| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,003.6 |
1,018.8 |
15.2 |
1.5% |
996.0 |
| High |
1,019.7 |
1,046.0 |
26.3 |
2.6% |
1,012.3 |
| Low |
1,003.0 |
1,018.0 |
15.0 |
1.5% |
987.3 |
| Close |
1,018.9 |
1,040.9 |
22.0 |
2.2% |
1,005.4 |
| Range |
16.7 |
28.0 |
11.3 |
67.7% |
25.0 |
| ATR |
14.7 |
15.6 |
1.0 |
6.5% |
0.0 |
| Volume |
3,617 |
903 |
-2,714 |
-75.0% |
18,077 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.0 |
1,107.9 |
1,056.3 |
|
| R3 |
1,091.0 |
1,079.9 |
1,048.6 |
|
| R2 |
1,063.0 |
1,063.0 |
1,046.0 |
|
| R1 |
1,051.9 |
1,051.9 |
1,043.5 |
1,057.5 |
| PP |
1,035.0 |
1,035.0 |
1,035.0 |
1,037.7 |
| S1 |
1,023.9 |
1,023.9 |
1,038.3 |
1,029.5 |
| S2 |
1,007.0 |
1,007.0 |
1,035.8 |
|
| S3 |
979.0 |
995.9 |
1,033.2 |
|
| S4 |
951.0 |
967.9 |
1,025.5 |
|
|
| 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 |
1,046.0 |
989.0 |
57.0 |
5.5% |
18.9 |
1.8% |
91% |
True |
False |
3,149 |
| 10 |
1,046.0 |
987.3 |
58.7 |
5.6% |
16.9 |
1.6% |
91% |
True |
False |
2,884 |
| 20 |
1,046.0 |
985.0 |
61.0 |
5.9% |
15.3 |
1.5% |
92% |
True |
False |
2,279 |
| 40 |
1,046.0 |
933.5 |
112.5 |
10.8% |
13.8 |
1.3% |
95% |
True |
False |
1,653 |
| 60 |
1,046.0 |
922.3 |
123.7 |
11.9% |
12.3 |
1.2% |
96% |
True |
False |
1,638 |
| 80 |
1,046.0 |
909.5 |
136.5 |
13.1% |
11.7 |
1.1% |
96% |
True |
False |
1,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,165.0 |
|
2.618 |
1,119.3 |
|
1.618 |
1,091.3 |
|
1.000 |
1,074.0 |
|
0.618 |
1,063.3 |
|
HIGH |
1,046.0 |
|
0.618 |
1,035.3 |
|
0.500 |
1,032.0 |
|
0.382 |
1,028.7 |
|
LOW |
1,018.0 |
|
0.618 |
1,000.7 |
|
1.000 |
990.0 |
|
1.618 |
972.7 |
|
2.618 |
944.7 |
|
4.250 |
899.0 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,037.9 |
1,033.1 |
| PP |
1,035.0 |
1,025.3 |
| S1 |
1,032.0 |
1,017.5 |
|