Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,522.0 |
5,470.5 |
-51.5 |
-0.9% |
5,566.0 |
High |
5,538.0 |
5,549.0 |
11.0 |
0.2% |
5,759.0 |
Low |
5,443.5 |
5,442.0 |
-1.5 |
0.0% |
5,443.5 |
Close |
5,484.0 |
5,508.5 |
24.5 |
0.4% |
5,484.0 |
Range |
94.5 |
107.0 |
12.5 |
13.2% |
315.5 |
ATR |
111.8 |
111.5 |
-0.3 |
-0.3% |
0.0 |
Volume |
190,053 |
141,739 |
-48,314 |
-25.4% |
894,855 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.8 |
5,771.7 |
5,567.4 |
|
R3 |
5,713.8 |
5,664.7 |
5,537.9 |
|
R2 |
5,606.8 |
5,606.8 |
5,528.1 |
|
R1 |
5,557.7 |
5,557.7 |
5,518.3 |
5,582.3 |
PP |
5,499.8 |
5,499.8 |
5,499.8 |
5,512.1 |
S1 |
5,450.7 |
5,450.7 |
5,498.7 |
5,475.3 |
S2 |
5,392.8 |
5,392.8 |
5,488.9 |
|
S3 |
5,285.8 |
5,343.7 |
5,479.1 |
|
S4 |
5,178.8 |
5,236.7 |
5,449.7 |
|
|
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 |
5,442.0 |
317.0 |
5.8% |
119.1 |
2.2% |
21% |
False |
True |
171,883 |
10 |
5,759.0 |
5,442.0 |
317.0 |
5.8% |
117.2 |
2.1% |
21% |
False |
True |
165,180 |
20 |
5,764.0 |
5,442.0 |
322.0 |
5.8% |
97.4 |
1.8% |
21% |
False |
True |
110,902 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.9% |
99.5 |
1.8% |
57% |
False |
False |
56,242 |
60 |
5,764.0 |
4,540.0 |
1,224.0 |
22.2% |
104.1 |
1.9% |
79% |
False |
False |
37,756 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
22.2% |
105.5 |
1.9% |
79% |
False |
False |
28,704 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
22.2% |
105.4 |
1.9% |
79% |
False |
False |
23,096 |
120 |
5,764.0 |
4,425.0 |
1,339.0 |
24.3% |
105.2 |
1.9% |
81% |
False |
False |
19,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,003.8 |
2.618 |
5,829.1 |
1.618 |
5,722.1 |
1.000 |
5,656.0 |
0.618 |
5,615.1 |
HIGH |
5,549.0 |
0.618 |
5,508.1 |
0.500 |
5,495.5 |
0.382 |
5,482.9 |
LOW |
5,442.0 |
0.618 |
5,375.9 |
1.000 |
5,335.0 |
1.618 |
5,268.9 |
2.618 |
5,161.9 |
4.250 |
4,987.3 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,504.2 |
5,585.5 |
PP |
5,499.8 |
5,559.8 |
S1 |
5,495.5 |
5,534.2 |
|