Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,212.25 |
1,220.00 |
7.75 |
0.6% |
1,244.00 |
High |
1,221.25 |
1,221.25 |
0.00 |
0.0% |
1,250.25 |
Low |
1,184.75 |
1,113.50 |
-71.25 |
-6.0% |
1,180.25 |
Close |
1,214.50 |
1,118.75 |
-95.75 |
-7.9% |
1,214.50 |
Range |
36.50 |
107.75 |
71.25 |
195.2% |
70.00 |
ATR |
40.58 |
45.38 |
4.80 |
11.8% |
0.00 |
Volume |
2,740,073 |
2,225,525 |
-514,548 |
-18.8% |
15,007,798 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.50 |
1,404.25 |
1,178.00 |
|
R3 |
1,366.75 |
1,296.50 |
1,148.50 |
|
R2 |
1,259.00 |
1,259.00 |
1,138.50 |
|
R1 |
1,188.75 |
1,188.75 |
1,128.75 |
1,170.00 |
PP |
1,151.25 |
1,151.25 |
1,151.25 |
1,141.75 |
S1 |
1,081.00 |
1,081.00 |
1,108.75 |
1,062.25 |
S2 |
1,043.50 |
1,043.50 |
1,099.00 |
|
S3 |
935.75 |
973.25 |
1,089.00 |
|
S4 |
828.00 |
865.50 |
1,059.50 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.00 |
1,389.75 |
1,253.00 |
|
R3 |
1,355.00 |
1,319.75 |
1,233.75 |
|
R2 |
1,285.00 |
1,285.00 |
1,227.25 |
|
R1 |
1,249.75 |
1,249.75 |
1,221.00 |
1,232.50 |
PP |
1,215.00 |
1,215.00 |
1,215.00 |
1,206.25 |
S1 |
1,179.75 |
1,179.75 |
1,208.00 |
1,162.50 |
S2 |
1,145.00 |
1,145.00 |
1,201.75 |
|
S3 |
1,075.00 |
1,109.75 |
1,195.25 |
|
S4 |
1,005.00 |
1,039.75 |
1,176.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.75 |
1,113.50 |
111.25 |
9.9% |
50.00 |
4.5% |
5% |
False |
True |
2,645,181 |
10 |
1,291.25 |
1,113.50 |
177.75 |
15.9% |
59.75 |
5.3% |
3% |
False |
True |
3,719,422 |
20 |
1,305.25 |
1,113.50 |
191.75 |
17.1% |
46.75 |
4.2% |
3% |
False |
True |
2,125,995 |
40 |
1,315.25 |
1,113.50 |
201.75 |
18.0% |
34.25 |
3.1% |
3% |
False |
True |
1,066,783 |
60 |
1,315.25 |
1,113.50 |
201.75 |
18.0% |
32.25 |
2.9% |
3% |
False |
True |
712,447 |
80 |
1,374.00 |
1,113.50 |
260.50 |
23.3% |
29.25 |
2.6% |
2% |
False |
True |
534,761 |
100 |
1,443.50 |
1,113.50 |
330.00 |
29.5% |
26.00 |
2.3% |
2% |
False |
True |
427,855 |
120 |
1,443.50 |
1,113.50 |
330.00 |
29.5% |
23.00 |
2.1% |
2% |
False |
True |
356,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,679.25 |
2.618 |
1,503.25 |
1.618 |
1,395.50 |
1.000 |
1,329.00 |
0.618 |
1,287.75 |
HIGH |
1,221.25 |
0.618 |
1,180.00 |
0.500 |
1,167.50 |
0.382 |
1,154.75 |
LOW |
1,113.50 |
0.618 |
1,047.00 |
1.000 |
1,005.75 |
1.618 |
939.25 |
2.618 |
831.50 |
4.250 |
655.50 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,167.50 |
1,169.00 |
PP |
1,151.25 |
1,152.25 |
S1 |
1,135.00 |
1,135.50 |
|