
1,061.50 |
1,063.00 |
S1 |
1,055.50 |
1,055.50 |
1,062.50 |
1,058.50 |
S2 |
1,047.50 |
1,047.50 |
1,061.25 |
|
S3 |
1,033.50 |
1,041.50 |
1,060.00 |
|
S4 |
1,019.50 |
1,027.50 |
1,056.00 |
|
|
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 |
1,067.25 |
1,012.00 |
55.25 |
5.2% |
16.00 |
1.5% |
94% |
True |
False |
2,170,863 |
10 |
1,067.25 |
1,012.00 |
55.25 |
5.2% |
18.50 |
1.7% |
94% |
True |
False |
2,107,021 |
20 |
1,075.75 |
1,012.00 |
63.75 |
6.0% |
17.00 |
1.6% |
81% |
False |
False |
2,048,596 |
40 |
1,075.75 |
971.25 |
104.50 |
9.8% |
17.50 |
1.6% |
89% |
False |
False |
1,042,429 |
60 |
1,075.75 |
917.00 |
158.75 |
14.9% |
17.25 |
1.6% |
92% |
False |
False |
695,554 |
80 |
1,075.75 |
861.25 |
214.50 |
20.2% |
17.25 |
1.6% |
94% |
False |
False |
522,108 |
100 |
1,075.75 |
861.25 |
214.50 |
20.2% |
17.25 |
1.6% |
94% |
False |
False |
417,709 |
120 |
1,075.75 |
828.00 |
247.75 |
23.3% |
17.50 |
1.6% |
95% |
False |
False |
348,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.75 |
2.618 |
1,104.00 |
1.618 |
1,090.00 |
1.000 |
1,081.25 |
0.618 |
1,076.00 |
HIGH |
1,067.25 |
0.618 |
1,062.00 |
0.500 |
1,060.25 |
0.382 |
1,058.50 |
LOW |
1,053.25 |
0.618 |
1,044.50 |
1.000 |
1,039.25 |
1.618 |
1,030.50 |
2.618 |
1,016.50 |
4.250 |
993.75 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,062.50 |
1,059.50 |
PP |
1,061.50 |
1,055.50 |
S1 |
1,060.25 |
1,051.50 |
|