| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
5,102.0 |
4,980.5 |
-121.5 |
-2.4% |
5,064.0 |
| High |
5,136.0 |
5,001.5 |
-134.5 |
-2.6% |
5,160.5 |
| Low |
4,990.5 |
4,922.5 |
-68.0 |
-1.4% |
4,922.5 |
| Close |
5,023.0 |
4,966.0 |
-57.0 |
-1.1% |
4,966.0 |
| Range |
145.5 |
79.0 |
-66.5 |
-45.7% |
238.0 |
| ATR |
82.0 |
83.4 |
1.3 |
1.6% |
0.0 |
| Volume |
157,265 |
133,907 |
-23,358 |
-14.9% |
619,404 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,200.5 |
5,162.0 |
5,009.5 |
|
| R3 |
5,121.5 |
5,083.0 |
4,987.5 |
|
| R2 |
5,042.5 |
5,042.5 |
4,980.5 |
|
| R1 |
5,004.0 |
5,004.0 |
4,973.0 |
4,984.0 |
| PP |
4,963.5 |
4,963.5 |
4,963.5 |
4,953.0 |
| S1 |
4,925.0 |
4,925.0 |
4,959.0 |
4,905.0 |
| S2 |
4,884.5 |
4,884.5 |
4,951.5 |
|
| S3 |
4,805.5 |
4,846.0 |
4,944.5 |
|
| S4 |
4,726.5 |
4,767.0 |
4,922.5 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,730.5 |
5,586.0 |
5,097.0 |
|
| R3 |
5,492.5 |
5,348.0 |
5,031.5 |
|
| R2 |
5,254.5 |
5,254.5 |
5,009.5 |
|
| R1 |
5,110.0 |
5,110.0 |
4,988.0 |
5,063.0 |
| PP |
5,016.5 |
5,016.5 |
5,016.5 |
4,993.0 |
| S1 |
4,872.0 |
4,872.0 |
4,944.0 |
4,825.0 |
| S2 |
4,778.5 |
4,778.5 |
4,922.5 |
|
| S3 |
4,540.5 |
4,634.0 |
4,900.5 |
|
| S4 |
4,302.5 |
4,396.0 |
4,835.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,160.5 |
4,922.5 |
238.0 |
4.8% |
101.0 |
2.0% |
18% |
False |
True |
123,880 |
| 10 |
5,160.5 |
4,922.5 |
238.0 |
4.8% |
86.5 |
1.7% |
18% |
False |
True |
119,338 |
| 20 |
5,168.0 |
4,787.5 |
380.5 |
7.7% |
78.0 |
1.6% |
47% |
False |
False |
94,393 |
| 40 |
5,168.0 |
4,568.0 |
600.0 |
12.1% |
68.0 |
1.4% |
66% |
False |
False |
47,615 |
| 60 |
5,168.0 |
4,041.0 |
1,127.0 |
22.7% |
63.5 |
1.3% |
82% |
False |
False |
31,790 |
| 80 |
5,168.0 |
4,041.0 |
1,127.0 |
22.7% |
63.0 |
1.3% |
82% |
False |
False |
23,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,337.0 |
|
2.618 |
5,208.5 |
|
1.618 |
5,129.5 |
|
1.000 |
5,080.5 |
|
0.618 |
5,050.5 |
|
HIGH |
5,001.5 |
|
0.618 |
4,971.5 |
|
0.500 |
4,962.0 |
|
0.382 |
4,952.5 |
|
LOW |
4,922.5 |
|
0.618 |
4,873.5 |
|
1.000 |
4,843.5 |
|
1.618 |
4,794.5 |
|
2.618 |
4,715.5 |
|
4.250 |
4,587.0 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,964.5 |
5,041.5 |
| PP |
4,963.5 |
5,016.5 |
| S1 |
4,962.0 |
4,991.0 |
|