Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,662.50 |
1,674.00 |
11.50 |
0.7% |
1,697.00 |
High |
1,681.25 |
1,711.25 |
30.00 |
1.8% |
1,732.50 |
Low |
1,658.00 |
1,674.00 |
16.00 |
1.0% |
1,649.75 |
Close |
1,674.00 |
1,700.75 |
26.75 |
1.6% |
1,662.25 |
Range |
23.25 |
37.25 |
14.00 |
60.2% |
82.75 |
ATR |
30.53 |
31.01 |
0.48 |
1.6% |
0.00 |
Volume |
367,020 |
261,834 |
-105,186 |
-28.7% |
1,671,596 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.00 |
1,791.25 |
1,721.25 |
|
R3 |
1,769.75 |
1,754.00 |
1,711.00 |
|
R2 |
1,732.50 |
1,732.50 |
1,707.50 |
|
R1 |
1,716.75 |
1,716.75 |
1,704.25 |
1,724.50 |
PP |
1,695.25 |
1,695.25 |
1,695.25 |
1,699.25 |
S1 |
1,679.50 |
1,679.50 |
1,697.25 |
1,687.50 |
S2 |
1,658.00 |
1,658.00 |
1,694.00 |
|
S3 |
1,620.75 |
1,642.25 |
1,690.50 |
|
S4 |
1,583.50 |
1,605.00 |
1,680.25 |
|
|
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 |
1,730.00 |
1,649.75 |
80.25 |
4.7% |
38.00 |
2.2% |
64% |
False |
False |
347,810 |
10 |
1,753.25 |
1,649.75 |
103.50 |
6.1% |
35.25 |
2.1% |
49% |
False |
False |
319,000 |
20 |
1,753.25 |
1,643.25 |
110.00 |
6.5% |
29.25 |
1.7% |
52% |
False |
False |
274,376 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.4% |
30.50 |
1.8% |
73% |
False |
False |
137,744 |
60 |
1,753.25 |
1,436.25 |
317.00 |
18.6% |
29.00 |
1.7% |
83% |
False |
False |
91,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.50 |
2.618 |
1,808.75 |
1.618 |
1,771.50 |
1.000 |
1,748.50 |
0.618 |
1,734.25 |
HIGH |
1,711.25 |
0.618 |
1,697.00 |
0.500 |
1,692.50 |
0.382 |
1,688.25 |
LOW |
1,674.00 |
0.618 |
1,651.00 |
1.000 |
1,636.75 |
1.618 |
1,613.75 |
2.618 |
1,576.50 |
4.250 |
1,515.75 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,698.00 |
1,694.00 |
PP |
1,695.25 |
1,687.25 |
S1 |
1,692.50 |
1,680.50 |
|