Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
3,152 |
3,100 |
-52 |
-1.6% |
3,090 |
High |
3,176 |
3,100 |
-76 |
-2.4% |
3,176 |
Low |
3,097 |
3,000 |
-97 |
-3.1% |
3,000 |
Close |
3,116 |
3,023 |
-93 |
-3.0% |
3,023 |
Range |
79 |
100 |
21 |
26.6% |
176 |
ATR |
82 |
84 |
2 |
3.0% |
0 |
Volume |
1,583 |
2,859 |
1,276 |
80.6% |
6,105 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,341 |
3,282 |
3,078 |
|
R3 |
3,241 |
3,182 |
3,051 |
|
R2 |
3,141 |
3,141 |
3,041 |
|
R1 |
3,082 |
3,082 |
3,032 |
3,062 |
PP |
3,041 |
3,041 |
3,041 |
3,031 |
S1 |
2,982 |
2,982 |
3,014 |
2,962 |
S2 |
2,941 |
2,941 |
3,005 |
|
S3 |
2,841 |
2,882 |
2,996 |
|
S4 |
2,741 |
2,782 |
2,968 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,594 |
3,485 |
3,120 |
|
R3 |
3,418 |
3,309 |
3,071 |
|
R2 |
3,242 |
3,242 |
3,055 |
|
R1 |
3,133 |
3,133 |
3,039 |
3,100 |
PP |
3,066 |
3,066 |
3,066 |
3,050 |
S1 |
2,957 |
2,957 |
3,007 |
2,924 |
S2 |
2,890 |
2,890 |
2,991 |
|
S3 |
2,714 |
2,781 |
2,975 |
|
S4 |
2,538 |
2,605 |
2,926 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,176 |
3,000 |
176 |
5.8% |
75 |
2.5% |
13% |
False |
True |
1,221 |
10 |
3,236 |
3,000 |
236 |
7.8% |
75 |
2.5% |
10% |
False |
True |
1,160 |
20 |
3,236 |
2,928 |
308 |
10.2% |
74 |
2.5% |
31% |
False |
False |
1,168 |
40 |
3,236 |
2,725 |
511 |
16.9% |
79 |
2.6% |
58% |
False |
False |
1,167 |
60 |
3,236 |
2,562 |
674 |
22.3% |
76 |
2.5% |
68% |
False |
False |
1,068 |
80 |
3,236 |
2,466 |
770 |
25.5% |
71 |
2.3% |
72% |
False |
False |
955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,525 |
2.618 |
3,362 |
1.618 |
3,262 |
1.000 |
3,200 |
0.618 |
3,162 |
HIGH |
3,100 |
0.618 |
3,062 |
0.500 |
3,050 |
0.382 |
3,038 |
LOW |
3,000 |
0.618 |
2,938 |
1.000 |
2,900 |
1.618 |
2,838 |
2.618 |
2,738 |
4.250 |
2,575 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,050 |
3,088 |
PP |
3,041 |
3,066 |
S1 |
3,032 |
3,045 |
|