Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,220.00 |
1,118.25 |
-101.75 |
-8.3% |
1,244.00 |
High |
1,221.25 |
1,175.75 |
-45.50 |
-3.7% |
1,250.25 |
Low |
1,113.50 |
1,112.00 |
-1.50 |
-0.1% |
1,180.25 |
Close |
1,118.75 |
1,167.50 |
48.75 |
4.4% |
1,214.50 |
Range |
107.75 |
63.75 |
-44.00 |
-40.8% |
70.00 |
ATR |
45.38 |
46.69 |
1.31 |
2.9% |
0.00 |
Volume |
2,225,525 |
3,948,082 |
1,722,557 |
77.4% |
15,007,798 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.00 |
1,319.00 |
1,202.50 |
|
R3 |
1,279.25 |
1,255.25 |
1,185.00 |
|
R2 |
1,215.50 |
1,215.50 |
1,179.25 |
|
R1 |
1,191.50 |
1,191.50 |
1,173.25 |
1,203.50 |
PP |
1,151.75 |
1,151.75 |
1,151.75 |
1,157.75 |
S1 |
1,127.75 |
1,127.75 |
1,161.75 |
1,139.75 |
S2 |
1,088.00 |
1,088.00 |
1,155.75 |
|
S3 |
1,024.25 |
1,064.00 |
1,150.00 |
|
S4 |
960.50 |
1,000.25 |
1,132.50 |
|
|
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 |
1,112.00 |
112.75 |
9.7% |
55.25 |
4.7% |
49% |
False |
True |
2,883,007 |
10 |
1,291.25 |
1,112.00 |
179.25 |
15.4% |
60.25 |
5.2% |
31% |
False |
True |
3,714,871 |
20 |
1,291.25 |
1,112.00 |
179.25 |
15.4% |
48.50 |
4.1% |
31% |
False |
True |
2,322,881 |
40 |
1,315.25 |
1,112.00 |
203.25 |
17.4% |
35.50 |
3.0% |
27% |
False |
True |
1,165,383 |
60 |
1,315.25 |
1,112.00 |
203.25 |
17.4% |
32.75 |
2.8% |
27% |
False |
True |
778,227 |
80 |
1,371.75 |
1,112.00 |
259.75 |
22.2% |
29.75 |
2.5% |
21% |
False |
True |
584,112 |
100 |
1,443.50 |
1,112.00 |
331.50 |
28.4% |
26.50 |
2.3% |
17% |
False |
True |
467,335 |
120 |
1,443.50 |
1,112.00 |
331.50 |
28.4% |
23.50 |
2.0% |
17% |
False |
True |
389,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.75 |
2.618 |
1,342.75 |
1.618 |
1,279.00 |
1.000 |
1,239.50 |
0.618 |
1,215.25 |
HIGH |
1,175.75 |
0.618 |
1,151.50 |
0.500 |
1,144.00 |
0.382 |
1,136.25 |
LOW |
1,112.00 |
0.618 |
1,072.50 |
1.000 |
1,048.25 |
1.618 |
1,008.75 |
2.618 |
945.00 |
4.250 |
841.00 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,159.50 |
1,167.25 |
PP |
1,151.75 |
1,167.00 |
S1 |
1,144.00 |
1,166.50 |
|