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 |
6,155.0 |
6,075.0 |
-80.0 |
-1.3% |
6,244.5 |
High |
6,175.0 |
6,091.5 |
-83.5 |
-1.4% |
6,281.0 |
Low |
6,056.0 |
5,572.5 |
-483.5 |
-8.0% |
6,055.0 |
Close |
6,133.0 |
5,874.5 |
-258.5 |
-4.2% |
6,133.0 |
Range |
119.0 |
519.0 |
400.0 |
336.1% |
226.0 |
ATR |
175.9 |
203.3 |
27.5 |
15.6% |
0.0 |
Volume |
179,527 |
275,784 |
96,257 |
53.6% |
933,108 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,403.2 |
7,157.8 |
6,160.0 |
|
R3 |
6,884.2 |
6,638.8 |
6,017.2 |
|
R2 |
6,365.2 |
6,365.2 |
5,969.7 |
|
R1 |
6,119.8 |
6,119.8 |
5,922.1 |
5,983.0 |
PP |
5,846.2 |
5,846.2 |
5,846.2 |
5,777.8 |
S1 |
5,600.8 |
5,600.8 |
5,826.9 |
5,464.0 |
S2 |
5,327.2 |
5,327.2 |
5,779.4 |
|
S3 |
4,808.2 |
5,081.8 |
5,731.8 |
|
S4 |
4,289.2 |
4,562.8 |
5,589.1 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,834.3 |
6,709.7 |
6,257.3 |
|
R3 |
6,608.3 |
6,483.7 |
6,195.2 |
|
R2 |
6,382.3 |
6,382.3 |
6,174.4 |
|
R1 |
6,257.7 |
6,257.7 |
6,153.7 |
6,207.0 |
PP |
6,156.3 |
6,156.3 |
6,156.3 |
6,131.0 |
S1 |
6,031.7 |
6,031.7 |
6,112.3 |
5,981.0 |
S2 |
5,930.3 |
5,930.3 |
6,091.6 |
|
S3 |
5,704.3 |
5,805.7 |
6,070.9 |
|
S4 |
5,478.3 |
5,579.7 |
6,008.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,255.0 |
5,572.5 |
682.5 |
11.6% |
203.3 |
3.5% |
44% |
False |
True |
200,512 |
10 |
6,301.5 |
5,572.5 |
729.0 |
12.4% |
210.3 |
3.6% |
41% |
False |
True |
175,937 |
20 |
6,637.0 |
5,572.5 |
1,064.5 |
18.1% |
178.6 |
3.0% |
28% |
False |
True |
91,595 |
40 |
6,738.0 |
5,572.5 |
1,165.5 |
19.8% |
147.4 |
2.5% |
26% |
False |
True |
46,376 |
60 |
6,738.0 |
5,572.5 |
1,165.5 |
19.8% |
144.0 |
2.5% |
26% |
False |
True |
31,186 |
80 |
7,012.5 |
5,572.5 |
1,440.0 |
24.5% |
140.3 |
2.4% |
21% |
False |
True |
24,090 |
100 |
7,421.0 |
5,572.5 |
1,848.5 |
31.5% |
131.6 |
2.2% |
16% |
False |
True |
19,380 |
120 |
7,421.0 |
5,572.5 |
1,848.5 |
31.5% |
123.8 |
2.1% |
16% |
False |
True |
16,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,297.3 |
2.618 |
7,450.2 |
1.618 |
6,931.2 |
1.000 |
6,610.5 |
0.618 |
6,412.2 |
HIGH |
6,091.5 |
0.618 |
5,893.2 |
0.500 |
5,832.0 |
0.382 |
5,770.8 |
LOW |
5,572.5 |
0.618 |
5,251.8 |
1.000 |
5,053.5 |
1.618 |
4,732.8 |
2.618 |
4,213.8 |
4.250 |
3,366.8 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,860.3 |
5,913.8 |
PP |
5,846.2 |
5,900.7 |
S1 |
5,832.0 |
5,887.6 |
|