Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,520.0 |
5,640.0 |
120.0 |
2.2% |
5,566.0 |
High |
5,665.0 |
5,695.0 |
30.0 |
0.5% |
5,759.0 |
Low |
5,519.0 |
5,628.0 |
109.0 |
2.0% |
5,443.5 |
Close |
5,651.5 |
5,653.5 |
2.0 |
0.0% |
5,484.0 |
Range |
146.0 |
67.0 |
-79.0 |
-54.1% |
315.5 |
ATR |
114.7 |
111.3 |
-3.4 |
-3.0% |
0.0 |
Volume |
162,809 |
126,842 |
-35,967 |
-22.1% |
894,855 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,859.8 |
5,823.7 |
5,690.4 |
|
R3 |
5,792.8 |
5,756.7 |
5,671.9 |
|
R2 |
5,725.8 |
5,725.8 |
5,665.8 |
|
R1 |
5,689.7 |
5,689.7 |
5,659.6 |
5,707.8 |
PP |
5,658.8 |
5,658.8 |
5,658.8 |
5,667.9 |
S1 |
5,622.7 |
5,622.7 |
5,647.4 |
5,640.8 |
S2 |
5,591.8 |
5,591.8 |
5,641.2 |
|
S3 |
5,524.8 |
5,555.7 |
5,635.1 |
|
S4 |
5,457.8 |
5,488.7 |
5,616.7 |
|
|
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 |
5,729.0 |
5,442.0 |
287.0 |
5.1% |
122.5 |
2.2% |
74% |
False |
False |
165,047 |
10 |
5,759.0 |
5,442.0 |
317.0 |
5.6% |
123.8 |
2.2% |
67% |
False |
False |
169,439 |
20 |
5,764.0 |
5,442.0 |
322.0 |
5.7% |
99.3 |
1.8% |
66% |
False |
False |
124,132 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.6% |
99.2 |
1.8% |
82% |
False |
False |
63,472 |
60 |
5,764.0 |
4,821.0 |
943.0 |
16.7% |
102.5 |
1.8% |
88% |
False |
False |
42,569 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.7% |
104.9 |
1.9% |
91% |
False |
False |
32,229 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.7% |
104.0 |
1.8% |
91% |
False |
False |
25,984 |
120 |
5,764.0 |
4,425.0 |
1,339.0 |
23.7% |
104.7 |
1.9% |
92% |
False |
False |
21,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,979.8 |
2.618 |
5,870.4 |
1.618 |
5,803.4 |
1.000 |
5,762.0 |
0.618 |
5,736.4 |
HIGH |
5,695.0 |
0.618 |
5,669.4 |
0.500 |
5,661.5 |
0.382 |
5,653.6 |
LOW |
5,628.0 |
0.618 |
5,586.6 |
1.000 |
5,561.0 |
1.618 |
5,519.6 |
2.618 |
5,452.6 |
4.250 |
5,343.3 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,661.5 |
5,625.2 |
PP |
5,658.8 |
5,596.8 |
S1 |
5,656.2 |
5,568.5 |
|