| 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 |
2,747.0 |
2,787.0 |
40.0 |
1.5% |
2,806.0 |
| High |
2,797.0 |
2,854.0 |
57.0 |
2.0% |
2,906.0 |
| Low |
2,731.0 |
2,784.0 |
53.0 |
1.9% |
2,728.0 |
| Close |
2,775.0 |
2,849.0 |
74.0 |
2.7% |
2,751.0 |
| Range |
66.0 |
70.0 |
4.0 |
6.1% |
178.0 |
| ATR |
58.8 |
60.3 |
1.4 |
2.4% |
0.0 |
| Volume |
1,056,381 |
1,248,474 |
192,093 |
18.2% |
6,790,053 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.0 |
3,014.0 |
2,887.5 |
|
| R3 |
2,969.0 |
2,944.0 |
2,868.3 |
|
| R2 |
2,899.0 |
2,899.0 |
2,861.8 |
|
| R1 |
2,874.0 |
2,874.0 |
2,855.4 |
2,886.5 |
| PP |
2,829.0 |
2,829.0 |
2,829.0 |
2,835.3 |
| S1 |
2,804.0 |
2,804.0 |
2,842.6 |
2,816.5 |
| S2 |
2,759.0 |
2,759.0 |
2,836.2 |
|
| S3 |
2,689.0 |
2,734.0 |
2,829.8 |
|
| S4 |
2,619.0 |
2,664.0 |
2,810.5 |
|
|
| 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 |
2,897.0 |
2,728.0 |
169.0 |
5.9% |
70.4 |
2.5% |
72% |
False |
False |
1,370,903 |
| 10 |
2,906.0 |
2,728.0 |
178.0 |
6.2% |
65.6 |
2.3% |
68% |
False |
False |
1,272,442 |
| 20 |
2,906.0 |
2,728.0 |
178.0 |
6.2% |
54.2 |
1.9% |
68% |
False |
False |
998,820 |
| 40 |
2,906.0 |
2,570.0 |
336.0 |
11.8% |
53.3 |
1.9% |
83% |
False |
False |
505,817 |
| 60 |
2,906.0 |
2,330.0 |
576.0 |
20.2% |
52.0 |
1.8% |
90% |
False |
False |
337,548 |
| 80 |
2,906.0 |
2,241.0 |
665.0 |
23.3% |
52.9 |
1.9% |
91% |
False |
False |
255,560 |
| 100 |
2,906.0 |
2,241.0 |
665.0 |
23.3% |
52.3 |
1.8% |
91% |
False |
False |
205,640 |
| 120 |
2,906.0 |
2,096.0 |
810.0 |
28.4% |
53.4 |
1.9% |
93% |
False |
False |
171,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,151.5 |
|
2.618 |
3,037.3 |
|
1.618 |
2,967.3 |
|
1.000 |
2,924.0 |
|
0.618 |
2,897.3 |
|
HIGH |
2,854.0 |
|
0.618 |
2,827.3 |
|
0.500 |
2,819.0 |
|
0.382 |
2,810.7 |
|
LOW |
2,784.0 |
|
0.618 |
2,740.7 |
|
1.000 |
2,714.0 |
|
1.618 |
2,670.7 |
|
2.618 |
2,600.7 |
|
4.250 |
2,486.5 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.0 |
2,829.7 |
| PP |
2,829.0 |
2,810.3 |
| S1 |
2,819.0 |
2,791.0 |
|