Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
997.0 |
1,013.0 |
16.0 |
1.6% |
1,008.5 |
High |
1,012.8 |
1,013.0 |
0.2 |
0.0% |
1,024.0 |
Low |
997.0 |
1,001.4 |
4.4 |
0.4% |
989.5 |
Close |
1,011.5 |
1,002.8 |
-8.7 |
-0.9% |
993.8 |
Range |
15.8 |
11.6 |
-4.2 |
-26.6% |
34.5 |
ATR |
14.3 |
14.2 |
-0.2 |
-1.4% |
0.0 |
Volume |
778 |
1,855 |
1,077 |
138.4% |
5,854 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,040.5 |
1,033.3 |
1,009.2 |
|
R3 |
1,028.9 |
1,021.7 |
1,006.0 |
|
R2 |
1,017.3 |
1,017.3 |
1,004.9 |
|
R1 |
1,010.1 |
1,010.1 |
1,003.9 |
1,007.9 |
PP |
1,005.7 |
1,005.7 |
1,005.7 |
1,004.7 |
S1 |
998.5 |
998.5 |
1,001.7 |
996.3 |
S2 |
994.1 |
994.1 |
1,000.7 |
|
S3 |
982.5 |
986.9 |
999.6 |
|
S4 |
970.9 |
975.3 |
996.4 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.9 |
1,084.4 |
1,012.8 |
|
R3 |
1,071.4 |
1,049.9 |
1,003.3 |
|
R2 |
1,036.9 |
1,036.9 |
1,000.1 |
|
R1 |
1,015.4 |
1,015.4 |
997.0 |
1,008.9 |
PP |
1,002.4 |
1,002.4 |
1,002.4 |
999.2 |
S1 |
980.9 |
980.9 |
990.6 |
974.4 |
S2 |
967.9 |
967.9 |
987.5 |
|
S3 |
933.4 |
946.4 |
984.3 |
|
S4 |
898.9 |
911.9 |
974.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,013.0 |
989.5 |
23.5 |
2.3% |
11.7 |
1.2% |
57% |
True |
False |
1,733 |
10 |
1,024.0 |
989.5 |
34.5 |
3.4% |
13.2 |
1.3% |
39% |
False |
False |
1,236 |
20 |
1,027.7 |
978.9 |
48.8 |
4.9% |
14.4 |
1.4% |
49% |
False |
False |
1,271 |
40 |
1,027.7 |
934.6 |
93.1 |
9.3% |
12.8 |
1.3% |
73% |
False |
False |
934 |
60 |
1,027.7 |
912.5 |
115.2 |
11.5% |
12.0 |
1.2% |
78% |
False |
False |
893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,062.3 |
2.618 |
1,043.4 |
1.618 |
1,031.8 |
1.000 |
1,024.6 |
0.618 |
1,020.2 |
HIGH |
1,013.0 |
0.618 |
1,008.6 |
0.500 |
1,007.2 |
0.382 |
1,005.8 |
LOW |
1,001.4 |
0.618 |
994.2 |
1.000 |
989.8 |
1.618 |
982.6 |
2.618 |
971.0 |
4.250 |
952.1 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,007.2 |
1,002.4 |
PP |
1,005.7 |
1,002.0 |
S1 |
1,004.3 |
1,001.6 |
|