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 |
1,020.00 |
1,015.50 |
-4.50 |
-0.4% |
1,036.75 |
High |
1,021.75 |
1,034.00 |
12.25 |
1.2% |
1,061.00 |
Low |
1,007.25 |
1,015.50 |
8.25 |
0.8% |
1,007.25 |
Close |
1,017.00 |
1,031.75 |
14.75 |
1.5% |
1,017.00 |
Range |
14.50 |
18.50 |
4.00 |
27.6% |
53.75 |
ATR |
16.08 |
16.26 |
0.17 |
1.1% |
0.00 |
Volume |
1,547 |
2,444 |
897 |
58.0% |
5,113 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.50 |
1,075.75 |
1,042.00 |
|
R3 |
1,064.00 |
1,057.25 |
1,036.75 |
|
R2 |
1,045.50 |
1,045.50 |
1,035.25 |
|
R1 |
1,038.75 |
1,038.75 |
1,033.50 |
1,042.00 |
PP |
1,027.00 |
1,027.00 |
1,027.00 |
1,028.75 |
S1 |
1,020.25 |
1,020.25 |
1,030.00 |
1,023.50 |
S2 |
1,008.50 |
1,008.50 |
1,028.25 |
|
S3 |
990.00 |
1,001.75 |
1,026.75 |
|
S4 |
971.50 |
983.25 |
1,021.50 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.75 |
1,157.00 |
1,046.50 |
|
R3 |
1,136.00 |
1,103.25 |
1,031.75 |
|
R2 |
1,082.25 |
1,082.25 |
1,026.75 |
|
R1 |
1,049.50 |
1,049.50 |
1,022.00 |
1,039.00 |
PP |
1,028.50 |
1,028.50 |
1,028.50 |
1,023.00 |
S1 |
995.75 |
995.75 |
1,012.00 |
985.25 |
S2 |
974.75 |
974.75 |
1,007.25 |
|
S3 |
921.00 |
942.00 |
1,002.25 |
|
S4 |
867.25 |
888.25 |
987.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,112.50 |
2.618 |
1,082.50 |
1.618 |
1,064.00 |
1.000 |
1,052.50 |
0.618 |
1,045.50 |
HIGH |
1,034.00 |
0.618 |
1,027.00 |
0.500 |
1,024.75 |
0.382 |
1,022.50 |
LOW |
1,015.50 |
0.618 |
1,004.00 |
1.000 |
997.00 |
1.618 |
985.50 |
2.618 |
967.00 |
4.250 |
937.00 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,029.50 |
1,030.75 |
PP |
1,027.00 |
1,030.00 |
S1 |
1,024.75 |
1,029.00 |
|