Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,118.25 |
1,167.50 |
49.25 |
4.4% |
1,244.00 |
High |
1,175.75 |
1,173.00 |
-2.75 |
-0.2% |
1,250.25 |
Low |
1,112.00 |
1,143.75 |
31.75 |
2.9% |
1,180.25 |
Close |
1,167.50 |
1,168.50 |
1.00 |
0.1% |
1,214.50 |
Range |
63.75 |
29.25 |
-34.50 |
-54.1% |
70.00 |
ATR |
46.69 |
45.45 |
-1.25 |
-2.7% |
0.00 |
Volume |
3,948,082 |
2,929,451 |
-1,018,631 |
-25.8% |
15,007,798 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.50 |
1,238.25 |
1,184.50 |
|
R3 |
1,220.25 |
1,209.00 |
1,176.50 |
|
R2 |
1,191.00 |
1,191.00 |
1,173.75 |
|
R1 |
1,179.75 |
1,179.75 |
1,171.25 |
1,185.50 |
PP |
1,161.75 |
1,161.75 |
1,161.75 |
1,164.50 |
S1 |
1,150.50 |
1,150.50 |
1,165.75 |
1,156.00 |
S2 |
1,132.50 |
1,132.50 |
1,163.25 |
|
S3 |
1,103.25 |
1,121.25 |
1,160.50 |
|
S4 |
1,074.00 |
1,092.00 |
1,152.50 |
|
|
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 |
9.6% |
55.25 |
4.7% |
50% |
False |
False |
2,849,277 |
10 |
1,291.25 |
1,112.00 |
179.25 |
15.3% |
56.00 |
4.8% |
32% |
False |
False |
3,515,905 |
20 |
1,291.25 |
1,112.00 |
179.25 |
15.3% |
49.00 |
4.2% |
32% |
False |
False |
2,468,349 |
40 |
1,315.25 |
1,112.00 |
203.25 |
17.4% |
35.50 |
3.0% |
28% |
False |
False |
1,238,569 |
60 |
1,315.25 |
1,112.00 |
203.25 |
17.4% |
32.50 |
2.8% |
28% |
False |
False |
827,016 |
80 |
1,371.75 |
1,112.00 |
259.75 |
22.2% |
30.00 |
2.6% |
22% |
False |
False |
620,723 |
100 |
1,443.50 |
1,112.00 |
331.50 |
28.4% |
26.75 |
2.3% |
17% |
False |
False |
496,630 |
120 |
1,443.50 |
1,112.00 |
331.50 |
28.4% |
23.75 |
2.0% |
17% |
False |
False |
413,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.25 |
2.618 |
1,249.50 |
1.618 |
1,220.25 |
1.000 |
1,202.25 |
0.618 |
1,191.00 |
HIGH |
1,173.00 |
0.618 |
1,161.75 |
0.500 |
1,158.50 |
0.382 |
1,155.00 |
LOW |
1,143.75 |
0.618 |
1,125.75 |
1.000 |
1,114.50 |
1.618 |
1,096.50 |
2.618 |
1,067.25 |
4.250 |
1,019.50 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,165.00 |
1,168.00 |
PP |
1,161.75 |
1,167.25 |
S1 |
1,158.50 |
1,166.50 |
|