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 |
5,090.5 |
5,137.5 |
47.0 |
0.9% |
5,064.0 |
High |
5,126.0 |
5,143.0 |
17.0 |
0.3% |
5,160.5 |
Low |
5,064.5 |
5,086.5 |
22.0 |
0.4% |
4,922.5 |
Close |
5,088.5 |
5,119.0 |
30.5 |
0.6% |
4,966.0 |
Range |
61.5 |
56.5 |
-5.0 |
-8.1% |
238.0 |
ATR |
84.5 |
82.5 |
-2.0 |
-2.4% |
0.0 |
Volume |
111,314 |
89,612 |
-21,702 |
-19.5% |
619,404 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,285.5 |
5,259.0 |
5,150.0 |
|
R3 |
5,229.0 |
5,202.5 |
5,134.5 |
|
R2 |
5,172.5 |
5,172.5 |
5,129.5 |
|
R1 |
5,146.0 |
5,146.0 |
5,124.0 |
5,131.0 |
PP |
5,116.0 |
5,116.0 |
5,116.0 |
5,109.0 |
S1 |
5,089.5 |
5,089.5 |
5,114.0 |
5,074.5 |
S2 |
5,059.5 |
5,059.5 |
5,108.5 |
|
S3 |
5,003.0 |
5,033.0 |
5,103.5 |
|
S4 |
4,946.5 |
4,976.5 |
5,088.0 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,730.5 |
5,586.0 |
5,097.0 |
|
R3 |
5,492.5 |
5,348.0 |
5,031.5 |
|
R2 |
5,254.5 |
5,254.5 |
5,009.5 |
|
R1 |
5,110.0 |
5,110.0 |
4,988.0 |
5,063.0 |
PP |
5,016.5 |
5,016.5 |
5,016.5 |
4,993.0 |
S1 |
4,872.0 |
4,872.0 |
4,944.0 |
4,825.0 |
S2 |
4,778.5 |
4,778.5 |
4,922.5 |
|
S3 |
4,540.5 |
4,634.0 |
4,900.5 |
|
S4 |
4,302.5 |
4,396.0 |
4,835.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,143.0 |
4,922.5 |
220.5 |
4.3% |
79.5 |
1.5% |
89% |
True |
False |
118,352 |
10 |
5,160.5 |
4,922.5 |
238.0 |
4.6% |
88.0 |
1.7% |
83% |
False |
False |
122,281 |
20 |
5,168.0 |
4,922.0 |
246.0 |
4.8% |
79.5 |
1.6% |
80% |
False |
False |
114,762 |
40 |
5,168.0 |
4,568.0 |
600.0 |
11.7% |
69.5 |
1.4% |
92% |
False |
False |
59,056 |
60 |
5,168.0 |
4,195.0 |
973.0 |
19.0% |
65.0 |
1.3% |
95% |
False |
False |
39,414 |
80 |
5,168.0 |
4,041.0 |
1,127.0 |
22.0% |
64.5 |
1.3% |
96% |
False |
False |
29,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,383.0 |
2.618 |
5,291.0 |
1.618 |
5,234.5 |
1.000 |
5,199.5 |
0.618 |
5,178.0 |
HIGH |
5,143.0 |
0.618 |
5,121.5 |
0.500 |
5,115.0 |
0.382 |
5,108.0 |
LOW |
5,086.5 |
0.618 |
5,051.5 |
1.000 |
5,030.0 |
1.618 |
4,995.0 |
2.618 |
4,938.5 |
4.250 |
4,846.5 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
5,117.5 |
5,103.0 |
PP |
5,116.0 |
5,087.5 |
S1 |
5,115.0 |
5,071.5 |
|