Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,669.75 |
1,662.50 |
-7.25 |
-0.4% |
1,697.00 |
High |
1,674.75 |
1,681.25 |
6.50 |
0.4% |
1,732.50 |
Low |
1,649.75 |
1,658.00 |
8.25 |
0.5% |
1,649.75 |
Close |
1,662.25 |
1,674.00 |
11.75 |
0.7% |
1,662.25 |
Range |
25.00 |
23.25 |
-1.75 |
-7.0% |
82.75 |
ATR |
31.09 |
30.53 |
-0.56 |
-1.8% |
0.00 |
Volume |
405,570 |
367,020 |
-38,550 |
-9.5% |
1,671,596 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.75 |
1,730.75 |
1,686.75 |
|
R3 |
1,717.50 |
1,707.50 |
1,680.50 |
|
R2 |
1,694.25 |
1,694.25 |
1,678.25 |
|
R1 |
1,684.25 |
1,684.25 |
1,676.25 |
1,689.25 |
PP |
1,671.00 |
1,671.00 |
1,671.00 |
1,673.50 |
S1 |
1,661.00 |
1,661.00 |
1,671.75 |
1,666.00 |
S2 |
1,647.75 |
1,647.75 |
1,669.75 |
|
S3 |
1,624.50 |
1,637.75 |
1,667.50 |
|
S4 |
1,601.25 |
1,614.50 |
1,661.25 |
|
|
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 |
1,730.75 |
1,649.75 |
81.00 |
4.8% |
35.25 |
2.1% |
30% |
False |
False |
345,696 |
10 |
1,753.25 |
1,649.75 |
103.50 |
6.2% |
33.00 |
2.0% |
23% |
False |
False |
319,067 |
20 |
1,753.25 |
1,631.75 |
121.50 |
7.3% |
28.50 |
1.7% |
35% |
False |
False |
261,371 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.6% |
30.25 |
1.8% |
59% |
False |
False |
131,204 |
60 |
1,753.25 |
1,398.50 |
354.75 |
21.2% |
29.25 |
1.7% |
78% |
False |
False |
87,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.00 |
2.618 |
1,742.00 |
1.618 |
1,718.75 |
1.000 |
1,704.50 |
0.618 |
1,695.50 |
HIGH |
1,681.25 |
0.618 |
1,672.25 |
0.500 |
1,669.50 |
0.382 |
1,667.00 |
LOW |
1,658.00 |
0.618 |
1,643.75 |
1.000 |
1,634.75 |
1.618 |
1,620.50 |
2.618 |
1,597.25 |
4.250 |
1,559.25 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,672.50 |
1,688.25 |
PP |
1,671.00 |
1,683.50 |
S1 |
1,669.50 |
1,678.75 |
|