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 |
1,599.75 |
1,577.25 |
-22.50 |
-1.4% |
1,735.00 |
High |
1,600.25 |
1,590.75 |
-9.50 |
-0.6% |
1,752.00 |
Low |
1,552.25 |
1,495.75 |
-56.50 |
-3.6% |
1,630.00 |
Close |
1,578.75 |
1,510.50 |
-68.25 |
-4.3% |
1,674.75 |
Range |
48.00 |
95.00 |
47.00 |
97.9% |
122.00 |
ATR |
67.95 |
69.88 |
1.93 |
2.8% |
0.00 |
Volume |
433,127 |
360,321 |
-72,806 |
-16.8% |
2,064,240 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.25 |
1,759.00 |
1,562.75 |
|
R3 |
1,722.25 |
1,664.00 |
1,536.50 |
|
R2 |
1,627.25 |
1,627.25 |
1,528.00 |
|
R1 |
1,569.00 |
1,569.00 |
1,519.25 |
1,550.50 |
PP |
1,532.25 |
1,532.25 |
1,532.25 |
1,523.25 |
S1 |
1,474.00 |
1,474.00 |
1,501.75 |
1,455.50 |
S2 |
1,437.25 |
1,437.25 |
1,493.00 |
|
S3 |
1,342.25 |
1,379.00 |
1,484.50 |
|
S4 |
1,247.25 |
1,284.00 |
1,458.25 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.50 |
1,985.25 |
1,741.75 |
|
R3 |
1,929.50 |
1,863.25 |
1,708.25 |
|
R2 |
1,807.50 |
1,807.50 |
1,697.00 |
|
R1 |
1,741.25 |
1,741.25 |
1,686.00 |
1,713.50 |
PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,671.75 |
S1 |
1,619.25 |
1,619.25 |
1,663.50 |
1,591.50 |
S2 |
1,563.50 |
1,563.50 |
1,652.50 |
|
S3 |
1,441.50 |
1,497.25 |
1,641.25 |
|
S4 |
1,319.50 |
1,375.25 |
1,607.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,688.00 |
1,494.00 |
194.00 |
12.8% |
98.25 |
6.5% |
9% |
False |
False |
423,088 |
10 |
1,801.50 |
1,494.00 |
307.50 |
20.4% |
81.50 |
5.4% |
5% |
False |
False |
486,247 |
20 |
1,843.75 |
1,494.00 |
349.75 |
23.2% |
72.75 |
4.8% |
5% |
False |
False |
382,542 |
40 |
1,985.25 |
1,494.00 |
491.25 |
32.5% |
55.75 |
3.7% |
3% |
False |
False |
191,506 |
60 |
1,985.25 |
1,494.00 |
491.25 |
32.5% |
53.00 |
3.5% |
3% |
False |
False |
127,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,994.50 |
2.618 |
1,839.50 |
1.618 |
1,744.50 |
1.000 |
1,685.75 |
0.618 |
1,649.50 |
HIGH |
1,590.75 |
0.618 |
1,554.50 |
0.500 |
1,543.25 |
0.382 |
1,532.00 |
LOW |
1,495.75 |
0.618 |
1,437.00 |
1.000 |
1,400.75 |
1.618 |
1,342.00 |
2.618 |
1,247.00 |
4.250 |
1,092.00 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,543.25 |
1,550.75 |
PP |
1,532.25 |
1,537.25 |
S1 |
1,521.50 |
1,524.00 |
|