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 |
1,015.50 |
1,032.00 |
16.50 |
1.6% |
1,036.75 |
High |
1,034.00 |
1,051.75 |
17.75 |
1.7% |
1,061.00 |
Low |
1,015.50 |
1,031.25 |
15.75 |
1.6% |
1,007.25 |
Close |
1,031.75 |
1,044.00 |
12.25 |
1.2% |
1,017.00 |
Range |
18.50 |
20.50 |
2.00 |
10.8% |
53.75 |
ATR |
16.26 |
16.56 |
0.30 |
1.9% |
0.00 |
Volume |
2,444 |
1,321 |
-1,123 |
-45.9% |
5,113 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.75 |
1,094.50 |
1,055.25 |
|
R3 |
1,083.25 |
1,074.00 |
1,049.75 |
|
R2 |
1,062.75 |
1,062.75 |
1,047.75 |
|
R1 |
1,053.50 |
1,053.50 |
1,046.00 |
1,058.00 |
PP |
1,042.25 |
1,042.25 |
1,042.25 |
1,044.75 |
S1 |
1,033.00 |
1,033.00 |
1,042.00 |
1,037.50 |
S2 |
1,021.75 |
1,021.75 |
1,040.25 |
|
S3 |
1,001.25 |
1,012.50 |
1,038.25 |
|
S4 |
980.75 |
992.00 |
1,032.75 |
|
|
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 |
1,139.00 |
2.618 |
1,105.50 |
1.618 |
1,085.00 |
1.000 |
1,072.25 |
0.618 |
1,064.50 |
HIGH |
1,051.75 |
0.618 |
1,044.00 |
0.500 |
1,041.50 |
0.382 |
1,039.00 |
LOW |
1,031.25 |
0.618 |
1,018.50 |
1.000 |
1,010.75 |
1.618 |
998.00 |
2.618 |
977.50 |
4.250 |
944.00 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,043.25 |
1,039.25 |
PP |
1,042.25 |
1,034.25 |
S1 |
1,041.50 |
1,029.50 |
|