Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,700.75 |
1,707.50 |
6.75 |
0.4% |
1,697.00 |
High |
1,710.00 |
1,730.75 |
20.75 |
1.2% |
1,732.50 |
Low |
1,696.00 |
1,707.50 |
11.50 |
0.7% |
1,649.75 |
Close |
1,708.00 |
1,716.50 |
8.50 |
0.5% |
1,662.25 |
Range |
14.00 |
23.25 |
9.25 |
66.1% |
82.75 |
ATR |
29.79 |
29.33 |
-0.47 |
-1.6% |
0.00 |
Volume |
348,109 |
235,732 |
-112,377 |
-32.3% |
1,671,596 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.00 |
1,775.50 |
1,729.25 |
|
R3 |
1,764.75 |
1,752.25 |
1,723.00 |
|
R2 |
1,741.50 |
1,741.50 |
1,720.75 |
|
R1 |
1,729.00 |
1,729.00 |
1,718.75 |
1,735.25 |
PP |
1,718.25 |
1,718.25 |
1,718.25 |
1,721.50 |
S1 |
1,705.75 |
1,705.75 |
1,714.25 |
1,712.00 |
S2 |
1,695.00 |
1,695.00 |
1,712.25 |
|
S3 |
1,671.75 |
1,682.50 |
1,710.00 |
|
S4 |
1,648.50 |
1,659.25 |
1,703.75 |
|
|
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 |
4.7% |
24.50 |
1.4% |
82% |
True |
False |
323,653 |
10 |
1,732.50 |
1,649.75 |
82.75 |
4.8% |
31.50 |
1.8% |
81% |
False |
False |
323,535 |
20 |
1,753.25 |
1,649.75 |
103.50 |
6.0% |
28.25 |
1.6% |
64% |
False |
False |
301,418 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.3% |
29.75 |
1.7% |
81% |
False |
False |
152,329 |
60 |
1,753.25 |
1,488.00 |
265.25 |
15.5% |
29.00 |
1.7% |
86% |
False |
False |
101,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.50 |
2.618 |
1,791.50 |
1.618 |
1,768.25 |
1.000 |
1,754.00 |
0.618 |
1,745.00 |
HIGH |
1,730.75 |
0.618 |
1,721.75 |
0.500 |
1,719.00 |
0.382 |
1,716.50 |
LOW |
1,707.50 |
0.618 |
1,693.25 |
1.000 |
1,684.25 |
1.618 |
1,670.00 |
2.618 |
1,646.75 |
4.250 |
1,608.75 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,719.00 |
1,711.75 |
PP |
1,718.25 |
1,707.00 |
S1 |
1,717.50 |
1,702.50 |
|