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 |
3,015 |
3,253 |
238 |
7.9% |
3,090 |
High |
3,286 |
3,263 |
-23 |
-0.7% |
3,176 |
Low |
2,990 |
3,185 |
195 |
6.5% |
3,000 |
Close |
3,258 |
3,234 |
-24 |
-0.7% |
3,023 |
Range |
296 |
78 |
-218 |
-73.6% |
176 |
ATR |
99 |
98 |
-2 |
-1.5% |
0 |
Volume |
3,888 |
2,696 |
-1,192 |
-30.7% |
6,105 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,461 |
3,426 |
3,277 |
|
R3 |
3,383 |
3,348 |
3,255 |
|
R2 |
3,305 |
3,305 |
3,248 |
|
R1 |
3,270 |
3,270 |
3,241 |
3,249 |
PP |
3,227 |
3,227 |
3,227 |
3,217 |
S1 |
3,192 |
3,192 |
3,227 |
3,171 |
S2 |
3,149 |
3,149 |
3,220 |
|
S3 |
3,071 |
3,114 |
3,213 |
|
S4 |
2,993 |
3,036 |
3,191 |
|
|
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 |
3,286 |
2,990 |
296 |
9.2% |
127 |
3.9% |
82% |
False |
False |
2,396 |
10 |
3,286 |
2,990 |
296 |
9.2% |
97 |
3.0% |
82% |
False |
False |
1,613 |
20 |
3,286 |
2,950 |
336 |
10.4% |
88 |
2.7% |
85% |
False |
False |
1,422 |
40 |
3,286 |
2,725 |
561 |
17.3% |
86 |
2.7% |
91% |
False |
False |
1,288 |
60 |
3,286 |
2,679 |
607 |
18.8% |
79 |
2.5% |
91% |
False |
False |
1,144 |
80 |
3,286 |
2,466 |
820 |
25.4% |
75 |
2.3% |
94% |
False |
False |
1,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,595 |
2.618 |
3,467 |
1.618 |
3,389 |
1.000 |
3,341 |
0.618 |
3,311 |
HIGH |
3,263 |
0.618 |
3,233 |
0.500 |
3,224 |
0.382 |
3,215 |
LOW |
3,185 |
0.618 |
3,137 |
1.000 |
3,107 |
1.618 |
3,059 |
2.618 |
2,981 |
4.250 |
2,854 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,231 |
3,202 |
PP |
3,227 |
3,170 |
S1 |
3,224 |
3,138 |
|