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 |
1,167.50 |
1,168.25 |
0.75 |
0.1% |
1,244.00 |
High |
1,173.00 |
1,174.00 |
1.00 |
0.1% |
1,250.25 |
Low |
1,143.75 |
1,115.25 |
-28.50 |
-2.5% |
1,180.25 |
Close |
1,168.50 |
1,124.50 |
-44.00 |
-3.8% |
1,214.50 |
Range |
29.25 |
58.75 |
29.50 |
100.9% |
70.00 |
ATR |
45.45 |
46.40 |
0.95 |
2.1% |
0.00 |
Volume |
2,929,451 |
2,503,550 |
-425,901 |
-14.5% |
15,007,798 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.25 |
1,278.00 |
1,156.75 |
|
R3 |
1,255.50 |
1,219.25 |
1,140.75 |
|
R2 |
1,196.75 |
1,196.75 |
1,135.25 |
|
R1 |
1,160.50 |
1,160.50 |
1,130.00 |
1,149.25 |
PP |
1,138.00 |
1,138.00 |
1,138.00 |
1,132.25 |
S1 |
1,101.75 |
1,101.75 |
1,119.00 |
1,090.50 |
S2 |
1,079.25 |
1,079.25 |
1,113.75 |
|
S3 |
1,020.50 |
1,043.00 |
1,108.25 |
|
S4 |
961.75 |
984.25 |
1,092.25 |
|
|
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 |
1,221.25 |
1,112.00 |
109.25 |
9.7% |
59.25 |
5.3% |
11% |
False |
False |
2,869,336 |
10 |
1,291.25 |
1,112.00 |
179.25 |
15.9% |
53.50 |
4.8% |
7% |
False |
False |
3,262,735 |
20 |
1,291.25 |
1,112.00 |
179.25 |
15.9% |
50.00 |
4.4% |
7% |
False |
False |
2,591,928 |
40 |
1,315.25 |
1,112.00 |
203.25 |
18.1% |
36.50 |
3.2% |
6% |
False |
False |
1,301,097 |
60 |
1,315.25 |
1,112.00 |
203.25 |
18.1% |
33.00 |
2.9% |
6% |
False |
False |
868,723 |
80 |
1,371.75 |
1,112.00 |
259.75 |
23.1% |
30.25 |
2.7% |
5% |
False |
False |
652,018 |
100 |
1,443.50 |
1,112.00 |
331.50 |
29.5% |
27.00 |
2.4% |
4% |
False |
False |
521,665 |
120 |
1,443.50 |
1,112.00 |
331.50 |
29.5% |
24.00 |
2.1% |
4% |
False |
False |
434,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.75 |
2.618 |
1,327.75 |
1.618 |
1,269.00 |
1.000 |
1,232.75 |
0.618 |
1,210.25 |
HIGH |
1,174.00 |
0.618 |
1,151.50 |
0.500 |
1,144.50 |
0.382 |
1,137.75 |
LOW |
1,115.25 |
0.618 |
1,079.00 |
1.000 |
1,056.50 |
1.618 |
1,020.25 |
2.618 |
961.50 |
4.250 |
865.50 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,144.50 |
1,144.00 |
PP |
1,138.00 |
1,137.50 |
S1 |
1,131.25 |
1,131.00 |
|