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 |
1,042.4 |
1,049.5 |
7.1 |
0.7% |
995.0 |
High |
1,051.5 |
1,064.4 |
12.9 |
1.2% |
1,013.0 |
Low |
1,041.1 |
1,046.4 |
5.3 |
0.5% |
989.3 |
Close |
1,046.6 |
1,058.7 |
12.1 |
1.2% |
1,006.4 |
Range |
10.4 |
18.0 |
7.6 |
73.1% |
23.7 |
ATR |
15.4 |
15.6 |
0.2 |
1.2% |
0.0 |
Volume |
2,157 |
2,157 |
0 |
0.0% |
6,371 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.5 |
1,102.6 |
1,068.6 |
|
R3 |
1,092.5 |
1,084.6 |
1,063.7 |
|
R2 |
1,074.5 |
1,074.5 |
1,062.0 |
|
R1 |
1,066.6 |
1,066.6 |
1,060.4 |
1,070.6 |
PP |
1,056.5 |
1,056.5 |
1,056.5 |
1,058.5 |
S1 |
1,048.6 |
1,048.6 |
1,057.1 |
1,052.6 |
S2 |
1,038.5 |
1,038.5 |
1,055.4 |
|
S3 |
1,020.5 |
1,030.6 |
1,053.8 |
|
S4 |
1,002.5 |
1,012.6 |
1,048.8 |
|
|
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 |
1,064.4 |
989.3 |
75.1 |
7.1% |
18.9 |
1.8% |
92% |
True |
False |
1,603 |
10 |
1,064.4 |
989.3 |
75.1 |
7.1% |
15.3 |
1.4% |
92% |
True |
False |
1,668 |
20 |
1,064.4 |
989.3 |
75.1 |
7.1% |
15.0 |
1.4% |
92% |
True |
False |
1,328 |
40 |
1,064.4 |
934.6 |
129.8 |
12.3% |
13.9 |
1.3% |
96% |
True |
False |
1,079 |
60 |
1,064.4 |
930.9 |
133.5 |
12.6% |
12.8 |
1.2% |
96% |
True |
False |
991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.9 |
2.618 |
1,111.5 |
1.618 |
1,093.5 |
1.000 |
1,082.4 |
0.618 |
1,075.5 |
HIGH |
1,064.4 |
0.618 |
1,057.5 |
0.500 |
1,055.4 |
0.382 |
1,053.3 |
LOW |
1,046.4 |
0.618 |
1,035.3 |
1.000 |
1,028.4 |
1.618 |
1,017.3 |
2.618 |
999.3 |
4.250 |
969.9 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,057.6 |
1,053.0 |
PP |
1,056.5 |
1,047.3 |
S1 |
1,055.4 |
1,041.6 |
|