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 |
1,010.0 |
1,002.0 |
-8.0 |
-0.8% |
996.0 |
High |
1,012.3 |
1,009.4 |
-2.9 |
-0.3% |
1,012.3 |
Low |
1,000.0 |
989.0 |
-11.0 |
-1.1% |
987.3 |
Close |
1,001.8 |
1,005.4 |
3.6 |
0.4% |
1,005.4 |
Range |
12.3 |
20.4 |
8.1 |
65.9% |
25.0 |
ATR |
14.1 |
14.5 |
0.5 |
3.2% |
0.0 |
Volume |
4,652 |
2,247 |
-2,405 |
-51.7% |
18,077 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.5 |
1,054.3 |
1,016.6 |
|
R3 |
1,042.1 |
1,033.9 |
1,011.0 |
|
R2 |
1,021.7 |
1,021.7 |
1,009.1 |
|
R1 |
1,013.5 |
1,013.5 |
1,007.3 |
1,017.6 |
PP |
1,001.3 |
1,001.3 |
1,001.3 |
1,003.3 |
S1 |
993.1 |
993.1 |
1,003.5 |
997.2 |
S2 |
980.9 |
980.9 |
1,001.7 |
|
S3 |
960.5 |
972.7 |
999.8 |
|
S4 |
940.1 |
952.3 |
994.2 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,076.7 |
1,066.0 |
1,019.2 |
|
R3 |
1,051.7 |
1,041.0 |
1,012.3 |
|
R2 |
1,026.7 |
1,026.7 |
1,010.0 |
|
R1 |
1,016.0 |
1,016.0 |
1,007.7 |
1,021.4 |
PP |
1,001.7 |
1,001.7 |
1,001.7 |
1,004.3 |
S1 |
991.0 |
991.0 |
1,003.1 |
996.4 |
S2 |
976.7 |
976.7 |
1,000.8 |
|
S3 |
951.7 |
966.0 |
998.5 |
|
S4 |
926.7 |
941.0 |
991.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,012.3 |
987.3 |
25.0 |
2.5% |
14.3 |
1.4% |
72% |
False |
False |
3,615 |
10 |
1,021.5 |
987.3 |
34.2 |
3.4% |
15.0 |
1.5% |
53% |
False |
False |
2,888 |
20 |
1,026.5 |
985.0 |
41.5 |
4.1% |
14.4 |
1.4% |
49% |
False |
False |
2,157 |
40 |
1,026.5 |
933.5 |
93.0 |
9.3% |
13.3 |
1.3% |
77% |
False |
False |
1,646 |
60 |
1,026.5 |
911.4 |
115.1 |
11.4% |
11.9 |
1.2% |
82% |
False |
False |
1,574 |
80 |
1,026.5 |
909.5 |
117.0 |
11.6% |
11.5 |
1.1% |
82% |
False |
False |
1,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,096.1 |
2.618 |
1,062.8 |
1.618 |
1,042.4 |
1.000 |
1,029.8 |
0.618 |
1,022.0 |
HIGH |
1,009.4 |
0.618 |
1,001.6 |
0.500 |
999.2 |
0.382 |
996.8 |
LOW |
989.0 |
0.618 |
976.4 |
1.000 |
968.6 |
1.618 |
956.0 |
2.618 |
935.6 |
4.250 |
902.3 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,003.3 |
1,003.8 |
PP |
1,001.3 |
1,002.2 |
S1 |
999.2 |
1,000.7 |
|