Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,044.3 |
1,050.0 |
5.7 |
0.5% |
996.0 |
High |
1,050.6 |
1,063.0 |
12.4 |
1.2% |
1,012.3 |
Low |
1,039.5 |
1,045.6 |
6.1 |
0.6% |
987.3 |
Close |
1,045.6 |
1,057.6 |
12.0 |
1.1% |
1,005.4 |
Range |
11.1 |
17.4 |
6.3 |
56.8% |
25.0 |
ATR |
15.3 |
15.4 |
0.2 |
1.0% |
0.0 |
Volume |
903 |
903 |
0 |
0.0% |
18,077 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,107.6 |
1,100.0 |
1,067.2 |
|
R3 |
1,090.2 |
1,082.6 |
1,062.4 |
|
R2 |
1,072.8 |
1,072.8 |
1,060.8 |
|
R1 |
1,065.2 |
1,065.2 |
1,059.2 |
1,069.0 |
PP |
1,055.4 |
1,055.4 |
1,055.4 |
1,057.3 |
S1 |
1,047.8 |
1,047.8 |
1,056.0 |
1,051.6 |
S2 |
1,038.0 |
1,038.0 |
1,054.4 |
|
S3 |
1,020.6 |
1,030.4 |
1,052.8 |
|
S4 |
1,003.2 |
1,013.0 |
1,048.0 |
|
|
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 |
1,063.0 |
989.0 |
74.0 |
7.0% |
18.7 |
1.8% |
93% |
True |
False |
1,714 |
10 |
1,063.0 |
987.3 |
75.7 |
7.2% |
15.7 |
1.5% |
93% |
True |
False |
2,685 |
20 |
1,063.0 |
987.3 |
75.7 |
7.2% |
15.2 |
1.4% |
93% |
True |
False |
2,148 |
40 |
1,063.0 |
933.5 |
129.5 |
12.2% |
14.2 |
1.3% |
96% |
True |
False |
1,655 |
60 |
1,063.0 |
929.2 |
133.8 |
12.7% |
12.6 |
1.2% |
96% |
True |
False |
1,599 |
80 |
1,063.0 |
909.5 |
153.5 |
14.5% |
11.9 |
1.1% |
96% |
True |
False |
1,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.0 |
2.618 |
1,108.6 |
1.618 |
1,091.2 |
1.000 |
1,080.4 |
0.618 |
1,073.8 |
HIGH |
1,063.0 |
0.618 |
1,056.4 |
0.500 |
1,054.3 |
0.382 |
1,052.2 |
LOW |
1,045.6 |
0.618 |
1,034.8 |
1.000 |
1,028.2 |
1.618 |
1,017.4 |
2.618 |
1,000.0 |
4.250 |
971.7 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,056.5 |
1,051.9 |
PP |
1,055.4 |
1,046.2 |
S1 |
1,054.3 |
1,040.5 |
|