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 |
4,975.0 |
5,017.5 |
42.5 |
0.9% |
5,064.0 |
High |
5,021.5 |
5,122.0 |
100.5 |
2.0% |
5,160.5 |
Low |
4,944.0 |
5,000.0 |
56.0 |
1.1% |
4,922.5 |
Close |
4,992.0 |
5,103.0 |
111.0 |
2.2% |
4,966.0 |
Range |
77.5 |
122.0 |
44.5 |
57.4% |
238.0 |
ATR |
82.9 |
86.3 |
3.4 |
4.1% |
0.0 |
Volume |
157,341 |
99,590 |
-57,751 |
-36.7% |
619,404 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,441.0 |
5,394.0 |
5,170.0 |
|
R3 |
5,319.0 |
5,272.0 |
5,136.5 |
|
R2 |
5,197.0 |
5,197.0 |
5,125.5 |
|
R1 |
5,150.0 |
5,150.0 |
5,114.0 |
5,173.5 |
PP |
5,075.0 |
5,075.0 |
5,075.0 |
5,087.0 |
S1 |
5,028.0 |
5,028.0 |
5,092.0 |
5,051.5 |
S2 |
4,953.0 |
4,953.0 |
5,080.5 |
|
S3 |
4,831.0 |
4,906.0 |
5,069.5 |
|
S4 |
4,709.0 |
4,784.0 |
5,036.0 |
|
|
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 |
4.7% |
105.0 |
2.1% |
76% |
False |
False |
128,689 |
10 |
5,160.5 |
4,922.5 |
238.0 |
4.7% |
94.0 |
1.8% |
76% |
False |
False |
122,361 |
20 |
5,168.0 |
4,895.0 |
273.0 |
5.3% |
82.5 |
1.6% |
76% |
False |
False |
106,705 |
40 |
5,168.0 |
4,568.0 |
600.0 |
11.8% |
68.5 |
1.3% |
89% |
False |
False |
54,034 |
60 |
5,168.0 |
4,041.0 |
1,127.0 |
22.1% |
66.0 |
1.3% |
94% |
False |
False |
36,068 |
80 |
5,168.0 |
4,041.0 |
1,127.0 |
22.1% |
64.5 |
1.3% |
94% |
False |
False |
27,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,640.5 |
2.618 |
5,441.5 |
1.618 |
5,319.5 |
1.000 |
5,244.0 |
0.618 |
5,197.5 |
HIGH |
5,122.0 |
0.618 |
5,075.5 |
0.500 |
5,061.0 |
0.382 |
5,046.5 |
LOW |
5,000.0 |
0.618 |
4,924.5 |
1.000 |
4,878.0 |
1.618 |
4,802.5 |
2.618 |
4,680.5 |
4.250 |
4,481.5 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,089.0 |
5,076.0 |
PP |
5,075.0 |
5,049.0 |
S1 |
5,061.0 |
5,022.0 |
|