| 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 |
1,002.0 |
1,003.6 |
1.6 |
0.2% |
996.0 |
| High |
1,009.4 |
1,019.7 |
10.3 |
1.0% |
1,012.3 |
| Low |
989.0 |
1,003.0 |
14.0 |
1.4% |
987.3 |
| Close |
1,005.4 |
1,018.9 |
13.5 |
1.3% |
1,005.4 |
| Range |
20.4 |
16.7 |
-3.7 |
-18.1% |
25.0 |
| ATR |
14.5 |
14.7 |
0.2 |
1.1% |
0.0 |
| Volume |
2,247 |
3,617 |
1,370 |
61.0% |
18,077 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,064.0 |
1,058.1 |
1,028.1 |
|
| R3 |
1,047.3 |
1,041.4 |
1,023.5 |
|
| R2 |
1,030.6 |
1,030.6 |
1,022.0 |
|
| R1 |
1,024.7 |
1,024.7 |
1,020.4 |
1,027.7 |
| PP |
1,013.9 |
1,013.9 |
1,013.9 |
1,015.3 |
| S1 |
1,008.0 |
1,008.0 |
1,017.4 |
1,011.0 |
| S2 |
997.2 |
997.2 |
1,015.8 |
|
| S3 |
980.5 |
991.3 |
1,014.3 |
|
| S4 |
963.8 |
974.6 |
1,009.7 |
|
|
| 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 |
1,019.7 |
987.3 |
32.4 |
3.2% |
15.4 |
1.5% |
98% |
True |
False |
3,885 |
| 10 |
1,021.5 |
987.3 |
34.2 |
3.4% |
15.6 |
1.5% |
92% |
False |
False |
3,022 |
| 20 |
1,026.5 |
985.0 |
41.5 |
4.1% |
14.7 |
1.4% |
82% |
False |
False |
2,264 |
| 40 |
1,026.5 |
933.5 |
93.0 |
9.1% |
13.4 |
1.3% |
92% |
False |
False |
1,651 |
| 60 |
1,026.5 |
912.9 |
113.6 |
11.1% |
12.1 |
1.2% |
93% |
False |
False |
1,625 |
| 80 |
1,026.5 |
909.5 |
117.0 |
11.5% |
11.6 |
1.1% |
94% |
False |
False |
1,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,090.7 |
|
2.618 |
1,063.4 |
|
1.618 |
1,046.7 |
|
1.000 |
1,036.4 |
|
0.618 |
1,030.0 |
|
HIGH |
1,019.7 |
|
0.618 |
1,013.3 |
|
0.500 |
1,011.4 |
|
0.382 |
1,009.4 |
|
LOW |
1,003.0 |
|
0.618 |
992.7 |
|
1.000 |
986.3 |
|
1.618 |
976.0 |
|
2.618 |
959.3 |
|
4.250 |
932.0 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,016.4 |
1,014.1 |
| PP |
1,013.9 |
1,009.2 |
| S1 |
1,011.4 |
1,004.4 |
|