Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,024.0 |
5,013.5 |
-10.5 |
-0.2% |
5,360.0 |
High |
5,100.0 |
5,087.0 |
-13.0 |
-0.3% |
5,373.0 |
Low |
4,923.5 |
4,862.0 |
-61.5 |
-1.2% |
5,088.0 |
Close |
4,985.0 |
4,905.5 |
-79.5 |
-1.6% |
5,148.0 |
Range |
176.5 |
225.0 |
48.5 |
27.5% |
285.0 |
ATR |
215.9 |
216.5 |
0.7 |
0.3% |
0.0 |
Volume |
250,288 |
173,083 |
-77,205 |
-30.8% |
890,514 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,626.5 |
5,491.0 |
5,029.0 |
|
R3 |
5,401.5 |
5,266.0 |
4,967.5 |
|
R2 |
5,176.5 |
5,176.5 |
4,947.0 |
|
R1 |
5,041.0 |
5,041.0 |
4,926.0 |
4,996.0 |
PP |
4,951.5 |
4,951.5 |
4,951.5 |
4,929.0 |
S1 |
4,816.0 |
4,816.0 |
4,885.0 |
4,771.0 |
S2 |
4,726.5 |
4,726.5 |
4,864.0 |
|
S3 |
4,501.5 |
4,591.0 |
4,843.5 |
|
S4 |
4,276.5 |
4,366.0 |
4,782.0 |
|
|
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 |
5,185.0 |
4,562.0 |
623.0 |
12.7% |
278.5 |
5.7% |
55% |
False |
False |
179,913 |
10 |
5,448.0 |
4,562.0 |
886.0 |
18.1% |
229.5 |
4.7% |
39% |
False |
False |
185,534 |
20 |
5,571.5 |
4,562.0 |
1,009.5 |
20.6% |
196.5 |
4.0% |
34% |
False |
False |
128,277 |
40 |
5,690.0 |
4,562.0 |
1,128.0 |
23.0% |
143.5 |
2.9% |
30% |
False |
False |
64,358 |
60 |
5,690.0 |
4,562.0 |
1,128.0 |
23.0% |
123.0 |
2.5% |
30% |
False |
False |
42,920 |
80 |
5,969.0 |
4,562.0 |
1,407.0 |
28.7% |
104.5 |
2.1% |
24% |
False |
False |
32,236 |
100 |
6,421.0 |
4,562.0 |
1,859.0 |
37.9% |
87.0 |
1.8% |
18% |
False |
False |
25,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,043.0 |
2.618 |
5,676.0 |
1.618 |
5,451.0 |
1.000 |
5,312.0 |
0.618 |
5,226.0 |
HIGH |
5,087.0 |
0.618 |
5,001.0 |
0.500 |
4,974.5 |
0.382 |
4,948.0 |
LOW |
4,862.0 |
0.618 |
4,723.0 |
1.000 |
4,637.0 |
1.618 |
4,498.0 |
2.618 |
4,273.0 |
4.250 |
3,906.0 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,974.5 |
4,904.5 |
PP |
4,951.5 |
4,903.5 |
S1 |
4,928.5 |
4,903.0 |
|