Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
5,721.0 |
5,714.0 |
-7.0 |
-0.1% |
5,470.5 |
High |
5,733.5 |
5,751.0 |
17.5 |
0.3% |
5,751.0 |
Low |
5,668.0 |
5,676.0 |
8.0 |
0.1% |
5,442.0 |
Close |
5,712.5 |
5,710.5 |
-2.0 |
0.0% |
5,710.5 |
Range |
65.5 |
75.0 |
9.5 |
14.5% |
309.0 |
ATR |
109.0 |
106.6 |
-2.4 |
-2.2% |
0.0 |
Volume |
146,661 |
125,159 |
-21,502 |
-14.7% |
703,210 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.5 |
5,899.0 |
5,751.8 |
|
R3 |
5,862.5 |
5,824.0 |
5,731.1 |
|
R2 |
5,787.5 |
5,787.5 |
5,724.3 |
|
R1 |
5,749.0 |
5,749.0 |
5,717.4 |
5,730.8 |
PP |
5,712.5 |
5,712.5 |
5,712.5 |
5,703.4 |
S1 |
5,674.0 |
5,674.0 |
5,703.6 |
5,655.8 |
S2 |
5,637.5 |
5,637.5 |
5,696.8 |
|
S3 |
5,562.5 |
5,599.0 |
5,689.9 |
|
S4 |
5,487.5 |
5,524.0 |
5,669.3 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,561.5 |
6,445.0 |
5,880.5 |
|
R3 |
6,252.5 |
6,136.0 |
5,795.5 |
|
R2 |
5,943.5 |
5,943.5 |
5,767.2 |
|
R1 |
5,827.0 |
5,827.0 |
5,738.8 |
5,885.3 |
PP |
5,634.5 |
5,634.5 |
5,634.5 |
5,663.6 |
S1 |
5,518.0 |
5,518.0 |
5,682.2 |
5,576.3 |
S2 |
5,325.5 |
5,325.5 |
5,653.9 |
|
S3 |
5,016.5 |
5,209.0 |
5,625.5 |
|
S4 |
4,707.5 |
4,900.0 |
5,540.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,751.0 |
5,442.0 |
309.0 |
5.4% |
92.1 |
1.6% |
87% |
True |
False |
140,642 |
10 |
5,759.0 |
5,442.0 |
317.0 |
5.6% |
115.0 |
2.0% |
85% |
False |
False |
159,806 |
20 |
5,764.0 |
5,442.0 |
322.0 |
5.6% |
99.7 |
1.7% |
83% |
False |
False |
136,267 |
40 |
5,764.0 |
5,165.0 |
599.0 |
10.5% |
97.4 |
1.7% |
91% |
False |
False |
70,178 |
60 |
5,764.0 |
4,965.5 |
798.5 |
14.0% |
100.8 |
1.8% |
93% |
False |
False |
47,080 |
80 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
104.0 |
1.8% |
96% |
False |
False |
35,478 |
100 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
103.2 |
1.8% |
96% |
False |
False |
28,695 |
120 |
5,764.0 |
4,540.0 |
1,224.0 |
21.4% |
103.8 |
1.8% |
96% |
False |
False |
23,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,069.8 |
2.618 |
5,947.4 |
1.618 |
5,872.4 |
1.000 |
5,826.0 |
0.618 |
5,797.4 |
HIGH |
5,751.0 |
0.618 |
5,722.4 |
0.500 |
5,713.5 |
0.382 |
5,704.7 |
LOW |
5,676.0 |
0.618 |
5,629.7 |
1.000 |
5,601.0 |
1.618 |
5,554.7 |
2.618 |
5,479.7 |
4.250 |
5,357.3 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,713.5 |
5,703.5 |
PP |
5,712.5 |
5,696.5 |
S1 |
5,711.5 |
5,689.5 |
|