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 |
5,172.5 |
5,064.5 |
-108.0 |
-2.1% |
5,360.0 |
High |
5,185.0 |
5,086.5 |
-98.5 |
-1.9% |
5,373.0 |
Low |
5,088.0 |
4,562.0 |
-526.0 |
-10.3% |
5,088.0 |
Close |
5,148.0 |
4,885.5 |
-262.5 |
-5.1% |
5,148.0 |
Range |
97.0 |
524.5 |
427.5 |
440.7% |
285.0 |
ATR |
178.1 |
207.3 |
29.1 |
16.4% |
0.0 |
Volume |
145,440 |
124,034 |
-21,406 |
-14.7% |
890,514 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,418.0 |
6,176.5 |
5,174.0 |
|
R3 |
5,893.5 |
5,652.0 |
5,029.5 |
|
R2 |
5,369.0 |
5,369.0 |
4,981.5 |
|
R1 |
5,127.5 |
5,127.5 |
4,933.5 |
4,986.0 |
PP |
4,844.5 |
4,844.5 |
4,844.5 |
4,774.0 |
S1 |
4,603.0 |
4,603.0 |
4,837.5 |
4,461.5 |
S2 |
4,320.0 |
4,320.0 |
4,789.5 |
|
S3 |
3,795.5 |
4,078.5 |
4,741.5 |
|
S4 |
3,271.0 |
3,554.0 |
4,597.0 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,058.0 |
5,888.0 |
5,305.0 |
|
R3 |
5,773.0 |
5,603.0 |
5,226.5 |
|
R2 |
5,488.0 |
5,488.0 |
5,200.0 |
|
R1 |
5,318.0 |
5,318.0 |
5,174.0 |
5,260.5 |
PP |
5,203.0 |
5,203.0 |
5,203.0 |
5,174.0 |
S1 |
5,033.0 |
5,033.0 |
5,122.0 |
4,975.5 |
S2 |
4,918.0 |
4,918.0 |
5,096.0 |
|
S3 |
4,633.0 |
4,748.0 |
5,069.5 |
|
S4 |
4,348.0 |
4,463.0 |
4,991.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,284.5 |
4,562.0 |
722.5 |
14.8% |
216.0 |
4.4% |
45% |
False |
True |
138,811 |
10 |
5,448.0 |
4,562.0 |
886.0 |
18.1% |
219.5 |
4.5% |
37% |
False |
True |
186,071 |
20 |
5,690.0 |
4,562.0 |
1,128.0 |
23.1% |
177.5 |
3.6% |
29% |
False |
True |
96,809 |
40 |
5,690.0 |
4,562.0 |
1,128.0 |
23.1% |
130.5 |
2.7% |
29% |
False |
True |
48,609 |
60 |
5,690.0 |
4,562.0 |
1,128.0 |
23.1% |
113.0 |
2.3% |
29% |
False |
True |
32,420 |
80 |
6,025.5 |
4,562.0 |
1,463.5 |
30.0% |
97.0 |
2.0% |
22% |
False |
True |
24,360 |
100 |
6,421.0 |
4,562.0 |
1,859.0 |
38.1% |
79.0 |
1.6% |
17% |
False |
True |
19,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,315.5 |
2.618 |
6,459.5 |
1.618 |
5,935.0 |
1.000 |
5,611.0 |
0.618 |
5,410.5 |
HIGH |
5,086.5 |
0.618 |
4,886.0 |
0.500 |
4,824.0 |
0.382 |
4,762.5 |
LOW |
4,562.0 |
0.618 |
4,238.0 |
1.000 |
4,037.5 |
1.618 |
3,713.5 |
2.618 |
3,189.0 |
4.250 |
2,333.0 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,865.0 |
4,923.0 |
PP |
4,844.5 |
4,910.5 |
S1 |
4,824.0 |
4,898.0 |
|