| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
995.6 |
1,010.0 |
14.4 |
1.4% |
1,007.0 |
| High |
1,011.1 |
1,012.3 |
1.2 |
0.1% |
1,021.5 |
| Low |
994.0 |
1,000.0 |
6.0 |
0.6% |
988.1 |
| Close |
1,010.5 |
1,001.8 |
-8.7 |
-0.9% |
992.8 |
| Range |
17.1 |
12.3 |
-4.8 |
-28.1% |
33.4 |
| ATR |
14.2 |
14.1 |
-0.1 |
-1.0% |
0.0 |
| Volume |
4,327 |
4,652 |
325 |
7.5% |
10,811 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,041.6 |
1,034.0 |
1,008.6 |
|
| R3 |
1,029.3 |
1,021.7 |
1,005.2 |
|
| R2 |
1,017.0 |
1,017.0 |
1,004.1 |
|
| R1 |
1,009.4 |
1,009.4 |
1,002.9 |
1,007.1 |
| PP |
1,004.7 |
1,004.7 |
1,004.7 |
1,003.5 |
| S1 |
997.1 |
997.1 |
1,000.7 |
994.8 |
| S2 |
992.4 |
992.4 |
999.5 |
|
| S3 |
980.1 |
984.8 |
998.4 |
|
| S4 |
967.8 |
972.5 |
995.0 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,101.0 |
1,080.3 |
1,011.2 |
|
| R3 |
1,067.6 |
1,046.9 |
1,002.0 |
|
| R2 |
1,034.2 |
1,034.2 |
998.9 |
|
| R1 |
1,013.5 |
1,013.5 |
995.9 |
1,007.2 |
| PP |
1,000.8 |
1,000.8 |
1,000.8 |
997.6 |
| S1 |
980.1 |
980.1 |
989.7 |
973.8 |
| S2 |
967.4 |
967.4 |
986.7 |
|
| S3 |
934.0 |
946.7 |
983.6 |
|
| S4 |
900.6 |
913.3 |
974.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,012.3 |
987.3 |
25.0 |
2.5% |
12.7 |
1.3% |
58% |
True |
False |
3,657 |
| 10 |
1,021.5 |
987.3 |
34.2 |
3.4% |
13.9 |
1.4% |
42% |
False |
False |
2,894 |
| 20 |
1,026.5 |
977.8 |
48.7 |
4.9% |
14.5 |
1.4% |
49% |
False |
False |
2,148 |
| 40 |
1,026.5 |
933.5 |
93.0 |
9.3% |
13.0 |
1.3% |
73% |
False |
False |
1,717 |
| 60 |
1,026.5 |
911.4 |
115.1 |
11.5% |
11.7 |
1.2% |
79% |
False |
False |
1,544 |
| 80 |
1,026.5 |
909.5 |
117.0 |
11.7% |
11.5 |
1.1% |
79% |
False |
False |
1,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,064.6 |
|
2.618 |
1,044.5 |
|
1.618 |
1,032.2 |
|
1.000 |
1,024.6 |
|
0.618 |
1,019.9 |
|
HIGH |
1,012.3 |
|
0.618 |
1,007.6 |
|
0.500 |
1,006.2 |
|
0.382 |
1,004.7 |
|
LOW |
1,000.0 |
|
0.618 |
992.4 |
|
1.000 |
987.7 |
|
1.618 |
980.1 |
|
2.618 |
967.8 |
|
4.250 |
947.7 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,006.2 |
1,001.1 |
| PP |
1,004.7 |
1,000.5 |
| S1 |
1,003.3 |
999.8 |
|