Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,455 |
10,826 |
371 |
3.5% |
11,326 |
High |
10,888 |
10,903 |
15 |
0.1% |
11,392 |
Low |
10,424 |
10,651 |
227 |
2.2% |
10,750 |
Close |
10,861 |
10,887 |
26 |
0.2% |
11,147 |
Range |
464 |
252 |
-212 |
-45.7% |
642 |
ATR |
379 |
370 |
-9 |
-2.4% |
0 |
Volume |
347,094 |
203,608 |
-143,486 |
-41.3% |
1,175,757 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,570 |
11,480 |
11,026 |
|
R3 |
11,318 |
11,228 |
10,956 |
|
R2 |
11,066 |
11,066 |
10,933 |
|
R1 |
10,976 |
10,976 |
10,910 |
11,021 |
PP |
10,814 |
10,814 |
10,814 |
10,836 |
S1 |
10,724 |
10,724 |
10,864 |
10,769 |
S2 |
10,562 |
10,562 |
10,841 |
|
S3 |
10,310 |
10,472 |
10,818 |
|
S4 |
10,058 |
10,220 |
10,749 |
|
|
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% |
443 |
4.1% |
61% |
False |
False |
237,120 |
10 |
11,611 |
10,408 |
1,203 |
11.0% |
449 |
4.1% |
40% |
False |
False |
276,980 |
20 |
11,611 |
10,408 |
1,203 |
11.0% |
376 |
3.5% |
40% |
False |
False |
198,461 |
40 |
11,848 |
10,408 |
1,440 |
13.2% |
300 |
2.8% |
33% |
False |
False |
99,494 |
60 |
11,848 |
10,408 |
1,440 |
13.2% |
279 |
2.6% |
33% |
False |
False |
66,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,974 |
2.618 |
11,563 |
1.618 |
11,311 |
1.000 |
11,155 |
0.618 |
11,059 |
HIGH |
10,903 |
0.618 |
10,807 |
0.500 |
10,777 |
0.382 |
10,747 |
LOW |
10,651 |
0.618 |
10,495 |
1.000 |
10,399 |
1.618 |
10,243 |
2.618 |
9,991 |
4.250 |
9,580 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
10,850 |
10,859 |
PP |
10,814 |
10,831 |
S1 |
10,777 |
10,804 |
|