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 |
5,064.5 |
4,742.0 |
-322.5 |
-6.4% |
5,360.0 |
High |
5,086.5 |
5,076.0 |
-10.5 |
-0.2% |
5,373.0 |
Low |
4,562.0 |
4,705.5 |
143.5 |
3.1% |
5,088.0 |
Close |
4,885.5 |
4,973.0 |
87.5 |
1.8% |
5,148.0 |
Range |
524.5 |
370.5 |
-154.0 |
-29.4% |
285.0 |
ATR |
207.3 |
218.9 |
11.7 |
5.6% |
0.0 |
Volume |
124,034 |
206,724 |
82,690 |
66.7% |
890,514 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,029.5 |
5,872.0 |
5,177.0 |
|
R3 |
5,659.0 |
5,501.5 |
5,075.0 |
|
R2 |
5,288.5 |
5,288.5 |
5,041.0 |
|
R1 |
5,131.0 |
5,131.0 |
5,007.0 |
5,210.0 |
PP |
4,918.0 |
4,918.0 |
4,918.0 |
4,957.5 |
S1 |
4,760.5 |
4,760.5 |
4,939.0 |
4,839.0 |
S2 |
4,547.5 |
4,547.5 |
4,905.0 |
|
S3 |
4,177.0 |
4,390.0 |
4,871.0 |
|
S4 |
3,806.5 |
4,019.5 |
4,769.0 |
|
|
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 |
14.5% |
255.5 |
5.1% |
57% |
False |
False |
150,974 |
10 |
5,448.0 |
4,562.0 |
886.0 |
17.8% |
239.0 |
4.8% |
46% |
False |
False |
194,195 |
20 |
5,622.0 |
4,562.0 |
1,060.0 |
21.3% |
193.0 |
3.9% |
39% |
False |
False |
107,139 |
40 |
5,690.0 |
4,562.0 |
1,128.0 |
22.7% |
137.5 |
2.8% |
36% |
False |
False |
53,777 |
60 |
5,690.0 |
4,562.0 |
1,128.0 |
22.7% |
119.0 |
2.4% |
36% |
False |
False |
35,865 |
80 |
5,969.0 |
4,562.0 |
1,407.0 |
28.3% |
101.5 |
2.0% |
29% |
False |
False |
26,944 |
100 |
6,421.0 |
4,562.0 |
1,859.0 |
37.4% |
83.0 |
1.7% |
22% |
False |
False |
21,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,650.5 |
2.618 |
6,046.0 |
1.618 |
5,675.5 |
1.000 |
5,446.5 |
0.618 |
5,305.0 |
HIGH |
5,076.0 |
0.618 |
4,934.5 |
0.500 |
4,891.0 |
0.382 |
4,847.0 |
LOW |
4,705.5 |
0.618 |
4,476.5 |
1.000 |
4,335.0 |
1.618 |
4,106.0 |
2.618 |
3,735.5 |
4.250 |
3,131.0 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,945.5 |
4,940.0 |
PP |
4,918.0 |
4,906.5 |
S1 |
4,891.0 |
4,873.5 |
|