Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,719.5 |
5,679.0 |
-40.5 |
-0.7% |
5,709.5 |
High |
5,746.5 |
5,729.0 |
-17.5 |
-0.3% |
5,756.5 |
Low |
5,619.0 |
5,531.0 |
-88.0 |
-1.6% |
5,560.0 |
Close |
5,674.5 |
5,559.5 |
-115.0 |
-2.0% |
5,589.5 |
Range |
127.5 |
198.0 |
70.5 |
55.3% |
196.5 |
ATR |
104.8 |
111.5 |
6.7 |
6.4% |
0.0 |
Volume |
179,827 |
203,795 |
23,968 |
13.3% |
751,601 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,200.5 |
6,078.0 |
5,668.4 |
|
R3 |
6,002.5 |
5,880.0 |
5,614.0 |
|
R2 |
5,804.5 |
5,804.5 |
5,595.8 |
|
R1 |
5,682.0 |
5,682.0 |
5,577.7 |
5,644.3 |
PP |
5,606.5 |
5,606.5 |
5,606.5 |
5,587.6 |
S1 |
5,484.0 |
5,484.0 |
5,541.4 |
5,446.3 |
S2 |
5,408.5 |
5,408.5 |
5,523.2 |
|
S3 |
5,210.5 |
5,286.0 |
5,505.1 |
|
S4 |
5,012.5 |
5,088.0 |
5,450.6 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,224.8 |
6,103.7 |
5,697.6 |
|
R3 |
6,028.3 |
5,907.2 |
5,643.5 |
|
R2 |
5,831.8 |
5,831.8 |
5,625.5 |
|
R1 |
5,710.7 |
5,710.7 |
5,607.5 |
5,673.0 |
PP |
5,635.3 |
5,635.3 |
5,635.3 |
5,616.5 |
S1 |
5,514.2 |
5,514.2 |
5,571.5 |
5,476.5 |
S2 |
5,438.8 |
5,438.8 |
5,553.5 |
|
S3 |
5,242.3 |
5,317.7 |
5,535.5 |
|
S4 |
5,045.8 |
5,121.2 |
5,481.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,759.0 |
5,531.0 |
228.0 |
4.1% |
133.0 |
2.4% |
13% |
False |
True |
170,839 |
10 |
5,764.0 |
5,531.0 |
233.0 |
4.2% |
112.8 |
2.0% |
12% |
False |
True |
161,594 |
20 |
5,764.0 |
5,283.0 |
481.0 |
8.7% |
96.7 |
1.7% |
57% |
False |
False |
94,970 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.8% |
100.6 |
1.8% |
66% |
False |
False |
47,976 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
22.0% |
102.9 |
1.9% |
83% |
False |
False |
32,257 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
22.0% |
104.8 |
1.9% |
83% |
False |
False |
24,597 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
22.0% |
105.1 |
1.9% |
83% |
False |
False |
19,783 |
120 |
5,764.0 |
4,425.0 |
1,339.0 |
24.1% |
105.1 |
1.9% |
85% |
False |
False |
16,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,570.5 |
2.618 |
6,247.4 |
1.618 |
6,049.4 |
1.000 |
5,927.0 |
0.618 |
5,851.4 |
HIGH |
5,729.0 |
0.618 |
5,653.4 |
0.500 |
5,630.0 |
0.382 |
5,606.6 |
LOW |
5,531.0 |
0.618 |
5,408.6 |
1.000 |
5,333.0 |
1.618 |
5,210.6 |
2.618 |
5,012.6 |
4.250 |
4,689.5 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,630.0 |
5,645.0 |
PP |
5,606.5 |
5,616.5 |
S1 |
5,583.0 |
5,588.0 |
|