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 |
9,741.83 |
9,711.60 |
-30.23 |
-0.3% |
9,818.61 |
High |
9,776.82 |
9,711.67 |
-65.15 |
-0.7% |
9,917.99 |
Low |
9,608.59 |
9,500.37 |
-108.22 |
-1.1% |
9,641.01 |
Close |
9,712.28 |
9,509.28 |
-203.00 |
-2.1% |
9,665.19 |
Range |
168.23 |
211.30 |
43.07 |
25.6% |
276.98 |
ATR |
121.11 |
127.60 |
6.49 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,207.67 |
10,069.78 |
9,625.50 |
|
R3 |
9,996.37 |
9,858.48 |
9,567.39 |
|
R2 |
9,785.07 |
9,785.07 |
9,548.02 |
|
R1 |
9,647.18 |
9,647.18 |
9,528.65 |
9,610.48 |
PP |
9,573.77 |
9,573.77 |
9,573.77 |
9,555.42 |
S1 |
9,435.88 |
9,435.88 |
9,489.91 |
9,399.18 |
S2 |
9,362.47 |
9,362.47 |
9,470.54 |
|
S3 |
9,151.17 |
9,224.58 |
9,451.17 |
|
S4 |
8,939.87 |
9,013.28 |
9,393.07 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,572.34 |
10,395.74 |
9,817.53 |
|
R3 |
10,295.36 |
10,118.76 |
9,741.36 |
|
R2 |
10,018.38 |
10,018.38 |
9,715.97 |
|
R1 |
9,841.78 |
9,841.78 |
9,690.58 |
9,791.59 |
PP |
9,741.40 |
9,741.40 |
9,741.40 |
9,716.30 |
S1 |
9,564.80 |
9,564.80 |
9,639.80 |
9,514.61 |
S2 |
9,464.42 |
9,464.42 |
9,614.41 |
|
S3 |
9,187.44 |
9,287.82 |
9,589.02 |
|
S4 |
8,910.46 |
9,010.84 |
9,512.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,834.48 |
9,500.37 |
334.11 |
3.5% |
146.05 |
1.5% |
3% |
False |
True |
|
10 |
9,917.99 |
9,500.37 |
417.62 |
4.4% |
127.41 |
1.3% |
2% |
False |
True |
|
20 |
9,917.99 |
9,252.93 |
665.06 |
7.0% |
116.21 |
1.2% |
39% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.4% |
126.84 |
1.3% |
49% |
False |
False |
|
60 |
9,917.99 |
8,093.31 |
1,824.68 |
19.2% |
125.25 |
1.3% |
78% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
19.3% |
130.63 |
1.4% |
78% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
19.3% |
137.12 |
1.4% |
78% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
22.4% |
142.92 |
1.5% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,609.70 |
2.618 |
10,264.85 |
1.618 |
10,053.55 |
1.000 |
9,922.97 |
0.618 |
9,842.25 |
HIGH |
9,711.67 |
0.618 |
9,630.95 |
0.500 |
9,606.02 |
0.382 |
9,581.09 |
LOW |
9,500.37 |
0.618 |
9,369.79 |
1.000 |
9,289.07 |
1.618 |
9,158.49 |
2.618 |
8,947.19 |
4.250 |
8,602.35 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,606.02 |
9,667.43 |
PP |
9,573.77 |
9,614.71 |
S1 |
9,541.53 |
9,562.00 |
|