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 |
3,253 |
3,235 |
-18 |
-0.6% |
3,090 |
High |
3,263 |
3,280 |
17 |
0.5% |
3,176 |
Low |
3,185 |
3,235 |
50 |
1.6% |
3,000 |
Close |
3,234 |
3,264 |
30 |
0.9% |
3,023 |
Range |
78 |
45 |
-33 |
-42.3% |
176 |
ATR |
98 |
94 |
-4 |
-3.8% |
0 |
Volume |
2,696 |
3,825 |
1,129 |
41.9% |
6,105 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,395 |
3,374 |
3,289 |
|
R3 |
3,350 |
3,329 |
3,276 |
|
R2 |
3,305 |
3,305 |
3,272 |
|
R1 |
3,284 |
3,284 |
3,268 |
3,295 |
PP |
3,260 |
3,260 |
3,260 |
3,265 |
S1 |
3,239 |
3,239 |
3,260 |
3,250 |
S2 |
3,215 |
3,215 |
3,256 |
|
S3 |
3,170 |
3,194 |
3,252 |
|
S4 |
3,125 |
3,149 |
3,239 |
|
|
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 |
9.1% |
120 |
3.7% |
93% |
False |
False |
2,970 |
10 |
3,286 |
2,990 |
296 |
9.1% |
94 |
2.9% |
93% |
False |
False |
1,885 |
20 |
3,286 |
2,950 |
336 |
10.3% |
87 |
2.7% |
93% |
False |
False |
1,587 |
40 |
3,286 |
2,725 |
561 |
17.2% |
85 |
2.6% |
96% |
False |
False |
1,332 |
60 |
3,286 |
2,700 |
586 |
18.0% |
80 |
2.4% |
96% |
False |
False |
1,188 |
80 |
3,286 |
2,466 |
820 |
25.1% |
74 |
2.3% |
97% |
False |
False |
1,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,471 |
2.618 |
3,398 |
1.618 |
3,353 |
1.000 |
3,325 |
0.618 |
3,308 |
HIGH |
3,280 |
0.618 |
3,263 |
0.500 |
3,258 |
0.382 |
3,252 |
LOW |
3,235 |
0.618 |
3,207 |
1.000 |
3,190 |
1.618 |
3,162 |
2.618 |
3,117 |
4.250 |
3,044 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,262 |
3,222 |
PP |
3,260 |
3,180 |
S1 |
3,258 |
3,138 |
|