Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,715.00 |
1,716.00 |
1.00 |
0.1% |
1,717.25 |
High |
1,730.00 |
1,726.75 |
-3.25 |
-0.2% |
1,753.25 |
Low |
1,688.75 |
1,663.75 |
-25.00 |
-1.5% |
1,688.75 |
Close |
1,717.50 |
1,670.50 |
-47.00 |
-2.7% |
1,697.00 |
Range |
41.25 |
63.00 |
21.75 |
52.7% |
64.50 |
ATR |
29.14 |
31.56 |
2.42 |
8.3% |
0.00 |
Volume |
276,654 |
427,975 |
151,321 |
54.7% |
1,389,844 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.00 |
1,836.25 |
1,705.25 |
|
R3 |
1,813.00 |
1,773.25 |
1,687.75 |
|
R2 |
1,750.00 |
1,750.00 |
1,682.00 |
|
R1 |
1,710.25 |
1,710.25 |
1,676.25 |
1,698.50 |
PP |
1,687.00 |
1,687.00 |
1,687.00 |
1,681.25 |
S1 |
1,647.25 |
1,647.25 |
1,664.75 |
1,635.50 |
S2 |
1,624.00 |
1,624.00 |
1,659.00 |
|
S3 |
1,561.00 |
1,584.25 |
1,653.25 |
|
S4 |
1,498.00 |
1,521.25 |
1,635.75 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.50 |
1,866.25 |
1,732.50 |
|
R3 |
1,842.00 |
1,801.75 |
1,714.75 |
|
R2 |
1,777.50 |
1,777.50 |
1,708.75 |
|
R1 |
1,737.25 |
1,737.25 |
1,703.00 |
1,725.00 |
PP |
1,713.00 |
1,713.00 |
1,713.00 |
1,707.00 |
S1 |
1,672.75 |
1,672.75 |
1,691.00 |
1,660.50 |
S2 |
1,648.50 |
1,648.50 |
1,685.25 |
|
S3 |
1,584.00 |
1,608.25 |
1,679.25 |
|
S4 |
1,519.50 |
1,543.75 |
1,661.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,732.50 |
1,663.75 |
68.75 |
4.1% |
38.50 |
2.3% |
10% |
False |
True |
323,418 |
10 |
1,753.25 |
1,663.75 |
89.50 |
5.4% |
32.75 |
2.0% |
8% |
False |
True |
299,475 |
20 |
1,753.25 |
1,582.50 |
170.75 |
10.2% |
29.25 |
1.7% |
52% |
False |
False |
222,929 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.6% |
30.50 |
1.8% |
57% |
False |
False |
111,891 |
60 |
1,753.25 |
1,398.50 |
354.75 |
21.2% |
29.00 |
1.7% |
77% |
False |
False |
74,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.50 |
2.618 |
1,891.75 |
1.618 |
1,828.75 |
1.000 |
1,789.75 |
0.618 |
1,765.75 |
HIGH |
1,726.75 |
0.618 |
1,702.75 |
0.500 |
1,695.25 |
0.382 |
1,687.75 |
LOW |
1,663.75 |
0.618 |
1,624.75 |
1.000 |
1,600.75 |
1.618 |
1,561.75 |
2.618 |
1,498.75 |
4.250 |
1,396.00 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,695.25 |
1,697.25 |
PP |
1,687.00 |
1,688.25 |
S1 |
1,678.75 |
1,679.50 |
|