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 |
6,075.0 |
5,676.5 |
-398.5 |
-6.6% |
6,244.5 |
High |
6,091.5 |
5,965.0 |
-126.5 |
-2.1% |
6,281.0 |
Low |
5,572.5 |
5,661.5 |
89.0 |
1.6% |
6,055.0 |
Close |
5,874.5 |
5,888.0 |
13.5 |
0.2% |
6,133.0 |
Range |
519.0 |
303.5 |
-215.5 |
-41.5% |
226.0 |
ATR |
203.3 |
210.5 |
7.2 |
3.5% |
0.0 |
Volume |
275,784 |
226,092 |
-49,692 |
-18.0% |
933,108 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,748.7 |
6,621.8 |
6,054.9 |
|
R3 |
6,445.2 |
6,318.3 |
5,971.5 |
|
R2 |
6,141.7 |
6,141.7 |
5,943.6 |
|
R1 |
6,014.8 |
6,014.8 |
5,915.8 |
6,078.3 |
PP |
5,838.2 |
5,838.2 |
5,838.2 |
5,869.9 |
S1 |
5,711.3 |
5,711.3 |
5,860.2 |
5,774.8 |
S2 |
5,534.7 |
5,534.7 |
5,832.4 |
|
S3 |
5,231.2 |
5,407.8 |
5,804.5 |
|
S4 |
4,927.7 |
5,104.3 |
5,721.1 |
|
|
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% |
239.2 |
4.1% |
46% |
False |
False |
209,063 |
10 |
6,301.5 |
5,572.5 |
729.0 |
12.4% |
223.4 |
3.8% |
43% |
False |
False |
191,708 |
20 |
6,600.0 |
5,572.5 |
1,027.5 |
17.5% |
184.8 |
3.1% |
31% |
False |
False |
102,787 |
40 |
6,738.0 |
5,572.5 |
1,165.5 |
19.8% |
149.7 |
2.5% |
27% |
False |
False |
52,008 |
60 |
6,738.0 |
5,572.5 |
1,165.5 |
19.8% |
146.5 |
2.5% |
27% |
False |
False |
34,940 |
80 |
7,012.5 |
5,572.5 |
1,440.0 |
24.5% |
143.0 |
2.4% |
22% |
False |
False |
26,889 |
100 |
7,421.0 |
5,572.5 |
1,848.5 |
31.4% |
133.9 |
2.3% |
17% |
False |
False |
21,639 |
120 |
7,421.0 |
5,572.5 |
1,848.5 |
31.4% |
125.8 |
2.1% |
17% |
False |
False |
18,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,254.9 |
2.618 |
6,759.6 |
1.618 |
6,456.1 |
1.000 |
6,268.5 |
0.618 |
6,152.6 |
HIGH |
5,965.0 |
0.618 |
5,849.1 |
0.500 |
5,813.3 |
0.382 |
5,777.4 |
LOW |
5,661.5 |
0.618 |
5,473.9 |
1.000 |
5,358.0 |
1.618 |
5,170.4 |
2.618 |
4,866.9 |
4.250 |
4,371.6 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,863.1 |
5,883.3 |
PP |
5,838.2 |
5,878.5 |
S1 |
5,813.3 |
5,873.8 |
|