| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,049.5 |
1,058.0 |
8.5 |
0.8% |
1,005.0 |
| High |
1,064.4 |
1,058.0 |
-6.4 |
-0.6% |
1,064.4 |
| Low |
1,046.4 |
1,047.6 |
1.2 |
0.1% |
1,004.0 |
| Close |
1,058.7 |
1,051.1 |
-7.6 |
-0.7% |
1,051.1 |
| Range |
18.0 |
10.4 |
-7.6 |
-42.2% |
60.4 |
| ATR |
15.6 |
15.3 |
-0.3 |
-2.1% |
0.0 |
| Volume |
2,157 |
1,209 |
-948 |
-43.9% |
8,470 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,083.4 |
1,077.7 |
1,056.8 |
|
| R3 |
1,073.0 |
1,067.3 |
1,054.0 |
|
| R2 |
1,062.6 |
1,062.6 |
1,053.0 |
|
| R1 |
1,056.9 |
1,056.9 |
1,052.1 |
1,054.6 |
| PP |
1,052.2 |
1,052.2 |
1,052.2 |
1,051.1 |
| S1 |
1,046.5 |
1,046.5 |
1,050.1 |
1,044.2 |
| S2 |
1,041.8 |
1,041.8 |
1,049.2 |
|
| S3 |
1,031.4 |
1,036.1 |
1,048.2 |
|
| S4 |
1,021.0 |
1,025.7 |
1,045.4 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,221.0 |
1,196.5 |
1,084.3 |
|
| R3 |
1,160.6 |
1,136.1 |
1,067.7 |
|
| R2 |
1,100.2 |
1,100.2 |
1,062.2 |
|
| R1 |
1,075.7 |
1,075.7 |
1,056.6 |
1,088.0 |
| PP |
1,039.8 |
1,039.8 |
1,039.8 |
1,046.0 |
| S1 |
1,015.3 |
1,015.3 |
1,045.6 |
1,027.6 |
| S2 |
979.4 |
979.4 |
1,040.0 |
|
| S3 |
919.0 |
954.9 |
1,034.5 |
|
| S4 |
858.6 |
894.5 |
1,017.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,064.4 |
1,004.0 |
60.4 |
5.7% |
16.8 |
1.6% |
78% |
False |
False |
1,694 |
| 10 |
1,064.4 |
989.3 |
75.1 |
7.1% |
15.1 |
1.4% |
82% |
False |
False |
1,484 |
| 20 |
1,064.4 |
989.3 |
75.1 |
7.1% |
14.8 |
1.4% |
82% |
False |
False |
1,241 |
| 40 |
1,064.4 |
934.6 |
129.8 |
12.3% |
13.9 |
1.3% |
90% |
False |
False |
1,103 |
| 60 |
1,064.4 |
930.9 |
133.5 |
12.7% |
12.9 |
1.2% |
90% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,102.2 |
|
2.618 |
1,085.2 |
|
1.618 |
1,074.8 |
|
1.000 |
1,068.4 |
|
0.618 |
1,064.4 |
|
HIGH |
1,058.0 |
|
0.618 |
1,054.0 |
|
0.500 |
1,052.8 |
|
0.382 |
1,051.6 |
|
LOW |
1,047.6 |
|
0.618 |
1,041.2 |
|
1.000 |
1,037.2 |
|
1.618 |
1,030.8 |
|
2.618 |
1,020.4 |
|
4.250 |
1,003.4 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.8 |
1,052.8 |
| PP |
1,052.2 |
1,052.2 |
| S1 |
1,051.7 |
1,051.7 |
|