Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,742.0 |
5,024.0 |
282.0 |
5.9% |
5,360.0 |
High |
5,076.0 |
5,100.0 |
24.0 |
0.5% |
5,373.0 |
Low |
4,705.5 |
4,923.5 |
218.0 |
4.6% |
5,088.0 |
Close |
4,973.0 |
4,985.0 |
12.0 |
0.2% |
5,148.0 |
Range |
370.5 |
176.5 |
-194.0 |
-52.4% |
285.0 |
ATR |
218.9 |
215.9 |
-3.0 |
-1.4% |
0.0 |
Volume |
206,724 |
250,288 |
43,564 |
21.1% |
890,514 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,532.5 |
5,435.0 |
5,082.0 |
|
R3 |
5,356.0 |
5,258.5 |
5,033.5 |
|
R2 |
5,179.5 |
5,179.5 |
5,017.5 |
|
R1 |
5,082.0 |
5,082.0 |
5,001.0 |
5,042.5 |
PP |
5,003.0 |
5,003.0 |
5,003.0 |
4,983.0 |
S1 |
4,905.5 |
4,905.5 |
4,969.0 |
4,866.0 |
S2 |
4,826.5 |
4,826.5 |
4,952.5 |
|
S3 |
4,650.0 |
4,729.0 |
4,936.5 |
|
S4 |
4,473.5 |
4,552.5 |
4,888.0 |
|
|
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% |
273.0 |
5.5% |
59% |
False |
False |
168,012 |
10 |
5,448.0 |
4,562.0 |
886.0 |
17.8% |
232.0 |
4.7% |
48% |
False |
False |
193,385 |
20 |
5,582.0 |
4,562.0 |
1,020.0 |
20.5% |
196.5 |
3.9% |
41% |
False |
False |
119,643 |
40 |
5,690.0 |
4,562.0 |
1,128.0 |
22.6% |
139.0 |
2.8% |
38% |
False |
False |
60,033 |
60 |
5,690.0 |
4,562.0 |
1,128.0 |
22.6% |
120.0 |
2.4% |
38% |
False |
False |
40,035 |
80 |
5,969.0 |
4,562.0 |
1,407.0 |
28.2% |
103.5 |
2.1% |
30% |
False |
False |
30,072 |
100 |
6,421.0 |
4,562.0 |
1,859.0 |
37.3% |
84.5 |
1.7% |
23% |
False |
False |
24,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,850.0 |
2.618 |
5,562.0 |
1.618 |
5,385.5 |
1.000 |
5,276.5 |
0.618 |
5,209.0 |
HIGH |
5,100.0 |
0.618 |
5,032.5 |
0.500 |
5,012.0 |
0.382 |
4,991.0 |
LOW |
4,923.5 |
0.618 |
4,814.5 |
1.000 |
4,747.0 |
1.618 |
4,638.0 |
2.618 |
4,461.5 |
4.250 |
4,173.5 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,012.0 |
4,933.5 |
PP |
5,003.0 |
4,882.5 |
S1 |
4,994.0 |
4,831.0 |
|