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 |
9,664 |
9,462 |
-202 |
-2.1% |
9,622 |
High |
9,684 |
9,470 |
-214 |
-2.2% |
9,775 |
Low |
9,438 |
9,336 |
-102 |
-1.1% |
9,336 |
Close |
9,471 |
9,435 |
-36 |
-0.4% |
9,435 |
Range |
246 |
134 |
-112 |
-45.5% |
439 |
ATR |
144 |
143 |
-1 |
-0.4% |
0 |
Volume |
221,193 |
188,086 |
-33,107 |
-15.0% |
802,342 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,816 |
9,759 |
9,509 |
|
R3 |
9,682 |
9,625 |
9,472 |
|
R2 |
9,548 |
9,548 |
9,460 |
|
R1 |
9,491 |
9,491 |
9,447 |
9,453 |
PP |
9,414 |
9,414 |
9,414 |
9,394 |
S1 |
9,357 |
9,357 |
9,423 |
9,319 |
S2 |
9,280 |
9,280 |
9,411 |
|
S3 |
9,146 |
9,223 |
9,398 |
|
S4 |
9,012 |
9,089 |
9,361 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,832 |
10,573 |
9,677 |
|
R3 |
10,393 |
10,134 |
9,556 |
|
R2 |
9,954 |
9,954 |
9,516 |
|
R1 |
9,695 |
9,695 |
9,475 |
9,605 |
PP |
9,515 |
9,515 |
9,515 |
9,471 |
S1 |
9,256 |
9,256 |
9,395 |
9,166 |
S2 |
9,076 |
9,076 |
9,355 |
|
S3 |
8,637 |
8,817 |
9,314 |
|
S4 |
8,198 |
8,378 |
9,194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,775 |
9,336 |
439 |
4.7% |
174 |
1.8% |
23% |
False |
True |
160,468 |
10 |
9,857 |
9,336 |
521 |
5.5% |
147 |
1.6% |
19% |
False |
True |
147,972 |
20 |
9,857 |
9,257 |
600 |
6.4% |
133 |
1.4% |
30% |
False |
False |
114,442 |
40 |
9,857 |
9,033 |
824 |
8.7% |
145 |
1.5% |
49% |
False |
False |
57,386 |
60 |
9,857 |
7,961 |
1,896 |
20.1% |
142 |
1.5% |
78% |
False |
False |
38,289 |
80 |
9,857 |
7,961 |
1,896 |
20.1% |
139 |
1.5% |
78% |
False |
False |
28,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,040 |
2.618 |
9,821 |
1.618 |
9,687 |
1.000 |
9,604 |
0.618 |
9,553 |
HIGH |
9,470 |
0.618 |
9,419 |
0.500 |
9,403 |
0.382 |
9,387 |
LOW |
9,336 |
0.618 |
9,253 |
1.000 |
9,202 |
1.618 |
9,119 |
2.618 |
8,985 |
4.250 |
8,767 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,424 |
9,536 |
PP |
9,414 |
9,502 |
S1 |
9,403 |
9,469 |
|