Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,679.0 |
5,522.0 |
-157.0 |
-2.8% |
5,566.0 |
High |
5,729.0 |
5,538.0 |
-191.0 |
-3.3% |
5,759.0 |
Low |
5,531.0 |
5,443.5 |
-87.5 |
-1.6% |
5,443.5 |
Close |
5,559.5 |
5,484.0 |
-75.5 |
-1.4% |
5,484.0 |
Range |
198.0 |
94.5 |
-103.5 |
-52.3% |
315.5 |
ATR |
111.5 |
111.8 |
0.3 |
0.3% |
0.0 |
Volume |
203,795 |
190,053 |
-13,742 |
-6.7% |
894,855 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,772.0 |
5,722.5 |
5,536.0 |
|
R3 |
5,677.5 |
5,628.0 |
5,510.0 |
|
R2 |
5,583.0 |
5,583.0 |
5,501.3 |
|
R1 |
5,533.5 |
5,533.5 |
5,492.7 |
5,511.0 |
PP |
5,488.5 |
5,488.5 |
5,488.5 |
5,477.3 |
S1 |
5,439.0 |
5,439.0 |
5,475.3 |
5,416.5 |
S2 |
5,394.0 |
5,394.0 |
5,466.7 |
|
S3 |
5,299.5 |
5,344.5 |
5,458.0 |
|
S4 |
5,205.0 |
5,250.0 |
5,432.0 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,508.7 |
6,311.8 |
5,657.5 |
|
R3 |
6,193.2 |
5,996.3 |
5,570.8 |
|
R2 |
5,877.7 |
5,877.7 |
5,541.8 |
|
R1 |
5,680.8 |
5,680.8 |
5,512.9 |
5,621.5 |
PP |
5,562.2 |
5,562.2 |
5,562.2 |
5,532.5 |
S1 |
5,365.3 |
5,365.3 |
5,455.1 |
5,306.0 |
S2 |
5,246.7 |
5,246.7 |
5,426.2 |
|
S3 |
4,931.2 |
5,049.8 |
5,397.2 |
|
S4 |
4,615.7 |
4,734.3 |
5,310.5 |
|
|
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 |
5,443.5 |
315.5 |
5.8% |
137.8 |
2.5% |
13% |
False |
True |
178,971 |
10 |
5,759.0 |
5,443.5 |
315.5 |
5.8% |
116.1 |
2.1% |
13% |
False |
True |
164,645 |
20 |
5,764.0 |
5,325.0 |
439.0 |
8.0% |
97.5 |
1.8% |
36% |
False |
False |
104,159 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.9% |
100.8 |
1.8% |
53% |
False |
False |
52,707 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
22.3% |
103.5 |
1.9% |
77% |
False |
False |
35,405 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
22.3% |
104.9 |
1.9% |
77% |
False |
False |
26,965 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
22.3% |
105.0 |
1.9% |
77% |
False |
False |
21,681 |
120 |
5,764.0 |
4,425.0 |
1,339.0 |
24.4% |
105.2 |
1.9% |
79% |
False |
False |
18,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,939.6 |
2.618 |
5,785.4 |
1.618 |
5,690.9 |
1.000 |
5,632.5 |
0.618 |
5,596.4 |
HIGH |
5,538.0 |
0.618 |
5,501.9 |
0.500 |
5,490.8 |
0.382 |
5,479.6 |
LOW |
5,443.5 |
0.618 |
5,385.1 |
1.000 |
5,349.0 |
1.618 |
5,290.6 |
2.618 |
5,196.1 |
4.250 |
5,041.9 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,490.8 |
5,595.0 |
PP |
5,488.5 |
5,558.0 |
S1 |
5,486.3 |
5,521.0 |
|