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 |
5,676.5 |
5,932.0 |
255.5 |
4.5% |
6,244.5 |
High |
5,965.0 |
5,944.5 |
-20.5 |
-0.3% |
6,281.0 |
Low |
5,661.5 |
5,805.5 |
144.0 |
2.5% |
6,055.0 |
Close |
5,888.0 |
5,853.0 |
-35.0 |
-0.6% |
6,133.0 |
Range |
303.5 |
139.0 |
-164.5 |
-54.2% |
226.0 |
ATR |
210.5 |
205.4 |
-5.1 |
-2.4% |
0.0 |
Volume |
226,092 |
168,412 |
-57,680 |
-25.5% |
933,108 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,284.7 |
6,207.8 |
5,929.5 |
|
R3 |
6,145.7 |
6,068.8 |
5,891.2 |
|
R2 |
6,006.7 |
6,006.7 |
5,878.5 |
|
R1 |
5,929.8 |
5,929.8 |
5,865.7 |
5,898.8 |
PP |
5,867.7 |
5,867.7 |
5,867.7 |
5,852.1 |
S1 |
5,790.8 |
5,790.8 |
5,840.3 |
5,759.8 |
S2 |
5,728.7 |
5,728.7 |
5,827.5 |
|
S3 |
5,589.7 |
5,651.8 |
5,814.8 |
|
S4 |
5,450.7 |
5,512.8 |
5,776.6 |
|
|
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 |
11.7% |
247.9 |
4.2% |
41% |
False |
False |
210,528 |
10 |
6,301.5 |
5,572.5 |
729.0 |
12.5% |
210.7 |
3.6% |
38% |
False |
False |
200,368 |
20 |
6,556.0 |
5,572.5 |
983.5 |
16.8% |
187.8 |
3.2% |
29% |
False |
False |
111,171 |
40 |
6,738.0 |
5,572.5 |
1,165.5 |
19.9% |
150.6 |
2.6% |
24% |
False |
False |
56,207 |
60 |
6,738.0 |
5,572.5 |
1,165.5 |
19.9% |
146.9 |
2.5% |
24% |
False |
False |
37,739 |
80 |
7,012.5 |
5,572.5 |
1,440.0 |
24.6% |
142.5 |
2.4% |
19% |
False |
False |
28,976 |
100 |
7,421.0 |
5,572.5 |
1,848.5 |
31.6% |
134.3 |
2.3% |
15% |
False |
False |
23,320 |
120 |
7,421.0 |
5,572.5 |
1,848.5 |
31.6% |
126.3 |
2.2% |
15% |
False |
False |
19,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,535.3 |
2.618 |
6,308.4 |
1.618 |
6,169.4 |
1.000 |
6,083.5 |
0.618 |
6,030.4 |
HIGH |
5,944.5 |
0.618 |
5,891.4 |
0.500 |
5,875.0 |
0.382 |
5,858.6 |
LOW |
5,805.5 |
0.618 |
5,719.6 |
1.000 |
5,666.5 |
1.618 |
5,580.6 |
2.618 |
5,441.6 |
4.250 |
5,214.8 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,875.0 |
5,846.0 |
PP |
5,867.7 |
5,839.0 |
S1 |
5,860.3 |
5,832.0 |
|