Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,168.25 |
1,124.75 |
-43.50 |
-3.7% |
1,220.00 |
High |
1,174.00 |
1,161.00 |
-13.00 |
-1.1% |
1,221.25 |
Low |
1,115.25 |
1,102.50 |
-12.75 |
-1.1% |
1,102.50 |
Close |
1,124.50 |
1,108.25 |
-16.25 |
-1.4% |
1,108.25 |
Range |
58.75 |
58.50 |
-0.25 |
-0.4% |
118.75 |
ATR |
46.40 |
47.26 |
0.86 |
1.9% |
0.00 |
Volume |
2,503,550 |
2,741,088 |
237,538 |
9.5% |
14,347,696 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.50 |
1,262.25 |
1,140.50 |
|
R3 |
1,241.00 |
1,203.75 |
1,124.25 |
|
R2 |
1,182.50 |
1,182.50 |
1,119.00 |
|
R1 |
1,145.25 |
1,145.25 |
1,113.50 |
1,134.50 |
PP |
1,124.00 |
1,124.00 |
1,124.00 |
1,118.50 |
S1 |
1,086.75 |
1,086.75 |
1,103.00 |
1,076.00 |
S2 |
1,065.50 |
1,065.50 |
1,097.50 |
|
S3 |
1,007.00 |
1,028.25 |
1,092.25 |
|
S4 |
948.50 |
969.75 |
1,076.00 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.25 |
1,423.00 |
1,173.50 |
|
R3 |
1,381.50 |
1,304.25 |
1,141.00 |
|
R2 |
1,262.75 |
1,262.75 |
1,130.00 |
|
R1 |
1,185.50 |
1,185.50 |
1,119.25 |
1,164.75 |
PP |
1,144.00 |
1,144.00 |
1,144.00 |
1,133.50 |
S1 |
1,066.75 |
1,066.75 |
1,097.25 |
1,046.00 |
S2 |
1,025.25 |
1,025.25 |
1,086.50 |
|
S3 |
906.50 |
948.00 |
1,075.50 |
|
S4 |
787.75 |
829.25 |
1,043.00 |
|
|
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 |
1,102.50 |
118.75 |
10.7% |
63.50 |
5.7% |
5% |
False |
True |
2,869,539 |
10 |
1,250.25 |
1,102.50 |
147.75 |
13.3% |
50.50 |
4.6% |
4% |
False |
True |
2,935,549 |
20 |
1,291.25 |
1,102.50 |
188.75 |
17.0% |
51.50 |
4.6% |
3% |
False |
True |
2,726,959 |
40 |
1,315.25 |
1,102.50 |
212.75 |
19.2% |
37.25 |
3.4% |
3% |
False |
True |
1,369,530 |
60 |
1,315.25 |
1,102.50 |
212.75 |
19.2% |
33.50 |
3.0% |
3% |
False |
True |
914,373 |
80 |
1,371.75 |
1,102.50 |
269.25 |
24.3% |
30.75 |
2.8% |
2% |
False |
True |
686,276 |
100 |
1,443.50 |
1,102.50 |
341.00 |
30.8% |
27.75 |
2.5% |
2% |
False |
True |
549,076 |
120 |
1,443.50 |
1,102.50 |
341.00 |
30.8% |
24.50 |
2.2% |
2% |
False |
True |
457,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.50 |
2.618 |
1,314.25 |
1.618 |
1,255.75 |
1.000 |
1,219.50 |
0.618 |
1,197.25 |
HIGH |
1,161.00 |
0.618 |
1,138.75 |
0.500 |
1,131.75 |
0.382 |
1,124.75 |
LOW |
1,102.50 |
0.618 |
1,066.25 |
1.000 |
1,044.00 |
1.618 |
1,007.75 |
2.618 |
949.25 |
4.250 |
854.00 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,131.75 |
1,138.25 |
PP |
1,124.00 |
1,128.25 |
S1 |
1,116.00 |
1,118.25 |
|