| 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 |
2,774.0 |
2,747.0 |
-27.0 |
-1.0% |
2,806.0 |
| High |
2,781.0 |
2,797.0 |
16.0 |
0.6% |
2,906.0 |
| Low |
2,728.0 |
2,731.0 |
3.0 |
0.1% |
2,728.0 |
| Close |
2,751.0 |
2,775.0 |
24.0 |
0.9% |
2,751.0 |
| Range |
53.0 |
66.0 |
13.0 |
24.5% |
178.0 |
| ATR |
58.3 |
58.8 |
0.6 |
0.9% |
0.0 |
| Volume |
1,709,801 |
1,056,381 |
-653,420 |
-38.2% |
6,790,053 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.7 |
2,936.3 |
2,811.3 |
|
| R3 |
2,899.7 |
2,870.3 |
2,793.2 |
|
| R2 |
2,833.7 |
2,833.7 |
2,787.1 |
|
| R1 |
2,804.3 |
2,804.3 |
2,781.1 |
2,819.0 |
| PP |
2,767.7 |
2,767.7 |
2,767.7 |
2,775.0 |
| S1 |
2,738.3 |
2,738.3 |
2,769.0 |
2,753.0 |
| S2 |
2,701.7 |
2,701.7 |
2,762.9 |
|
| S3 |
2,635.7 |
2,672.3 |
2,756.9 |
|
| S4 |
2,569.7 |
2,606.3 |
2,738.7 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,329.0 |
3,218.0 |
2,848.9 |
|
| R3 |
3,151.0 |
3,040.0 |
2,800.0 |
|
| R2 |
2,973.0 |
2,973.0 |
2,783.6 |
|
| R1 |
2,862.0 |
2,862.0 |
2,767.3 |
2,828.5 |
| PP |
2,795.0 |
2,795.0 |
2,795.0 |
2,778.3 |
| S1 |
2,684.0 |
2,684.0 |
2,734.7 |
2,650.5 |
| S2 |
2,617.0 |
2,617.0 |
2,718.4 |
|
| S3 |
2,439.0 |
2,506.0 |
2,702.1 |
|
| S4 |
2,261.0 |
2,328.0 |
2,653.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,906.0 |
2,728.0 |
178.0 |
6.4% |
64.4 |
2.3% |
26% |
False |
False |
1,331,439 |
| 10 |
2,906.0 |
2,728.0 |
178.0 |
6.4% |
61.9 |
2.2% |
26% |
False |
False |
1,227,887 |
| 20 |
2,906.0 |
2,728.0 |
178.0 |
6.4% |
52.2 |
1.9% |
26% |
False |
False |
939,956 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
12.1% |
52.1 |
1.9% |
61% |
False |
False |
474,607 |
| 60 |
2,906.0 |
2,241.0 |
665.0 |
24.0% |
52.6 |
1.9% |
80% |
False |
False |
316,767 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
24.0% |
53.1 |
1.9% |
80% |
False |
False |
240,066 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
24.0% |
52.4 |
1.9% |
80% |
False |
False |
193,170 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
29.2% |
53.0 |
1.9% |
84% |
False |
False |
161,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,077.5 |
|
2.618 |
2,969.8 |
|
1.618 |
2,903.8 |
|
1.000 |
2,863.0 |
|
0.618 |
2,837.8 |
|
HIGH |
2,797.0 |
|
0.618 |
2,771.8 |
|
0.500 |
2,764.0 |
|
0.382 |
2,756.2 |
|
LOW |
2,731.0 |
|
0.618 |
2,690.2 |
|
1.000 |
2,665.0 |
|
1.618 |
2,624.2 |
|
2.618 |
2,558.2 |
|
4.250 |
2,450.5 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.3 |
2,803.5 |
| PP |
2,767.7 |
2,794.0 |
| S1 |
2,764.0 |
2,784.5 |
|