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 |
1,000.6 |
1,011.1 |
10.5 |
1.0% |
1,009.0 |
High |
1,012.8 |
1,011.2 |
-1.6 |
-0.2% |
1,022.9 |
Low |
1,000.6 |
1,002.5 |
1.9 |
0.2% |
989.3 |
Close |
1,012.8 |
1,004.0 |
-8.8 |
-0.9% |
995.0 |
Range |
12.2 |
8.7 |
-3.5 |
-28.7% |
33.6 |
ATR |
12.4 |
12.3 |
-0.2 |
-1.2% |
0.0 |
Volume |
343 |
407 |
64 |
18.7% |
1,724 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.0 |
1,026.7 |
1,008.8 |
|
R3 |
1,023.3 |
1,018.0 |
1,006.4 |
|
R2 |
1,014.6 |
1,014.6 |
1,005.6 |
|
R1 |
1,009.3 |
1,009.3 |
1,004.8 |
1,007.6 |
PP |
1,005.9 |
1,005.9 |
1,005.9 |
1,005.1 |
S1 |
1,000.6 |
1,000.6 |
1,003.2 |
998.9 |
S2 |
997.2 |
997.2 |
1,002.4 |
|
S3 |
988.5 |
991.9 |
1,001.6 |
|
S4 |
979.8 |
983.2 |
999.2 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.2 |
1,082.7 |
1,013.5 |
|
R3 |
1,069.6 |
1,049.1 |
1,004.2 |
|
R2 |
1,036.0 |
1,036.0 |
1,001.2 |
|
R1 |
1,015.5 |
1,015.5 |
998.1 |
1,009.0 |
PP |
1,002.4 |
1,002.4 |
1,002.4 |
999.1 |
S1 |
981.9 |
981.9 |
991.9 |
975.4 |
S2 |
968.8 |
968.8 |
988.8 |
|
S3 |
935.2 |
948.3 |
985.8 |
|
S4 |
901.6 |
914.7 |
976.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,048.2 |
2.618 |
1,034.0 |
1.618 |
1,025.3 |
1.000 |
1,019.9 |
0.618 |
1,016.6 |
HIGH |
1,011.2 |
0.618 |
1,007.9 |
0.500 |
1,006.9 |
0.382 |
1,005.8 |
LOW |
1,002.5 |
0.618 |
997.1 |
1.000 |
993.8 |
1.618 |
988.4 |
2.618 |
979.7 |
4.250 |
965.5 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,006.9 |
1,003.4 |
PP |
1,005.9 |
1,002.7 |
S1 |
1,005.0 |
1,002.1 |
|