Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,053.50 |
1,063.25 |
9.75 |
0.9% |
1,021.75 |
High |
1,067.25 |
1,068.50 |
1.25 |
0.1% |
1,068.50 |
Low |
1,053.25 |
1,058.50 |
5.25 |
0.5% |
1,019.50 |
Close |
1,063.75 |
1,068.00 |
4.25 |
0.4% |
1,068.00 |
Range |
14.00 |
10.00 |
-4.00 |
-28.6% |
49.00 |
ATR |
17.30 |
16.78 |
-0.52 |
-3.0% |
0.00 |
Volume |
1,692,060 |
1,874,290 |
182,230 |
10.8% |
9,967,555 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.00 |
1,091.50 |
1,073.50 |
|
R3 |
1,085.00 |
1,081.50 |
1,070.75 |
|
R2 |
1,075.00 |
1,075.00 |
1,069.75 |
|
R1 |
1,071.50 |
1,071.50 |
1,069.00 |
1,073.25 |
PP |
1,065.00 |
1,065.00 |
1,065.00 |
1,066.00 |
S1 |
1,061.50 |
1,061.50 |
1,067.00 |
1,063.25 |
S2 |
1,055.00 |
1,055.00 |
1,066.25 |
|
S3 |
1,045.00 |
1,051.50 |
1,065.25 |
|
S4 |
1,035.00 |
1,041.50 |
1,062.50 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.00 |
1,182.50 |
1,095.00 |
|
R3 |
1,150.00 |
1,133.50 |
1,081.50 |
|
R2 |
1,101.00 |
1,101.00 |
1,077.00 |
|
R1 |
1,084.50 |
1,084.50 |
1,072.50 |
1,092.75 |
PP |
1,052.00 |
1,052.00 |
1,052.00 |
1,056.00 |
S1 |
1,035.50 |
1,035.50 |
1,063.50 |
1,043.75 |
S2 |
1,003.00 |
1,003.00 |
1,059.00 |
|
S3 |
954.00 |
986.50 |
1,054.50 |
|
S4 |
905.00 |
937.50 |
1,041.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,068.50 |
1,019.50 |
49.00 |
4.6% |
14.75 |
1.4% |
99% |
True |
False |
1,993,511 |
10 |
1,068.50 |
1,012.00 |
56.50 |
5.3% |
18.00 |
1.7% |
99% |
True |
False |
2,062,918 |
20 |
1,075.75 |
1,012.00 |
63.75 |
6.0% |
17.00 |
1.6% |
88% |
False |
False |
2,066,779 |
40 |
1,075.75 |
971.25 |
104.50 |
9.8% |
17.25 |
1.6% |
93% |
False |
False |
1,089,188 |
60 |
1,075.75 |
924.00 |
151.75 |
14.2% |
17.00 |
1.6% |
95% |
False |
False |
726,772 |
80 |
1,075.75 |
861.25 |
214.50 |
20.1% |
17.25 |
1.6% |
96% |
False |
False |
545,534 |
100 |
1,075.75 |
861.25 |
214.50 |
20.1% |
17.00 |
1.6% |
96% |
False |
False |
436,451 |
120 |
1,075.75 |
828.00 |
247.75 |
23.2% |
17.50 |
1.6% |
97% |
False |
False |
363,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,111.00 |
2.618 |
1,094.75 |
1.618 |
1,084.75 |
1.000 |
1,078.50 |
0.618 |
1,074.75 |
HIGH |
1,068.50 |
0.618 |
1,064.75 |
0.500 |
1,063.50 |
0.382 |
1,062.25 |
LOW |
1,058.50 |
0.618 |
1,052.25 |
1.000 |
1,048.50 |
1.618 |
1,042.25 |
2.618 |
1,032.25 |
4.250 |
1,016.00 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,066.50 |
1,064.25 |
PP |
1,065.00 |
1,060.50 |
S1 |
1,063.50 |
1,057.00 |
|