Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,640.0 |
5,721.0 |
81.0 |
1.4% |
5,566.0 |
High |
5,695.0 |
5,733.5 |
38.5 |
0.7% |
5,759.0 |
Low |
5,628.0 |
5,668.0 |
40.0 |
0.7% |
5,443.5 |
Close |
5,653.5 |
5,712.5 |
59.0 |
1.0% |
5,484.0 |
Range |
67.0 |
65.5 |
-1.5 |
-2.2% |
315.5 |
ATR |
111.3 |
109.0 |
-2.2 |
-2.0% |
0.0 |
Volume |
126,842 |
146,661 |
19,819 |
15.6% |
894,855 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,901.2 |
5,872.3 |
5,748.5 |
|
R3 |
5,835.7 |
5,806.8 |
5,730.5 |
|
R2 |
5,770.2 |
5,770.2 |
5,724.5 |
|
R1 |
5,741.3 |
5,741.3 |
5,718.5 |
5,723.0 |
PP |
5,704.7 |
5,704.7 |
5,704.7 |
5,695.5 |
S1 |
5,675.8 |
5,675.8 |
5,706.5 |
5,657.5 |
S2 |
5,639.2 |
5,639.2 |
5,700.5 |
|
S3 |
5,573.7 |
5,610.3 |
5,694.5 |
|
S4 |
5,508.2 |
5,544.8 |
5,676.5 |
|
|
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 |
5,733.5 |
5,442.0 |
291.5 |
5.1% |
96.0 |
1.7% |
93% |
True |
False |
153,620 |
10 |
5,759.0 |
5,442.0 |
317.0 |
5.5% |
114.5 |
2.0% |
85% |
False |
False |
162,230 |
20 |
5,764.0 |
5,442.0 |
322.0 |
5.6% |
98.4 |
1.7% |
84% |
False |
False |
130,570 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.5% |
97.8 |
1.7% |
91% |
False |
False |
67,113 |
60 |
5,764.0 |
4,910.0 |
854.0 |
14.9% |
101.5 |
1.8% |
94% |
False |
False |
45,003 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.1 |
1.8% |
96% |
False |
False |
34,006 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
103.5 |
1.8% |
96% |
False |
False |
27,447 |
120 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.0 |
1.8% |
96% |
False |
False |
22,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,011.9 |
2.618 |
5,905.0 |
1.618 |
5,839.5 |
1.000 |
5,799.0 |
0.618 |
5,774.0 |
HIGH |
5,733.5 |
0.618 |
5,708.5 |
0.500 |
5,700.8 |
0.382 |
5,693.0 |
LOW |
5,668.0 |
0.618 |
5,627.5 |
1.000 |
5,602.5 |
1.618 |
5,562.0 |
2.618 |
5,496.5 |
4.250 |
5,389.6 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,708.6 |
5,683.8 |
PP |
5,704.7 |
5,655.0 |
S1 |
5,700.8 |
5,626.3 |
|