Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,674.00 |
1,700.75 |
26.75 |
1.6% |
1,697.00 |
High |
1,711.25 |
1,710.00 |
-1.25 |
-0.1% |
1,732.50 |
Low |
1,674.00 |
1,696.00 |
22.00 |
1.3% |
1,649.75 |
Close |
1,700.75 |
1,708.00 |
7.25 |
0.4% |
1,662.25 |
Range |
37.25 |
14.00 |
-23.25 |
-62.4% |
82.75 |
ATR |
31.01 |
29.79 |
-1.21 |
-3.9% |
0.00 |
Volume |
261,834 |
348,109 |
86,275 |
33.0% |
1,671,596 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.75 |
1,741.25 |
1,715.75 |
|
R3 |
1,732.75 |
1,727.25 |
1,711.75 |
|
R2 |
1,718.75 |
1,718.75 |
1,710.50 |
|
R1 |
1,713.25 |
1,713.25 |
1,709.25 |
1,716.00 |
PP |
1,704.75 |
1,704.75 |
1,704.75 |
1,706.00 |
S1 |
1,699.25 |
1,699.25 |
1,706.75 |
1,702.00 |
S2 |
1,690.75 |
1,690.75 |
1,705.50 |
|
S3 |
1,676.75 |
1,685.25 |
1,704.25 |
|
S4 |
1,662.75 |
1,671.25 |
1,700.25 |
|
|
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 |
1,726.75 |
1,649.75 |
77.00 |
4.5% |
32.50 |
1.9% |
76% |
False |
False |
362,101 |
10 |
1,736.75 |
1,649.75 |
87.00 |
5.1% |
33.25 |
2.0% |
67% |
False |
False |
331,153 |
20 |
1,753.25 |
1,649.75 |
103.50 |
6.1% |
28.25 |
1.7% |
56% |
False |
False |
291,354 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.4% |
30.25 |
1.8% |
77% |
False |
False |
146,441 |
60 |
1,753.25 |
1,465.25 |
288.00 |
16.9% |
29.00 |
1.7% |
84% |
False |
False |
97,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,769.50 |
2.618 |
1,746.75 |
1.618 |
1,732.75 |
1.000 |
1,724.00 |
0.618 |
1,718.75 |
HIGH |
1,710.00 |
0.618 |
1,704.75 |
0.500 |
1,703.00 |
0.382 |
1,701.25 |
LOW |
1,696.00 |
0.618 |
1,687.25 |
1.000 |
1,682.00 |
1.618 |
1,673.25 |
2.618 |
1,659.25 |
4.250 |
1,636.50 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,706.25 |
1,700.25 |
PP |
1,704.75 |
1,692.50 |
S1 |
1,703.00 |
1,684.50 |
|