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 |
9,711.60 |
9,507.62 |
-203.98 |
-2.1% |
9,663.23 |
High |
9,711.67 |
9,524.78 |
-186.89 |
-1.9% |
9,834.48 |
Low |
9,500.37 |
9,430.08 |
-70.29 |
-0.7% |
9,430.08 |
Close |
9,509.28 |
9,487.67 |
-21.61 |
-0.2% |
9,487.67 |
Range |
211.30 |
94.70 |
-116.60 |
-55.2% |
404.40 |
ATR |
127.60 |
125.25 |
-2.35 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,764.94 |
9,721.01 |
9,539.76 |
|
R3 |
9,670.24 |
9,626.31 |
9,513.71 |
|
R2 |
9,575.54 |
9,575.54 |
9,505.03 |
|
R1 |
9,531.61 |
9,531.61 |
9,496.35 |
9,506.23 |
PP |
9,480.84 |
9,480.84 |
9,480.84 |
9,468.15 |
S1 |
9,436.91 |
9,436.91 |
9,478.99 |
9,411.53 |
S2 |
9,386.14 |
9,386.14 |
9,470.31 |
|
S3 |
9,291.44 |
9,342.21 |
9,461.63 |
|
S4 |
9,196.74 |
9,247.51 |
9,435.59 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,797.28 |
10,546.87 |
9,710.09 |
|
R3 |
10,392.88 |
10,142.47 |
9,598.88 |
|
R2 |
9,988.48 |
9,988.48 |
9,561.81 |
|
R1 |
9,738.07 |
9,738.07 |
9,524.74 |
9,661.08 |
PP |
9,584.08 |
9,584.08 |
9,584.08 |
9,545.58 |
S1 |
9,333.67 |
9,333.67 |
9,450.60 |
9,256.68 |
S2 |
9,179.68 |
9,179.68 |
9,413.53 |
|
S3 |
8,775.28 |
8,929.27 |
9,376.46 |
|
S4 |
8,370.88 |
8,524.87 |
9,265.25 |
|
|
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 |
9,430.08 |
404.40 |
4.3% |
146.01 |
1.5% |
14% |
False |
True |
|
10 |
9,917.99 |
9,430.08 |
487.91 |
5.1% |
130.58 |
1.4% |
12% |
False |
True |
|
20 |
9,917.99 |
9,321.63 |
596.36 |
6.3% |
116.08 |
1.2% |
28% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.4% |
126.30 |
1.3% |
46% |
False |
False |
|
60 |
9,917.99 |
8,093.31 |
1,824.68 |
19.2% |
125.44 |
1.3% |
76% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
19.3% |
129.37 |
1.4% |
76% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
19.3% |
136.55 |
1.4% |
76% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
22.4% |
142.42 |
1.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,927.26 |
2.618 |
9,772.70 |
1.618 |
9,678.00 |
1.000 |
9,619.48 |
0.618 |
9,583.30 |
HIGH |
9,524.78 |
0.618 |
9,488.60 |
0.500 |
9,477.43 |
0.382 |
9,466.26 |
LOW |
9,430.08 |
0.618 |
9,371.56 |
1.000 |
9,335.38 |
1.618 |
9,276.86 |
2.618 |
9,182.16 |
4.250 |
9,027.61 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,484.26 |
9,603.45 |
PP |
9,480.84 |
9,564.86 |
S1 |
9,477.43 |
9,526.26 |
|