Trading Metrics calculated at close of trading on 09-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1,050.0 |
1,056.6 |
6.6 |
0.6% |
1,003.6 |
High |
1,063.0 |
1,056.7 |
-6.3 |
-0.6% |
1,063.0 |
Low |
1,045.6 |
1,046.1 |
0.5 |
0.0% |
1,003.0 |
Close |
1,057.6 |
1,049.9 |
-7.7 |
-0.7% |
1,049.9 |
Range |
17.4 |
10.6 |
-6.8 |
-39.1% |
60.0 |
ATR |
15.4 |
15.2 |
-0.3 |
-1.8% |
0.0 |
Volume |
903 |
4,245 |
3,342 |
370.1% |
10,571 |
|
Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.7 |
1,076.9 |
1,055.7 |
|
R3 |
1,072.1 |
1,066.3 |
1,052.8 |
|
R2 |
1,061.5 |
1,061.5 |
1,051.8 |
|
R1 |
1,055.7 |
1,055.7 |
1,050.9 |
1,053.3 |
PP |
1,050.9 |
1,050.9 |
1,050.9 |
1,049.7 |
S1 |
1,045.1 |
1,045.1 |
1,048.9 |
1,042.7 |
S2 |
1,040.3 |
1,040.3 |
1,048.0 |
|
S3 |
1,029.7 |
1,034.5 |
1,047.0 |
|
S4 |
1,019.1 |
1,023.9 |
1,044.1 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,218.6 |
1,194.3 |
1,082.9 |
|
R3 |
1,158.6 |
1,134.3 |
1,066.4 |
|
R2 |
1,098.6 |
1,098.6 |
1,060.9 |
|
R1 |
1,074.3 |
1,074.3 |
1,055.4 |
1,086.5 |
PP |
1,038.6 |
1,038.6 |
1,038.6 |
1,044.7 |
S1 |
1,014.3 |
1,014.3 |
1,044.4 |
1,026.5 |
S2 |
978.6 |
978.6 |
1,038.9 |
|
S3 |
918.6 |
954.3 |
1,033.4 |
|
S4 |
858.6 |
894.3 |
1,016.9 |
|
|
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 |
1,003.0 |
60.0 |
5.7% |
16.8 |
1.6% |
78% |
False |
False |
2,114 |
10 |
1,063.0 |
987.3 |
75.7 |
7.2% |
15.5 |
1.5% |
83% |
False |
False |
2,864 |
20 |
1,063.0 |
987.3 |
75.7 |
7.2% |
14.9 |
1.4% |
83% |
False |
False |
2,228 |
40 |
1,063.0 |
933.5 |
129.5 |
12.3% |
14.2 |
1.4% |
90% |
False |
False |
1,741 |
60 |
1,063.0 |
929.2 |
133.8 |
12.7% |
12.7 |
1.2% |
90% |
False |
False |
1,660 |
80 |
1,063.0 |
909.5 |
153.5 |
14.6% |
11.9 |
1.1% |
91% |
False |
False |
1,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,101.8 |
2.618 |
1,084.5 |
1.618 |
1,073.9 |
1.000 |
1,067.3 |
0.618 |
1,063.3 |
HIGH |
1,056.7 |
0.618 |
1,052.7 |
0.500 |
1,051.4 |
0.382 |
1,050.1 |
LOW |
1,046.1 |
0.618 |
1,039.5 |
1.000 |
1,035.5 |
1.618 |
1,028.9 |
2.618 |
1,018.3 |
4.250 |
1,001.1 |
|
|
Fisher Pivots for day following 09-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,051.4 |
1,051.3 |
PP |
1,050.9 |
1,050.8 |
S1 |
1,050.4 |
1,050.4 |
|