Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,838.5 |
5,745.0 |
-93.5 |
-1.6% |
6,075.0 |
High |
5,935.5 |
5,899.0 |
-36.5 |
-0.6% |
6,091.5 |
Low |
5,676.0 |
5,662.5 |
-13.5 |
-0.2% |
5,572.5 |
Close |
5,715.0 |
5,847.0 |
132.0 |
2.3% |
5,847.0 |
Range |
259.5 |
236.5 |
-23.0 |
-8.9% |
519.0 |
ATR |
209.3 |
211.2 |
1.9 |
0.9% |
0.0 |
Volume |
194,561 |
206,953 |
12,392 |
6.4% |
1,071,802 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,512.3 |
6,416.2 |
5,977.1 |
|
R3 |
6,275.8 |
6,179.7 |
5,912.0 |
|
R2 |
6,039.3 |
6,039.3 |
5,890.4 |
|
R1 |
5,943.2 |
5,943.2 |
5,868.7 |
5,991.3 |
PP |
5,802.8 |
5,802.8 |
5,802.8 |
5,826.9 |
S1 |
5,706.7 |
5,706.7 |
5,825.3 |
5,754.8 |
S2 |
5,566.3 |
5,566.3 |
5,803.6 |
|
S3 |
5,329.8 |
5,470.2 |
5,782.0 |
|
S4 |
5,093.3 |
5,233.7 |
5,716.9 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,394.0 |
7,139.5 |
6,132.5 |
|
R3 |
6,875.0 |
6,620.5 |
5,989.7 |
|
R2 |
6,356.0 |
6,356.0 |
5,942.2 |
|
R1 |
6,101.5 |
6,101.5 |
5,894.6 |
5,969.3 |
PP |
5,837.0 |
5,837.0 |
5,837.0 |
5,770.9 |
S1 |
5,582.5 |
5,582.5 |
5,799.4 |
5,450.3 |
S2 |
5,318.0 |
5,318.0 |
5,751.9 |
|
S3 |
4,799.0 |
5,063.5 |
5,704.3 |
|
S4 |
4,280.0 |
4,544.5 |
5,561.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,091.5 |
5,572.5 |
519.0 |
8.9% |
291.5 |
5.0% |
53% |
False |
False |
214,360 |
10 |
6,281.0 |
5,572.5 |
708.5 |
12.1% |
216.6 |
3.7% |
39% |
False |
False |
200,491 |
20 |
6,432.0 |
5,572.5 |
859.5 |
14.7% |
192.1 |
3.3% |
32% |
False |
False |
130,931 |
40 |
6,738.0 |
5,572.5 |
1,165.5 |
19.9% |
155.9 |
2.7% |
24% |
False |
False |
66,205 |
60 |
6,738.0 |
5,572.5 |
1,165.5 |
19.9% |
149.6 |
2.6% |
24% |
False |
False |
44,401 |
80 |
7,012.5 |
5,572.5 |
1,440.0 |
24.6% |
146.0 |
2.5% |
19% |
False |
False |
33,938 |
100 |
7,421.0 |
5,572.5 |
1,848.5 |
31.6% |
137.7 |
2.4% |
15% |
False |
False |
27,330 |
120 |
7,421.0 |
5,572.5 |
1,848.5 |
31.6% |
128.8 |
2.2% |
15% |
False |
False |
22,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,904.1 |
2.618 |
6,518.2 |
1.618 |
6,281.7 |
1.000 |
6,135.5 |
0.618 |
6,045.2 |
HIGH |
5,899.0 |
0.618 |
5,808.7 |
0.500 |
5,780.8 |
0.382 |
5,752.8 |
LOW |
5,662.5 |
0.618 |
5,516.3 |
1.000 |
5,426.0 |
1.618 |
5,279.8 |
2.618 |
5,043.3 |
4.250 |
4,657.4 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,824.9 |
5,832.5 |
PP |
5,802.8 |
5,818.0 |
S1 |
5,780.8 |
5,803.5 |
|