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 |
1,013.0 |
1,003.0 |
-10.0 |
-1.0% |
995.0 |
High |
1,013.0 |
1,010.5 |
-2.5 |
-0.2% |
1,013.0 |
Low |
1,001.4 |
989.3 |
-12.1 |
-1.2% |
989.3 |
Close |
1,002.8 |
1,006.4 |
3.6 |
0.4% |
1,006.4 |
Range |
11.6 |
21.2 |
9.6 |
82.8% |
23.7 |
ATR |
14.2 |
14.7 |
0.5 |
3.6% |
0.0 |
Volume |
1,855 |
755 |
-1,100 |
-59.3% |
6,371 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,065.7 |
1,057.2 |
1,018.1 |
|
R3 |
1,044.5 |
1,036.0 |
1,012.2 |
|
R2 |
1,023.3 |
1,023.3 |
1,010.3 |
|
R1 |
1,014.8 |
1,014.8 |
1,008.3 |
1,019.1 |
PP |
1,002.1 |
1,002.1 |
1,002.1 |
1,004.2 |
S1 |
993.6 |
993.6 |
1,004.5 |
997.9 |
S2 |
980.9 |
980.9 |
1,002.5 |
|
S3 |
959.7 |
972.4 |
1,000.6 |
|
S4 |
938.5 |
951.2 |
994.7 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,074.0 |
1,063.9 |
1,019.4 |
|
R3 |
1,050.3 |
1,040.2 |
1,012.9 |
|
R2 |
1,026.6 |
1,026.6 |
1,010.7 |
|
R1 |
1,016.5 |
1,016.5 |
1,008.6 |
1,021.6 |
PP |
1,002.9 |
1,002.9 |
1,002.9 |
1,005.4 |
S1 |
992.8 |
992.8 |
1,004.2 |
997.9 |
S2 |
979.2 |
979.2 |
1,002.1 |
|
S3 |
955.5 |
969.1 |
999.9 |
|
S4 |
931.8 |
945.4 |
993.4 |
|
|
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 |
989.3 |
23.7 |
2.4% |
13.4 |
1.3% |
72% |
False |
True |
1,274 |
10 |
1,024.0 |
989.3 |
34.7 |
3.4% |
14.2 |
1.4% |
49% |
False |
True |
1,222 |
20 |
1,027.7 |
985.8 |
41.9 |
4.2% |
14.3 |
1.4% |
49% |
False |
False |
1,261 |
40 |
1,027.7 |
934.6 |
93.1 |
9.3% |
13.0 |
1.3% |
77% |
False |
False |
931 |
60 |
1,027.7 |
912.5 |
115.2 |
11.4% |
12.2 |
1.2% |
82% |
False |
False |
901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,100.6 |
2.618 |
1,066.0 |
1.618 |
1,044.8 |
1.000 |
1,031.7 |
0.618 |
1,023.6 |
HIGH |
1,010.5 |
0.618 |
1,002.4 |
0.500 |
999.9 |
0.382 |
997.4 |
LOW |
989.3 |
0.618 |
976.2 |
1.000 |
968.1 |
1.618 |
955.0 |
2.618 |
933.8 |
4.250 |
899.2 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,004.2 |
1,004.7 |
PP |
1,002.1 |
1,002.9 |
S1 |
999.9 |
1,001.2 |
|