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 |
5,932.0 |
5,838.5 |
-93.5 |
-1.6% |
6,244.5 |
High |
5,944.5 |
5,935.5 |
-9.0 |
-0.2% |
6,281.0 |
Low |
5,805.5 |
5,676.0 |
-129.5 |
-2.2% |
6,055.0 |
Close |
5,853.0 |
5,715.0 |
-138.0 |
-2.4% |
6,133.0 |
Range |
139.0 |
259.5 |
120.5 |
86.7% |
226.0 |
ATR |
205.4 |
209.3 |
3.9 |
1.9% |
0.0 |
Volume |
168,412 |
194,561 |
26,149 |
15.5% |
933,108 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,554.0 |
6,394.0 |
5,857.7 |
|
R3 |
6,294.5 |
6,134.5 |
5,786.4 |
|
R2 |
6,035.0 |
6,035.0 |
5,762.6 |
|
R1 |
5,875.0 |
5,875.0 |
5,738.8 |
5,825.3 |
PP |
5,775.5 |
5,775.5 |
5,775.5 |
5,750.6 |
S1 |
5,615.5 |
5,615.5 |
5,691.2 |
5,565.8 |
S2 |
5,516.0 |
5,516.0 |
5,667.4 |
|
S3 |
5,256.5 |
5,356.0 |
5,643.6 |
|
S4 |
4,997.0 |
5,096.5 |
5,572.3 |
|
|
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 |
6,175.0 |
5,572.5 |
602.5 |
10.5% |
268.0 |
4.7% |
24% |
False |
False |
208,875 |
10 |
6,301.5 |
5,572.5 |
729.0 |
12.8% |
211.4 |
3.7% |
20% |
False |
False |
207,525 |
20 |
6,432.0 |
5,572.5 |
859.5 |
15.0% |
188.0 |
3.3% |
17% |
False |
False |
120,688 |
40 |
6,738.0 |
5,572.5 |
1,165.5 |
20.4% |
154.1 |
2.7% |
12% |
False |
False |
61,051 |
60 |
6,738.0 |
5,572.5 |
1,165.5 |
20.4% |
149.1 |
2.6% |
12% |
False |
False |
40,965 |
80 |
7,012.5 |
5,572.5 |
1,440.0 |
25.2% |
144.7 |
2.5% |
10% |
False |
False |
31,388 |
100 |
7,421.0 |
5,572.5 |
1,848.5 |
32.3% |
136.1 |
2.4% |
8% |
False |
False |
25,263 |
120 |
7,421.0 |
5,572.5 |
1,848.5 |
32.3% |
127.5 |
2.2% |
8% |
False |
False |
21,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,038.4 |
2.618 |
6,614.9 |
1.618 |
6,355.4 |
1.000 |
6,195.0 |
0.618 |
6,095.9 |
HIGH |
5,935.5 |
0.618 |
5,836.4 |
0.500 |
5,805.8 |
0.382 |
5,775.1 |
LOW |
5,676.0 |
0.618 |
5,515.6 |
1.000 |
5,416.5 |
1.618 |
5,256.1 |
2.618 |
4,996.6 |
4.250 |
4,573.1 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,805.8 |
5,813.3 |
PP |
5,775.5 |
5,780.5 |
S1 |
5,745.3 |
5,747.8 |
|