Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,507.62 |
9,488.73 |
-18.89 |
-0.2% |
9,663.23 |
High |
9,524.78 |
9,625.06 |
100.28 |
1.1% |
9,834.48 |
Low |
9,430.08 |
9,481.09 |
51.01 |
0.5% |
9,430.08 |
Close |
9,487.67 |
9,599.75 |
112.08 |
1.2% |
9,487.67 |
Range |
94.70 |
143.97 |
49.27 |
52.0% |
404.40 |
ATR |
125.25 |
126.58 |
1.34 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,000.54 |
9,944.12 |
9,678.93 |
|
R3 |
9,856.57 |
9,800.15 |
9,639.34 |
|
R2 |
9,712.60 |
9,712.60 |
9,626.14 |
|
R1 |
9,656.18 |
9,656.18 |
9,612.95 |
9,684.39 |
PP |
9,568.63 |
9,568.63 |
9,568.63 |
9,582.74 |
S1 |
9,512.21 |
9,512.21 |
9,586.55 |
9,540.42 |
S2 |
9,424.66 |
9,424.66 |
9,573.36 |
|
S3 |
9,280.69 |
9,368.24 |
9,560.16 |
|
S4 |
9,136.72 |
9,224.27 |
9,520.57 |
|
|
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 |
4.2% |
142.71 |
1.5% |
42% |
False |
False |
|
10 |
9,917.99 |
9,430.08 |
487.91 |
5.1% |
135.69 |
1.4% |
35% |
False |
False |
|
20 |
9,917.99 |
9,430.08 |
487.91 |
5.1% |
117.08 |
1.2% |
35% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.3% |
125.41 |
1.3% |
60% |
False |
False |
|
60 |
9,917.99 |
8,130.42 |
1,787.57 |
18.6% |
126.33 |
1.3% |
82% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
19.1% |
129.40 |
1.3% |
83% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
19.1% |
135.99 |
1.4% |
83% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
22.1% |
142.20 |
1.5% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,236.93 |
2.618 |
10,001.97 |
1.618 |
9,858.00 |
1.000 |
9,769.03 |
0.618 |
9,714.03 |
HIGH |
9,625.06 |
0.618 |
9,570.06 |
0.500 |
9,553.08 |
0.382 |
9,536.09 |
LOW |
9,481.09 |
0.618 |
9,392.12 |
1.000 |
9,337.12 |
1.618 |
9,248.15 |
2.618 |
9,104.18 |
4.250 |
8,869.22 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,584.19 |
9,590.13 |
PP |
9,568.63 |
9,580.50 |
S1 |
9,553.08 |
9,570.88 |
|