Trading Metrics calculated at close of trading on 07-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,018.8 |
1,044.3 |
25.5 |
2.5% |
996.0 |
High |
1,046.0 |
1,050.6 |
4.6 |
0.4% |
1,012.3 |
Low |
1,018.0 |
1,039.5 |
21.5 |
2.1% |
987.3 |
Close |
1,040.9 |
1,045.6 |
4.7 |
0.5% |
1,005.4 |
Range |
28.0 |
11.1 |
-16.9 |
-60.4% |
25.0 |
ATR |
15.6 |
15.3 |
-0.3 |
-2.1% |
0.0 |
Volume |
903 |
903 |
0 |
0.0% |
18,077 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.5 |
1,073.2 |
1,051.7 |
|
R3 |
1,067.4 |
1,062.1 |
1,048.7 |
|
R2 |
1,056.3 |
1,056.3 |
1,047.6 |
|
R1 |
1,051.0 |
1,051.0 |
1,046.6 |
1,053.7 |
PP |
1,045.2 |
1,045.2 |
1,045.2 |
1,046.6 |
S1 |
1,039.9 |
1,039.9 |
1,044.6 |
1,042.6 |
S2 |
1,034.1 |
1,034.1 |
1,043.6 |
|
S3 |
1,023.0 |
1,028.8 |
1,042.5 |
|
S4 |
1,011.9 |
1,017.7 |
1,039.5 |
|
|
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 |
1,050.6 |
989.0 |
61.6 |
5.9% |
17.7 |
1.7% |
92% |
True |
False |
2,464 |
10 |
1,050.6 |
987.3 |
63.3 |
6.1% |
16.8 |
1.6% |
92% |
True |
False |
2,766 |
20 |
1,050.6 |
985.0 |
65.6 |
6.3% |
15.2 |
1.5% |
92% |
True |
False |
2,150 |
40 |
1,050.6 |
933.5 |
117.1 |
11.2% |
14.0 |
1.3% |
96% |
True |
False |
1,650 |
60 |
1,050.6 |
929.2 |
121.4 |
11.6% |
12.4 |
1.2% |
96% |
True |
False |
1,607 |
80 |
1,050.6 |
909.5 |
141.1 |
13.5% |
11.7 |
1.1% |
96% |
True |
False |
1,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,097.8 |
2.618 |
1,079.7 |
1.618 |
1,068.6 |
1.000 |
1,061.7 |
0.618 |
1,057.5 |
HIGH |
1,050.6 |
0.618 |
1,046.4 |
0.500 |
1,045.1 |
0.382 |
1,043.7 |
LOW |
1,039.5 |
0.618 |
1,032.6 |
1.000 |
1,028.4 |
1.618 |
1,021.5 |
2.618 |
1,010.4 |
4.250 |
992.3 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,045.4 |
1,039.3 |
PP |
1,045.2 |
1,033.1 |
S1 |
1,045.1 |
1,026.8 |
|