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 |
1,044.50 |
1,049.50 |
5.00 |
0.5% |
1,036.75 |
High |
1,049.75 |
1,062.25 |
12.50 |
1.2% |
1,061.00 |
Low |
1,041.00 |
1,049.25 |
8.25 |
0.8% |
1,007.25 |
Close |
1,049.00 |
1,059.25 |
10.25 |
1.0% |
1,017.00 |
Range |
8.75 |
13.00 |
4.25 |
48.6% |
53.75 |
ATR |
16.00 |
15.80 |
-0.20 |
-1.2% |
0.00 |
Volume |
2,474 |
991 |
-1,483 |
-59.9% |
5,113 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.00 |
1,090.50 |
1,066.50 |
|
R3 |
1,083.00 |
1,077.50 |
1,062.75 |
|
R2 |
1,070.00 |
1,070.00 |
1,061.75 |
|
R1 |
1,064.50 |
1,064.50 |
1,060.50 |
1,067.25 |
PP |
1,057.00 |
1,057.00 |
1,057.00 |
1,058.25 |
S1 |
1,051.50 |
1,051.50 |
1,058.00 |
1,054.25 |
S2 |
1,044.00 |
1,044.00 |
1,056.75 |
|
S3 |
1,031.00 |
1,038.50 |
1,055.75 |
|
S4 |
1,018.00 |
1,025.50 |
1,052.00 |
|
|
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 |
1,117.50 |
2.618 |
1,096.25 |
1.618 |
1,083.25 |
1.000 |
1,075.25 |
0.618 |
1,070.25 |
HIGH |
1,062.25 |
0.618 |
1,057.25 |
0.500 |
1,055.75 |
0.382 |
1,054.25 |
LOW |
1,049.25 |
0.618 |
1,041.25 |
1.000 |
1,036.25 |
1.618 |
1,028.25 |
2.618 |
1,015.25 |
4.250 |
994.00 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,058.00 |
1,055.00 |
PP |
1,057.00 |
1,051.00 |
S1 |
1,055.75 |
1,046.75 |
|