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 |
1,053.65 |
1,060.03 |
6.38 |
0.6% |
1,045.38 |
High |
1,058.02 |
1,070.67 |
12.65 |
1.2% |
1,069.62 |
Low |
1,050.10 |
1,060.03 |
9.93 |
0.9% |
1,019.95 |
Close |
1,057.58 |
1,065.48 |
7.90 |
0.7% |
1,025.21 |
Range |
7.92 |
10.64 |
2.72 |
34.3% |
49.67 |
ATR |
15.17 |
15.02 |
-0.15 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,097.31 |
1,092.04 |
1,071.33 |
|
R3 |
1,086.67 |
1,081.40 |
1,068.41 |
|
R2 |
1,076.03 |
1,076.03 |
1,067.43 |
|
R1 |
1,070.76 |
1,070.76 |
1,066.46 |
1,073.40 |
PP |
1,065.39 |
1,065.39 |
1,065.39 |
1,066.71 |
S1 |
1,060.12 |
1,060.12 |
1,064.50 |
1,062.76 |
S2 |
1,054.75 |
1,054.75 |
1,063.53 |
|
S3 |
1,044.11 |
1,049.48 |
1,062.55 |
|
S4 |
1,033.47 |
1,038.84 |
1,059.63 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.27 |
1,155.91 |
1,052.53 |
|
R3 |
1,137.60 |
1,106.24 |
1,038.87 |
|
R2 |
1,087.93 |
1,087.93 |
1,034.32 |
|
R1 |
1,056.57 |
1,056.57 |
1,029.76 |
1,047.42 |
PP |
1,038.26 |
1,038.26 |
1,038.26 |
1,033.68 |
S1 |
1,006.90 |
1,006.90 |
1,020.66 |
997.75 |
S2 |
988.59 |
988.59 |
1,016.10 |
|
S3 |
938.92 |
957.23 |
1,011.55 |
|
S4 |
889.25 |
907.56 |
997.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,070.67 |
1,019.95 |
50.72 |
4.8% |
12.88 |
1.2% |
90% |
True |
False |
|
10 |
1,070.67 |
1,019.95 |
50.72 |
4.8% |
15.06 |
1.4% |
90% |
True |
False |
|
20 |
1,080.15 |
1,019.95 |
60.20 |
5.7% |
14.10 |
1.3% |
76% |
False |
False |
|
40 |
1,080.15 |
978.51 |
101.64 |
9.5% |
14.37 |
1.3% |
86% |
False |
False |
|
60 |
1,080.15 |
927.45 |
152.70 |
14.3% |
14.16 |
1.3% |
90% |
False |
False |
|
80 |
1,080.15 |
869.32 |
210.83 |
19.8% |
14.57 |
1.4% |
93% |
False |
False |
|
100 |
1,080.15 |
869.32 |
210.83 |
19.8% |
15.29 |
1.4% |
93% |
False |
False |
|
120 |
1,080.15 |
826.83 |
253.32 |
23.8% |
15.99 |
1.5% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,115.89 |
2.618 |
1,098.53 |
1.618 |
1,087.89 |
1.000 |
1,081.31 |
0.618 |
1,077.25 |
HIGH |
1,070.67 |
0.618 |
1,066.61 |
0.500 |
1,065.35 |
0.382 |
1,064.09 |
LOW |
1,060.03 |
0.618 |
1,053.45 |
1.000 |
1,049.39 |
1.618 |
1,042.81 |
2.618 |
1,032.17 |
4.250 |
1,014.81 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1,065.44 |
1,062.44 |
PP |
1,065.39 |
1,059.39 |
S1 |
1,065.35 |
1,056.35 |
|