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 |
5,137.5 |
5,098.5 |
-39.0 |
-0.8% |
4,975.0 |
High |
5,143.0 |
5,142.5 |
-0.5 |
0.0% |
5,143.0 |
Low |
5,086.5 |
5,096.0 |
9.5 |
0.2% |
4,944.0 |
Close |
5,119.0 |
5,128.0 |
9.0 |
0.2% |
5,128.0 |
Range |
56.5 |
46.5 |
-10.0 |
-17.7% |
199.0 |
ATR |
82.5 |
79.9 |
-2.6 |
-3.1% |
0.0 |
Volume |
89,612 |
96,842 |
7,230 |
8.1% |
554,699 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.5 |
5,241.5 |
5,153.5 |
|
R3 |
5,215.0 |
5,195.0 |
5,141.0 |
|
R2 |
5,168.5 |
5,168.5 |
5,136.5 |
|
R1 |
5,148.5 |
5,148.5 |
5,132.5 |
5,158.5 |
PP |
5,122.0 |
5,122.0 |
5,122.0 |
5,127.0 |
S1 |
5,102.0 |
5,102.0 |
5,123.5 |
5,112.0 |
S2 |
5,075.5 |
5,075.5 |
5,119.5 |
|
S3 |
5,029.0 |
5,055.5 |
5,115.0 |
|
S4 |
4,982.5 |
5,009.0 |
5,102.5 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,668.5 |
5,597.5 |
5,237.5 |
|
R3 |
5,469.5 |
5,398.5 |
5,182.5 |
|
R2 |
5,270.5 |
5,270.5 |
5,164.5 |
|
R1 |
5,199.5 |
5,199.5 |
5,146.0 |
5,235.0 |
PP |
5,071.5 |
5,071.5 |
5,071.5 |
5,089.5 |
S1 |
5,000.5 |
5,000.5 |
5,110.0 |
5,036.0 |
S2 |
4,872.5 |
4,872.5 |
5,091.5 |
|
S3 |
4,673.5 |
4,801.5 |
5,073.5 |
|
S4 |
4,474.5 |
4,602.5 |
5,018.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,143.0 |
4,944.0 |
199.0 |
3.9% |
73.0 |
1.4% |
92% |
False |
False |
110,939 |
10 |
5,160.5 |
4,922.5 |
238.0 |
4.6% |
87.0 |
1.7% |
86% |
False |
False |
117,410 |
20 |
5,168.0 |
4,922.0 |
246.0 |
4.8% |
79.0 |
1.5% |
84% |
False |
False |
117,762 |
40 |
5,168.0 |
4,568.0 |
600.0 |
11.7% |
69.0 |
1.4% |
93% |
False |
False |
61,477 |
60 |
5,168.0 |
4,270.0 |
898.0 |
17.5% |
64.0 |
1.2% |
96% |
False |
False |
41,025 |
80 |
5,168.0 |
4,041.0 |
1,127.0 |
22.0% |
64.5 |
1.3% |
96% |
False |
False |
30,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,340.0 |
2.618 |
5,264.0 |
1.618 |
5,217.5 |
1.000 |
5,189.0 |
0.618 |
5,171.0 |
HIGH |
5,142.5 |
0.618 |
5,124.5 |
0.500 |
5,119.0 |
0.382 |
5,114.0 |
LOW |
5,096.0 |
0.618 |
5,067.5 |
1.000 |
5,049.5 |
1.618 |
5,021.0 |
2.618 |
4,974.5 |
4.250 |
4,898.5 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,125.0 |
5,120.0 |
PP |
5,122.0 |
5,112.0 |
S1 |
5,119.0 |
5,104.0 |
|