Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,707.50 |
1,716.00 |
8.50 |
0.5% |
1,662.50 |
High |
1,730.75 |
1,727.75 |
-3.00 |
-0.2% |
1,730.75 |
Low |
1,707.50 |
1,706.50 |
-1.00 |
-0.1% |
1,658.00 |
Close |
1,716.50 |
1,725.50 |
9.00 |
0.5% |
1,725.50 |
Range |
23.25 |
21.25 |
-2.00 |
-8.6% |
72.75 |
ATR |
29.33 |
28.75 |
-0.58 |
-2.0% |
0.00 |
Volume |
235,732 |
298,222 |
62,490 |
26.5% |
1,510,917 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.75 |
1,775.75 |
1,737.25 |
|
R3 |
1,762.50 |
1,754.50 |
1,731.25 |
|
R2 |
1,741.25 |
1,741.25 |
1,729.50 |
|
R1 |
1,733.25 |
1,733.25 |
1,727.50 |
1,737.25 |
PP |
1,720.00 |
1,720.00 |
1,720.00 |
1,722.00 |
S1 |
1,712.00 |
1,712.00 |
1,723.50 |
1,716.00 |
S2 |
1,698.75 |
1,698.75 |
1,721.50 |
|
S3 |
1,677.50 |
1,690.75 |
1,719.75 |
|
S4 |
1,656.25 |
1,669.50 |
1,713.75 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.00 |
1,897.00 |
1,765.50 |
|
R3 |
1,850.25 |
1,824.25 |
1,745.50 |
|
R2 |
1,777.50 |
1,777.50 |
1,738.75 |
|
R1 |
1,751.50 |
1,751.50 |
1,732.25 |
1,764.50 |
PP |
1,704.75 |
1,704.75 |
1,704.75 |
1,711.25 |
S1 |
1,678.75 |
1,678.75 |
1,718.75 |
1,691.75 |
S2 |
1,632.00 |
1,632.00 |
1,712.25 |
|
S3 |
1,559.25 |
1,606.00 |
1,705.50 |
|
S4 |
1,486.50 |
1,533.25 |
1,685.50 |
|
|
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 |
1,658.00 |
72.75 |
4.2% |
23.75 |
1.4% |
93% |
False |
False |
302,183 |
10 |
1,732.50 |
1,649.75 |
82.75 |
4.8% |
31.75 |
1.8% |
92% |
False |
False |
318,251 |
20 |
1,753.25 |
1,649.75 |
103.50 |
6.0% |
28.50 |
1.6% |
73% |
False |
False |
304,978 |
40 |
1,753.25 |
1,559.25 |
194.00 |
11.2% |
29.50 |
1.7% |
86% |
False |
False |
159,776 |
60 |
1,753.25 |
1,503.50 |
249.75 |
14.5% |
28.75 |
1.7% |
89% |
False |
False |
106,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.00 |
2.618 |
1,783.50 |
1.618 |
1,762.25 |
1.000 |
1,749.00 |
0.618 |
1,741.00 |
HIGH |
1,727.75 |
0.618 |
1,719.75 |
0.500 |
1,717.00 |
0.382 |
1,714.50 |
LOW |
1,706.50 |
0.618 |
1,693.25 |
1.000 |
1,685.25 |
1.618 |
1,672.00 |
2.618 |
1,650.75 |
4.250 |
1,616.25 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,722.75 |
1,721.50 |
PP |
1,720.00 |
1,717.50 |
S1 |
1,717.00 |
1,713.50 |
|