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 |
5,047.0 |
4,974.0 |
-73.0 |
-1.4% |
4,997.0 |
High |
5,049.0 |
5,009.0 |
-40.0 |
-0.8% |
5,097.0 |
Low |
4,875.0 |
4,820.0 |
-55.0 |
-1.1% |
4,875.0 |
Close |
4,956.0 |
4,848.0 |
-108.0 |
-2.2% |
4,956.0 |
Range |
174.0 |
189.0 |
15.0 |
8.6% |
222.0 |
ATR |
131.2 |
135.4 |
4.1 |
3.1% |
0.0 |
Volume |
28,110 |
30,057 |
1,947 |
6.9% |
175,509 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,459.3 |
5,342.7 |
4,952.0 |
|
R3 |
5,270.3 |
5,153.7 |
4,900.0 |
|
R2 |
5,081.3 |
5,081.3 |
4,882.7 |
|
R1 |
4,964.7 |
4,964.7 |
4,865.3 |
4,928.5 |
PP |
4,892.3 |
4,892.3 |
4,892.3 |
4,874.3 |
S1 |
4,775.7 |
4,775.7 |
4,830.7 |
4,739.5 |
S2 |
4,703.3 |
4,703.3 |
4,813.4 |
|
S3 |
4,514.3 |
4,586.7 |
4,796.0 |
|
S4 |
4,325.3 |
4,397.7 |
4,744.1 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,642.0 |
5,521.0 |
5,078.1 |
|
R3 |
5,420.0 |
5,299.0 |
5,017.1 |
|
R2 |
5,198.0 |
5,198.0 |
4,996.7 |
|
R1 |
5,077.0 |
5,077.0 |
4,976.4 |
5,026.5 |
PP |
4,976.0 |
4,976.0 |
4,976.0 |
4,950.8 |
S1 |
4,855.0 |
4,855.0 |
4,935.7 |
4,804.5 |
S2 |
4,754.0 |
4,754.0 |
4,915.3 |
|
S3 |
4,532.0 |
4,633.0 |
4,895.0 |
|
S4 |
4,310.0 |
4,411.0 |
4,833.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,058.0 |
4,820.0 |
238.0 |
4.9% |
120.8 |
2.5% |
12% |
False |
True |
29,792 |
10 |
5,097.0 |
4,576.0 |
521.0 |
10.7% |
117.9 |
2.4% |
52% |
False |
False |
45,594 |
20 |
5,226.0 |
4,576.0 |
650.0 |
13.4% |
106.5 |
2.2% |
42% |
False |
False |
26,951 |
40 |
5,226.0 |
4,576.0 |
650.0 |
13.4% |
70.3 |
1.4% |
42% |
False |
False |
13,550 |
60 |
5,226.0 |
4,576.0 |
650.0 |
13.4% |
60.8 |
1.3% |
42% |
False |
False |
9,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,812.3 |
2.618 |
5,503.8 |
1.618 |
5,314.8 |
1.000 |
5,198.0 |
0.618 |
5,125.8 |
HIGH |
5,009.0 |
0.618 |
4,936.8 |
0.500 |
4,914.5 |
0.382 |
4,892.2 |
LOW |
4,820.0 |
0.618 |
4,703.2 |
1.000 |
4,631.0 |
1.618 |
4,514.2 |
2.618 |
4,325.2 |
4.250 |
4,016.8 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,914.5 |
4,934.5 |
PP |
4,892.3 |
4,905.7 |
S1 |
4,870.2 |
4,876.8 |
|