Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,470.5 |
5,520.0 |
49.5 |
0.9% |
5,566.0 |
High |
5,549.0 |
5,665.0 |
116.0 |
2.1% |
5,759.0 |
Low |
5,442.0 |
5,519.0 |
77.0 |
1.4% |
5,443.5 |
Close |
5,508.5 |
5,651.5 |
143.0 |
2.6% |
5,484.0 |
Range |
107.0 |
146.0 |
39.0 |
36.4% |
315.5 |
ATR |
111.5 |
114.7 |
3.2 |
2.9% |
0.0 |
Volume |
141,739 |
162,809 |
21,070 |
14.9% |
894,855 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,049.8 |
5,996.7 |
5,731.8 |
|
R3 |
5,903.8 |
5,850.7 |
5,691.7 |
|
R2 |
5,757.8 |
5,757.8 |
5,678.3 |
|
R1 |
5,704.7 |
5,704.7 |
5,664.9 |
5,731.3 |
PP |
5,611.8 |
5,611.8 |
5,611.8 |
5,625.1 |
S1 |
5,558.7 |
5,558.7 |
5,638.1 |
5,585.3 |
S2 |
5,465.8 |
5,465.8 |
5,624.7 |
|
S3 |
5,319.8 |
5,412.7 |
5,611.4 |
|
S4 |
5,173.8 |
5,266.7 |
5,571.2 |
|
|
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 |
5,746.5 |
5,442.0 |
304.5 |
5.4% |
134.6 |
2.4% |
69% |
False |
False |
175,644 |
10 |
5,759.0 |
5,442.0 |
317.0 |
5.6% |
125.6 |
2.2% |
66% |
False |
False |
169,848 |
20 |
5,764.0 |
5,442.0 |
322.0 |
5.7% |
102.5 |
1.8% |
65% |
False |
False |
118,614 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.6% |
101.9 |
1.8% |
81% |
False |
False |
60,308 |
60 |
5,764.0 |
4,715.0 |
1,049.0 |
18.6% |
102.9 |
1.8% |
89% |
False |
False |
40,465 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.7% |
105.2 |
1.9% |
91% |
False |
False |
30,690 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.7% |
104.6 |
1.9% |
91% |
False |
False |
24,722 |
120 |
5,764.0 |
4,425.0 |
1,339.0 |
23.7% |
105.7 |
1.9% |
92% |
False |
False |
20,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,285.5 |
2.618 |
6,047.2 |
1.618 |
5,901.2 |
1.000 |
5,811.0 |
0.618 |
5,755.2 |
HIGH |
5,665.0 |
0.618 |
5,609.2 |
0.500 |
5,592.0 |
0.382 |
5,574.8 |
LOW |
5,519.0 |
0.618 |
5,428.8 |
1.000 |
5,373.0 |
1.618 |
5,282.8 |
2.618 |
5,136.8 |
4.250 |
4,898.5 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,631.7 |
5,618.8 |
PP |
5,611.8 |
5,586.2 |
S1 |
5,592.0 |
5,553.5 |
|