Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
9,725.69 |
9,728.22 |
2.53 |
0.0% |
9,663.23 |
High |
9,740.32 |
9,836.67 |
96.35 |
1.0% |
9,834.48 |
Low |
9,675.62 |
9,728.07 |
52.45 |
0.5% |
9,430.08 |
Close |
9,725.58 |
9,786.87 |
61.29 |
0.6% |
9,487.67 |
Range |
64.70 |
108.60 |
43.90 |
67.9% |
404.40 |
ATR |
125.35 |
124.33 |
-1.02 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,109.67 |
10,056.87 |
9,846.60 |
|
R3 |
10,001.07 |
9,948.27 |
9,816.74 |
|
R2 |
9,892.47 |
9,892.47 |
9,806.78 |
|
R1 |
9,839.67 |
9,839.67 |
9,796.83 |
9,866.07 |
PP |
9,783.87 |
9,783.87 |
9,783.87 |
9,797.07 |
S1 |
9,731.07 |
9,731.07 |
9,776.92 |
9,757.47 |
S2 |
9,675.27 |
9,675.27 |
9,766.96 |
|
S3 |
9,566.67 |
9,622.47 |
9,757.01 |
|
S4 |
9,458.07 |
9,513.87 |
9,727.14 |
|
|
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 |
9,836.67 |
9,430.08 |
406.59 |
4.2% |
117.01 |
1.2% |
88% |
True |
False |
|
10 |
9,836.67 |
9,430.08 |
406.59 |
4.2% |
131.53 |
1.3% |
88% |
True |
False |
|
20 |
9,917.99 |
9,430.08 |
487.91 |
5.0% |
119.55 |
1.2% |
73% |
False |
False |
|
40 |
9,917.99 |
9,116.52 |
801.47 |
8.2% |
124.02 |
1.3% |
84% |
False |
False |
|
60 |
9,917.99 |
8,584.40 |
1,333.59 |
13.6% |
123.07 |
1.3% |
90% |
False |
False |
|
80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.7% |
128.06 |
1.3% |
93% |
False |
False |
|
100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.7% |
134.36 |
1.4% |
93% |
False |
False |
|
120 |
9,917.99 |
7,791.95 |
2,126.04 |
21.7% |
140.10 |
1.4% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,298.22 |
2.618 |
10,120.98 |
1.618 |
10,012.38 |
1.000 |
9,945.27 |
0.618 |
9,903.78 |
HIGH |
9,836.67 |
0.618 |
9,795.18 |
0.500 |
9,782.37 |
0.382 |
9,769.56 |
LOW |
9,728.07 |
0.618 |
9,660.96 |
1.000 |
9,619.47 |
1.618 |
9,552.36 |
2.618 |
9,443.76 |
4.250 |
9,266.52 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
9,785.37 |
9,764.24 |
PP |
9,783.87 |
9,741.60 |
S1 |
9,782.37 |
9,718.97 |
|