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 |
4,974.0 |
4,494.0 |
-480.0 |
-9.7% |
4,997.0 |
High |
5,009.0 |
4,760.0 |
-249.0 |
-5.0% |
5,097.0 |
Low |
4,820.0 |
4,494.0 |
-326.0 |
-6.8% |
4,875.0 |
Close |
4,848.0 |
4,686.0 |
-162.0 |
-3.3% |
4,956.0 |
Range |
189.0 |
266.0 |
77.0 |
40.7% |
222.0 |
ATR |
135.4 |
151.0 |
15.6 |
11.5% |
0.0 |
Volume |
30,057 |
46,457 |
16,400 |
54.6% |
175,509 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,444.7 |
5,331.3 |
4,832.3 |
|
R3 |
5,178.7 |
5,065.3 |
4,759.2 |
|
R2 |
4,912.7 |
4,912.7 |
4,734.8 |
|
R1 |
4,799.3 |
4,799.3 |
4,710.4 |
4,856.0 |
PP |
4,646.7 |
4,646.7 |
4,646.7 |
4,675.0 |
S1 |
4,533.3 |
4,533.3 |
4,661.6 |
4,590.0 |
S2 |
4,380.7 |
4,380.7 |
4,637.2 |
|
S3 |
4,114.7 |
4,267.3 |
4,612.9 |
|
S4 |
3,848.7 |
4,001.3 |
4,539.7 |
|
|
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 |
4,494.0 |
564.0 |
12.0% |
155.4 |
3.3% |
34% |
False |
True |
31,780 |
10 |
5,097.0 |
4,494.0 |
603.0 |
12.9% |
134.7 |
2.9% |
32% |
False |
True |
39,904 |
20 |
5,189.0 |
4,494.0 |
695.0 |
14.8% |
116.6 |
2.5% |
28% |
False |
True |
29,257 |
40 |
5,226.0 |
4,494.0 |
732.0 |
15.6% |
75.8 |
1.6% |
26% |
False |
True |
14,708 |
60 |
5,226.0 |
4,494.0 |
732.0 |
15.6% |
63.6 |
1.4% |
26% |
False |
True |
9,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,890.5 |
2.618 |
5,456.4 |
1.618 |
5,190.4 |
1.000 |
5,026.0 |
0.618 |
4,924.4 |
HIGH |
4,760.0 |
0.618 |
4,658.4 |
0.500 |
4,627.0 |
0.382 |
4,595.6 |
LOW |
4,494.0 |
0.618 |
4,329.6 |
1.000 |
4,228.0 |
1.618 |
4,063.6 |
2.618 |
3,797.6 |
4.250 |
3,363.5 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,666.3 |
4,771.5 |
PP |
4,646.7 |
4,743.0 |
S1 |
4,627.0 |
4,714.5 |
|