| 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 |
1,005.0 |
1,018.8 |
13.8 |
1.4% |
995.0 |
| High |
1,021.0 |
1,046.9 |
25.9 |
2.5% |
1,013.0 |
| Low |
1,004.0 |
1,018.8 |
14.8 |
1.5% |
989.3 |
| Close |
1,019.9 |
1,041.9 |
22.0 |
2.2% |
1,006.4 |
| Range |
17.0 |
28.1 |
11.1 |
65.3% |
23.7 |
| ATR |
14.8 |
15.8 |
0.9 |
6.4% |
0.0 |
| Volume |
790 |
2,157 |
1,367 |
173.0% |
6,371 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,120.2 |
1,109.1 |
1,057.4 |
|
| R3 |
1,092.1 |
1,081.0 |
1,049.6 |
|
| R2 |
1,064.0 |
1,064.0 |
1,047.1 |
|
| R1 |
1,052.9 |
1,052.9 |
1,044.5 |
1,058.5 |
| PP |
1,035.9 |
1,035.9 |
1,035.9 |
1,038.6 |
| S1 |
1,024.8 |
1,024.8 |
1,039.3 |
1,030.4 |
| S2 |
1,007.8 |
1,007.8 |
1,036.7 |
|
| S3 |
979.7 |
996.7 |
1,034.2 |
|
| S4 |
951.6 |
968.6 |
1,026.4 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,074.0 |
1,063.9 |
1,019.4 |
|
| R3 |
1,050.3 |
1,040.2 |
1,012.9 |
|
| R2 |
1,026.6 |
1,026.6 |
1,010.7 |
|
| R1 |
1,016.5 |
1,016.5 |
1,008.6 |
1,021.6 |
| PP |
1,002.9 |
1,002.9 |
1,002.9 |
1,005.4 |
| S1 |
992.8 |
992.8 |
1,004.2 |
997.9 |
| S2 |
979.2 |
979.2 |
1,002.1 |
|
| S3 |
955.5 |
969.1 |
999.9 |
|
| S4 |
931.8 |
945.4 |
993.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,046.9 |
989.3 |
57.6 |
5.5% |
18.7 |
1.8% |
91% |
True |
False |
1,267 |
| 10 |
1,046.9 |
989.3 |
57.6 |
5.5% |
16.5 |
1.6% |
91% |
True |
False |
1,402 |
| 20 |
1,046.9 |
985.8 |
61.1 |
5.9% |
15.3 |
1.5% |
92% |
True |
False |
1,284 |
| 40 |
1,046.9 |
934.6 |
112.3 |
10.8% |
13.5 |
1.3% |
96% |
True |
False |
976 |
| 60 |
1,046.9 |
924.5 |
122.4 |
11.7% |
12.6 |
1.2% |
96% |
True |
False |
931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,166.3 |
|
2.618 |
1,120.5 |
|
1.618 |
1,092.4 |
|
1.000 |
1,075.0 |
|
0.618 |
1,064.3 |
|
HIGH |
1,046.9 |
|
0.618 |
1,036.2 |
|
0.500 |
1,032.9 |
|
0.382 |
1,029.5 |
|
LOW |
1,018.8 |
|
0.618 |
1,001.4 |
|
1.000 |
990.7 |
|
1.618 |
973.3 |
|
2.618 |
945.2 |
|
4.250 |
899.4 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,038.9 |
1,034.0 |
| PP |
1,035.9 |
1,026.0 |
| S1 |
1,032.9 |
1,018.1 |
|