Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,826 |
10,880 |
54 |
0.5% |
11,326 |
High |
10,903 |
10,940 |
37 |
0.3% |
11,392 |
Low |
10,651 |
10,468 |
-183 |
-1.7% |
10,750 |
Close |
10,887 |
10,557 |
-330 |
-3.0% |
11,147 |
Range |
252 |
472 |
220 |
87.3% |
642 |
ATR |
370 |
377 |
7 |
2.0% |
0 |
Volume |
203,608 |
208,618 |
5,010 |
2.5% |
1,175,757 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,071 |
11,786 |
10,817 |
|
R3 |
11,599 |
11,314 |
10,687 |
|
R2 |
11,127 |
11,127 |
10,644 |
|
R1 |
10,842 |
10,842 |
10,600 |
10,749 |
PP |
10,655 |
10,655 |
10,655 |
10,608 |
S1 |
10,370 |
10,370 |
10,514 |
10,277 |
S2 |
10,183 |
10,183 |
10,471 |
|
S3 |
9,711 |
9,898 |
10,427 |
|
S4 |
9,239 |
9,426 |
10,298 |
|
|
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 |
7.5% |
471 |
4.5% |
19% |
False |
False |
237,383 |
10 |
11,611 |
10,408 |
1,203 |
11.4% |
434 |
4.1% |
12% |
False |
False |
258,801 |
20 |
11,611 |
10,408 |
1,203 |
11.4% |
393 |
3.7% |
12% |
False |
False |
208,823 |
40 |
11,848 |
10,408 |
1,440 |
13.6% |
304 |
2.9% |
10% |
False |
False |
104,700 |
60 |
11,848 |
10,408 |
1,440 |
13.6% |
282 |
2.7% |
10% |
False |
False |
69,912 |
80 |
12,345 |
10,408 |
1,937 |
18.3% |
258 |
2.4% |
8% |
False |
False |
52,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,946 |
2.618 |
12,176 |
1.618 |
11,704 |
1.000 |
11,412 |
0.618 |
11,232 |
HIGH |
10,940 |
0.618 |
10,760 |
0.500 |
10,704 |
0.382 |
10,648 |
LOW |
10,468 |
0.618 |
10,176 |
1.000 |
9,996 |
1.618 |
9,704 |
2.618 |
9,232 |
4.250 |
8,462 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
10,704 |
10,682 |
PP |
10,655 |
10,640 |
S1 |
10,606 |
10,599 |
|