| 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 |
9,728.22 |
9,786.04 |
57.82 |
0.6% |
9,488.73 |
| High |
9,836.67 |
9,865.01 |
28.34 |
0.3% |
9,865.01 |
| Low |
9,728.07 |
9,764.88 |
36.81 |
0.4% |
9,481.09 |
| Close |
9,786.87 |
9,864.94 |
78.07 |
0.8% |
9,864.94 |
| Range |
108.60 |
100.13 |
-8.47 |
-7.8% |
383.92 |
| ATR |
124.33 |
122.60 |
-1.73 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,132.00 |
10,098.60 |
9,920.01 |
|
| R3 |
10,031.87 |
9,998.47 |
9,892.48 |
|
| R2 |
9,931.74 |
9,931.74 |
9,883.30 |
|
| R1 |
9,898.34 |
9,898.34 |
9,874.12 |
9,915.04 |
| PP |
9,831.61 |
9,831.61 |
9,831.61 |
9,839.96 |
| S1 |
9,798.21 |
9,798.21 |
9,855.76 |
9,814.91 |
| S2 |
9,731.48 |
9,731.48 |
9,846.58 |
|
| S3 |
9,631.35 |
9,698.08 |
9,837.40 |
|
| S4 |
9,531.22 |
9,597.95 |
9,809.87 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,888.77 |
10,760.78 |
10,076.10 |
|
| R3 |
10,504.85 |
10,376.86 |
9,970.52 |
|
| R2 |
10,120.93 |
10,120.93 |
9,935.33 |
|
| R1 |
9,992.94 |
9,992.94 |
9,900.13 |
10,056.94 |
| PP |
9,737.01 |
9,737.01 |
9,737.01 |
9,769.01 |
| S1 |
9,609.02 |
9,609.02 |
9,829.75 |
9,673.02 |
| S2 |
9,353.09 |
9,353.09 |
9,794.55 |
|
| S3 |
8,969.17 |
9,225.10 |
9,759.36 |
|
| S4 |
8,585.25 |
8,841.18 |
9,653.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,865.01 |
9,481.09 |
383.92 |
3.9% |
118.09 |
1.2% |
100% |
True |
False |
|
| 10 |
9,865.01 |
9,430.08 |
434.93 |
4.4% |
132.05 |
1.3% |
100% |
True |
False |
|
| 20 |
9,917.99 |
9,430.08 |
487.91 |
4.9% |
120.64 |
1.2% |
89% |
False |
False |
|
| 40 |
9,917.99 |
9,116.52 |
801.47 |
8.1% |
123.99 |
1.3% |
93% |
False |
False |
|
| 60 |
9,917.99 |
8,674.41 |
1,243.58 |
12.6% |
122.16 |
1.2% |
96% |
False |
False |
|
| 80 |
9,917.99 |
8,087.19 |
1,830.80 |
18.6% |
128.04 |
1.3% |
97% |
False |
False |
|
| 100 |
9,917.99 |
8,087.19 |
1,830.80 |
18.6% |
134.62 |
1.4% |
97% |
False |
False |
|
| 120 |
9,917.99 |
7,804.21 |
2,113.78 |
21.4% |
139.38 |
1.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,290.56 |
|
2.618 |
10,127.15 |
|
1.618 |
10,027.02 |
|
1.000 |
9,965.14 |
|
0.618 |
9,926.89 |
|
HIGH |
9,865.01 |
|
0.618 |
9,826.76 |
|
0.500 |
9,814.95 |
|
0.382 |
9,803.13 |
|
LOW |
9,764.88 |
|
0.618 |
9,703.00 |
|
1.000 |
9,664.75 |
|
1.618 |
9,602.87 |
|
2.618 |
9,502.74 |
|
4.250 |
9,339.33 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,848.28 |
9,833.40 |
| PP |
9,831.61 |
9,801.86 |
| S1 |
9,814.95 |
9,770.32 |
|