Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,716.00 |
1,669.75 |
-46.25 |
-2.7% |
1,697.00 |
High |
1,726.75 |
1,674.75 |
-52.00 |
-3.0% |
1,732.50 |
Low |
1,663.75 |
1,649.75 |
-14.00 |
-0.8% |
1,649.75 |
Close |
1,670.50 |
1,662.25 |
-8.25 |
-0.5% |
1,662.25 |
Range |
63.00 |
25.00 |
-38.00 |
-60.3% |
82.75 |
ATR |
31.56 |
31.09 |
-0.47 |
-1.5% |
0.00 |
Volume |
427,975 |
405,570 |
-22,405 |
-5.2% |
1,671,596 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.25 |
1,724.75 |
1,676.00 |
|
R3 |
1,712.25 |
1,699.75 |
1,669.00 |
|
R2 |
1,687.25 |
1,687.25 |
1,666.75 |
|
R1 |
1,674.75 |
1,674.75 |
1,664.50 |
1,668.50 |
PP |
1,662.25 |
1,662.25 |
1,662.25 |
1,659.00 |
S1 |
1,649.75 |
1,649.75 |
1,660.00 |
1,643.50 |
S2 |
1,637.25 |
1,637.25 |
1,657.75 |
|
S3 |
1,612.25 |
1,624.75 |
1,655.50 |
|
S4 |
1,587.25 |
1,599.75 |
1,648.50 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.75 |
1,878.75 |
1,707.75 |
|
R3 |
1,847.00 |
1,796.00 |
1,685.00 |
|
R2 |
1,764.25 |
1,764.25 |
1,677.50 |
|
R1 |
1,713.25 |
1,713.25 |
1,669.75 |
1,697.50 |
PP |
1,681.50 |
1,681.50 |
1,681.50 |
1,673.50 |
S1 |
1,630.50 |
1,630.50 |
1,654.75 |
1,614.50 |
S2 |
1,598.75 |
1,598.75 |
1,647.00 |
|
S3 |
1,516.00 |
1,547.75 |
1,639.50 |
|
S4 |
1,433.25 |
1,465.00 |
1,616.75 |
|
|
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 |
1,649.75 |
82.75 |
5.0% |
39.50 |
2.4% |
15% |
False |
True |
334,319 |
10 |
1,753.25 |
1,649.75 |
103.50 |
6.2% |
33.50 |
2.0% |
12% |
False |
True |
306,144 |
20 |
1,753.25 |
1,599.25 |
154.00 |
9.3% |
29.25 |
1.8% |
41% |
False |
False |
243,181 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.7% |
30.50 |
1.8% |
53% |
False |
False |
122,030 |
60 |
1,753.25 |
1,398.50 |
354.75 |
21.3% |
29.25 |
1.8% |
74% |
False |
False |
81,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,781.00 |
2.618 |
1,740.25 |
1.618 |
1,715.25 |
1.000 |
1,699.75 |
0.618 |
1,690.25 |
HIGH |
1,674.75 |
0.618 |
1,665.25 |
0.500 |
1,662.25 |
0.382 |
1,659.25 |
LOW |
1,649.75 |
0.618 |
1,634.25 |
1.000 |
1,624.75 |
1.618 |
1,609.25 |
2.618 |
1,584.25 |
4.250 |
1,543.50 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,662.25 |
1,690.00 |
PP |
1,662.25 |
1,680.75 |
S1 |
1,662.25 |
1,671.50 |
|