Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,462 |
9,432 |
-30 |
-0.3% |
9,622 |
High |
9,470 |
9,568 |
98 |
1.0% |
9,775 |
Low |
9,336 |
9,416 |
80 |
0.9% |
9,336 |
Close |
9,435 |
9,546 |
111 |
1.2% |
9,435 |
Range |
134 |
152 |
18 |
13.4% |
439 |
ATR |
143 |
144 |
1 |
0.4% |
0 |
Volume |
188,086 |
180,127 |
-7,959 |
-4.2% |
802,342 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,966 |
9,908 |
9,630 |
|
R3 |
9,814 |
9,756 |
9,588 |
|
R2 |
9,662 |
9,662 |
9,574 |
|
R1 |
9,604 |
9,604 |
9,560 |
9,633 |
PP |
9,510 |
9,510 |
9,510 |
9,525 |
S1 |
9,452 |
9,452 |
9,532 |
9,481 |
S2 |
9,358 |
9,358 |
9,518 |
|
S3 |
9,206 |
9,300 |
9,504 |
|
S4 |
9,054 |
9,148 |
9,463 |
|
|
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 |
4.6% |
166 |
1.7% |
48% |
False |
False |
167,468 |
10 |
9,857 |
9,336 |
521 |
5.5% |
154 |
1.6% |
40% |
False |
False |
153,229 |
20 |
9,857 |
9,336 |
521 |
5.5% |
135 |
1.4% |
40% |
False |
False |
123,427 |
40 |
9,857 |
9,033 |
824 |
8.6% |
143 |
1.5% |
62% |
False |
False |
61,886 |
60 |
9,857 |
7,961 |
1,896 |
19.9% |
143 |
1.5% |
84% |
False |
False |
41,291 |
80 |
9,857 |
7,961 |
1,896 |
19.9% |
140 |
1.5% |
84% |
False |
False |
30,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,214 |
2.618 |
9,966 |
1.618 |
9,814 |
1.000 |
9,720 |
0.618 |
9,662 |
HIGH |
9,568 |
0.618 |
9,510 |
0.500 |
9,492 |
0.382 |
9,474 |
LOW |
9,416 |
0.618 |
9,322 |
1.000 |
9,264 |
1.618 |
9,170 |
2.618 |
9,018 |
4.250 |
8,770 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,528 |
9,534 |
PP |
9,510 |
9,522 |
S1 |
9,492 |
9,510 |
|