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 |
3,235 |
3,263 |
28 |
0.9% |
3,090 |
High |
3,280 |
3,303 |
23 |
0.7% |
3,176 |
Low |
3,235 |
3,258 |
23 |
0.7% |
3,000 |
Close |
3,264 |
3,266 |
2 |
0.1% |
3,023 |
Range |
45 |
45 |
0 |
0.0% |
176 |
ATR |
94 |
91 |
-4 |
-3.7% |
0 |
Volume |
3,825 |
1,747 |
-2,078 |
-54.3% |
6,105 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,411 |
3,383 |
3,291 |
|
R3 |
3,366 |
3,338 |
3,278 |
|
R2 |
3,321 |
3,321 |
3,274 |
|
R1 |
3,293 |
3,293 |
3,270 |
3,307 |
PP |
3,276 |
3,276 |
3,276 |
3,283 |
S1 |
3,248 |
3,248 |
3,262 |
3,262 |
S2 |
3,231 |
3,231 |
3,258 |
|
S3 |
3,186 |
3,203 |
3,254 |
|
S4 |
3,141 |
3,158 |
3,241 |
|
|
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 |
3,303 |
2,990 |
313 |
9.6% |
113 |
3.5% |
88% |
True |
False |
3,003 |
10 |
3,303 |
2,990 |
313 |
9.6% |
91 |
2.8% |
88% |
True |
False |
1,945 |
20 |
3,303 |
2,950 |
353 |
10.8% |
85 |
2.6% |
90% |
True |
False |
1,610 |
40 |
3,303 |
2,725 |
578 |
17.7% |
85 |
2.6% |
94% |
True |
False |
1,361 |
60 |
3,303 |
2,700 |
603 |
18.5% |
80 |
2.4% |
94% |
True |
False |
1,212 |
80 |
3,303 |
2,466 |
837 |
25.6% |
74 |
2.3% |
96% |
True |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,494 |
2.618 |
3,421 |
1.618 |
3,376 |
1.000 |
3,348 |
0.618 |
3,331 |
HIGH |
3,303 |
0.618 |
3,286 |
0.500 |
3,281 |
0.382 |
3,275 |
LOW |
3,258 |
0.618 |
3,230 |
1.000 |
3,213 |
1.618 |
3,185 |
2.618 |
3,140 |
4.250 |
3,067 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
3,281 |
3,259 |
PP |
3,276 |
3,251 |
S1 |
3,271 |
3,244 |
|