Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,181 |
10,455 |
-726 |
-6.5% |
11,326 |
High |
11,199 |
10,888 |
-311 |
-2.8% |
11,392 |
Low |
10,408 |
10,424 |
16 |
0.2% |
10,750 |
Close |
10,474 |
10,861 |
387 |
3.7% |
11,147 |
Range |
791 |
464 |
-327 |
-41.3% |
642 |
ATR |
372 |
379 |
7 |
1.8% |
0 |
Volume |
193,261 |
347,094 |
153,833 |
79.6% |
1,175,757 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,116 |
11,953 |
11,116 |
|
R3 |
11,652 |
11,489 |
10,989 |
|
R2 |
11,188 |
11,188 |
10,946 |
|
R1 |
11,025 |
11,025 |
10,904 |
11,107 |
PP |
10,724 |
10,724 |
10,724 |
10,765 |
S1 |
10,561 |
10,561 |
10,819 |
10,643 |
S2 |
10,260 |
10,260 |
10,776 |
|
S3 |
9,796 |
10,097 |
10,734 |
|
S4 |
9,332 |
9,633 |
10,606 |
|
|
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 |
7.3% |
451 |
4.1% |
57% |
False |
False |
243,975 |
10 |
11,611 |
10,408 |
1,203 |
11.1% |
479 |
4.4% |
38% |
False |
False |
298,098 |
20 |
11,788 |
10,408 |
1,380 |
12.7% |
380 |
3.5% |
33% |
False |
False |
188,306 |
40 |
11,848 |
10,408 |
1,440 |
13.3% |
298 |
2.7% |
31% |
False |
False |
94,421 |
60 |
11,848 |
10,408 |
1,440 |
13.3% |
280 |
2.6% |
31% |
False |
False |
63,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,860 |
2.618 |
12,103 |
1.618 |
11,639 |
1.000 |
11,352 |
0.618 |
11,175 |
HIGH |
10,888 |
0.618 |
10,711 |
0.500 |
10,656 |
0.382 |
10,601 |
LOW |
10,424 |
0.618 |
10,137 |
1.000 |
9,960 |
1.618 |
9,673 |
2.618 |
9,209 |
4.250 |
8,452 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,793 |
10,842 |
PP |
10,724 |
10,823 |
S1 |
10,656 |
10,804 |
|