Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,488.73 |
9,601.26 |
112.53 |
1.2% |
9,663.23 |
High |
9,625.06 |
9,774.32 |
149.26 |
1.6% |
9,834.48 |
Low |
9,481.09 |
9,601.26 |
120.17 |
1.3% |
9,430.08 |
Close |
9,599.75 |
9,731.25 |
131.50 |
1.4% |
9,487.67 |
Range |
143.97 |
173.06 |
29.09 |
20.2% |
404.40 |
ATR |
126.58 |
130.01 |
3.43 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,221.46 |
10,149.41 |
9,826.43 |
|
R3 |
10,048.40 |
9,976.35 |
9,778.84 |
|
R2 |
9,875.34 |
9,875.34 |
9,762.98 |
|
R1 |
9,803.29 |
9,803.29 |
9,747.11 |
9,839.32 |
PP |
9,702.28 |
9,702.28 |
9,702.28 |
9,720.29 |
S1 |
9,630.23 |
9,630.23 |
9,715.39 |
9,666.26 |
S2 |
9,529.22 |
9,529.22 |
9,699.52 |
|
S3 |
9,356.16 |
9,457.17 |
9,683.66 |
|
S4 |
9,183.10 |
9,284.11 |
9,636.07 |
|
|
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 |
9,776.82 |
9,430.08 |
346.74 |
3.6% |
158.25 |
1.6% |
87% |
False |
False |
|
10 |
9,917.99 |
9,430.08 |
487.91 |
5.0% |
145.85 |
1.5% |
62% |
False |
False |
|
20 |
9,917.99 |
9,430.08 |
487.91 |
5.0% |
122.18 |
1.3% |
62% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.2% |
127.70 |
1.3% |
77% |
False |
False |
|
60 |
9,917.99 |
8,285.20 |
1,632.79 |
16.8% |
125.86 |
1.3% |
89% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
130.46 |
1.3% |
90% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.8% |
136.70 |
1.4% |
90% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
21.8% |
141.93 |
1.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,509.83 |
2.618 |
10,227.39 |
1.618 |
10,054.33 |
1.000 |
9,947.38 |
0.618 |
9,881.27 |
HIGH |
9,774.32 |
0.618 |
9,708.21 |
0.500 |
9,687.79 |
0.382 |
9,667.37 |
LOW |
9,601.26 |
0.618 |
9,494.31 |
1.000 |
9,428.20 |
1.618 |
9,321.25 |
2.618 |
9,148.19 |
4.250 |
8,865.76 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,716.76 |
9,688.23 |
PP |
9,702.28 |
9,645.22 |
S1 |
9,687.79 |
9,602.20 |
|