Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,008 |
11,181 |
173 |
1.6% |
11,326 |
High |
11,177 |
11,199 |
22 |
0.2% |
11,392 |
Low |
10,800 |
10,408 |
-392 |
-3.6% |
10,750 |
Close |
11,147 |
10,474 |
-673 |
-6.0% |
11,147 |
Range |
377 |
791 |
414 |
109.8% |
642 |
ATR |
340 |
372 |
32 |
9.5% |
0 |
Volume |
234,337 |
193,261 |
-41,076 |
-17.5% |
1,175,757 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,067 |
12,561 |
10,909 |
|
R3 |
12,276 |
11,770 |
10,692 |
|
R2 |
11,485 |
11,485 |
10,619 |
|
R1 |
10,979 |
10,979 |
10,547 |
10,837 |
PP |
10,694 |
10,694 |
10,694 |
10,622 |
S1 |
10,188 |
10,188 |
10,402 |
10,046 |
S2 |
9,903 |
9,903 |
10,329 |
|
S3 |
9,112 |
9,397 |
10,257 |
|
S4 |
8,321 |
8,606 |
10,039 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,022 |
12,727 |
11,500 |
|
R3 |
12,380 |
12,085 |
11,324 |
|
R2 |
11,738 |
11,738 |
11,265 |
|
R1 |
11,443 |
11,443 |
11,206 |
11,270 |
PP |
11,096 |
11,096 |
11,096 |
11,010 |
S1 |
10,801 |
10,801 |
11,088 |
10,628 |
S2 |
10,454 |
10,454 |
11,029 |
|
S3 |
9,812 |
10,159 |
10,971 |
|
S4 |
9,170 |
9,517 |
10,794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,199 |
10,408 |
791 |
7.6% |
421 |
4.0% |
8% |
True |
True |
216,828 |
10 |
11,611 |
10,408 |
1,203 |
11.5% |
469 |
4.5% |
5% |
False |
True |
299,359 |
20 |
11,788 |
10,408 |
1,380 |
13.2% |
365 |
3.5% |
5% |
False |
True |
170,999 |
40 |
11,848 |
10,408 |
1,440 |
13.7% |
291 |
2.8% |
5% |
False |
True |
85,759 |
60 |
11,848 |
10,408 |
1,440 |
13.7% |
275 |
2.6% |
5% |
False |
True |
57,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,561 |
2.618 |
13,270 |
1.618 |
12,479 |
1.000 |
11,990 |
0.618 |
11,688 |
HIGH |
11,199 |
0.618 |
10,897 |
0.500 |
10,804 |
0.382 |
10,710 |
LOW |
10,408 |
0.618 |
9,919 |
1.000 |
9,617 |
1.618 |
9,128 |
2.618 |
8,337 |
4.250 |
7,046 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,804 |
10,804 |
PP |
10,694 |
10,694 |
S1 |
10,584 |
10,584 |
|