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 |
1,018.8 |
1,042.4 |
23.6 |
2.3% |
995.0 |
High |
1,046.9 |
1,051.5 |
4.6 |
0.4% |
1,013.0 |
Low |
1,018.8 |
1,041.1 |
22.3 |
2.2% |
989.3 |
Close |
1,041.9 |
1,046.6 |
4.7 |
0.5% |
1,006.4 |
Range |
28.1 |
10.4 |
-17.7 |
-63.0% |
23.7 |
ATR |
15.8 |
15.4 |
-0.4 |
-2.4% |
0.0 |
Volume |
2,157 |
2,157 |
0 |
0.0% |
6,371 |
|
Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.6 |
1,072.5 |
1,052.3 |
|
R3 |
1,067.2 |
1,062.1 |
1,049.5 |
|
R2 |
1,056.8 |
1,056.8 |
1,048.5 |
|
R1 |
1,051.7 |
1,051.7 |
1,047.6 |
1,054.3 |
PP |
1,046.4 |
1,046.4 |
1,046.4 |
1,047.7 |
S1 |
1,041.3 |
1,041.3 |
1,045.6 |
1,043.9 |
S2 |
1,036.0 |
1,036.0 |
1,044.7 |
|
S3 |
1,025.6 |
1,030.9 |
1,043.7 |
|
S4 |
1,015.2 |
1,020.5 |
1,040.9 |
|
|
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 |
1,051.5 |
989.3 |
62.2 |
5.9% |
17.7 |
1.7% |
92% |
True |
False |
1,542 |
10 |
1,051.5 |
989.3 |
62.2 |
5.9% |
16.4 |
1.6% |
92% |
True |
False |
1,546 |
20 |
1,051.5 |
985.8 |
65.7 |
6.3% |
15.0 |
1.4% |
93% |
True |
False |
1,308 |
40 |
1,051.5 |
934.6 |
116.9 |
11.2% |
13.7 |
1.3% |
96% |
True |
False |
1,027 |
60 |
1,051.5 |
930.9 |
120.6 |
11.5% |
12.7 |
1.2% |
96% |
True |
False |
961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.7 |
2.618 |
1,078.7 |
1.618 |
1,068.3 |
1.000 |
1,061.9 |
0.618 |
1,057.9 |
HIGH |
1,051.5 |
0.618 |
1,047.5 |
0.500 |
1,046.3 |
0.382 |
1,045.1 |
LOW |
1,041.1 |
0.618 |
1,034.7 |
1.000 |
1,030.7 |
1.618 |
1,024.3 |
2.618 |
1,013.9 |
4.250 |
996.9 |
|
|
Fisher Pivots for day following 07-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,046.5 |
1,040.3 |
PP |
1,046.4 |
1,034.0 |
S1 |
1,046.3 |
1,027.8 |
|