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 |
1,032.00 |
1,044.50 |
12.50 |
1.2% |
1,036.75 |
High |
1,051.75 |
1,049.75 |
-2.00 |
-0.2% |
1,061.00 |
Low |
1,031.25 |
1,041.00 |
9.75 |
0.9% |
1,007.25 |
Close |
1,044.00 |
1,049.00 |
5.00 |
0.5% |
1,017.00 |
Range |
20.50 |
8.75 |
-11.75 |
-57.3% |
53.75 |
ATR |
16.56 |
16.00 |
-0.56 |
-3.4% |
0.00 |
Volume |
1,321 |
2,474 |
1,153 |
87.3% |
5,113 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.75 |
1,069.75 |
1,053.75 |
|
R3 |
1,064.00 |
1,061.00 |
1,051.50 |
|
R2 |
1,055.25 |
1,055.25 |
1,050.50 |
|
R1 |
1,052.25 |
1,052.25 |
1,049.75 |
1,053.75 |
PP |
1,046.50 |
1,046.50 |
1,046.50 |
1,047.50 |
S1 |
1,043.50 |
1,043.50 |
1,048.25 |
1,045.00 |
S2 |
1,037.75 |
1,037.75 |
1,047.50 |
|
S3 |
1,029.00 |
1,034.75 |
1,046.50 |
|
S4 |
1,020.25 |
1,026.00 |
1,044.25 |
|
|
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 |
1,087.00 |
2.618 |
1,072.75 |
1.618 |
1,064.00 |
1.000 |
1,058.50 |
0.618 |
1,055.25 |
HIGH |
1,049.75 |
0.618 |
1,046.50 |
0.500 |
1,045.50 |
0.382 |
1,044.25 |
LOW |
1,041.00 |
0.618 |
1,035.50 |
1.000 |
1,032.25 |
1.618 |
1,026.75 |
2.618 |
1,018.00 |
4.250 |
1,003.75 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,047.75 |
1,044.00 |
PP |
1,046.50 |
1,038.75 |
S1 |
1,045.50 |
1,033.50 |
|