Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,124.75 |
1,103.75 |
-21.00 |
-1.9% |
1,220.00 |
High |
1,161.00 |
1,104.00 |
-57.00 |
-4.9% |
1,221.25 |
Low |
1,102.50 |
1,009.00 |
-93.50 |
-8.5% |
1,102.50 |
Close |
1,108.25 |
1,053.25 |
-55.00 |
-5.0% |
1,108.25 |
Range |
58.50 |
95.00 |
36.50 |
62.4% |
118.75 |
ATR |
47.26 |
50.97 |
3.71 |
7.9% |
0.00 |
Volume |
2,741,088 |
3,191,895 |
450,807 |
16.4% |
14,347,696 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.50 |
1,291.75 |
1,105.50 |
|
R3 |
1,245.50 |
1,196.75 |
1,079.50 |
|
R2 |
1,150.50 |
1,150.50 |
1,070.75 |
|
R1 |
1,101.75 |
1,101.75 |
1,062.00 |
1,078.50 |
PP |
1,055.50 |
1,055.50 |
1,055.50 |
1,043.75 |
S1 |
1,006.75 |
1,006.75 |
1,044.50 |
983.50 |
S2 |
960.50 |
960.50 |
1,035.75 |
|
S3 |
865.50 |
911.75 |
1,027.00 |
|
S4 |
770.50 |
816.75 |
1,001.00 |
|
|
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 |
1,175.75 |
1,009.00 |
166.75 |
15.8% |
61.00 |
5.8% |
27% |
False |
True |
3,062,813 |
10 |
1,224.75 |
1,009.00 |
215.75 |
20.5% |
55.50 |
5.3% |
21% |
False |
True |
2,853,997 |
20 |
1,291.25 |
1,009.00 |
282.25 |
26.8% |
54.50 |
5.2% |
16% |
False |
True |
2,883,662 |
40 |
1,315.25 |
1,009.00 |
306.25 |
29.1% |
38.75 |
3.7% |
14% |
False |
True |
1,449,161 |
60 |
1,315.25 |
1,009.00 |
306.25 |
29.1% |
34.50 |
3.3% |
14% |
False |
True |
967,370 |
80 |
1,371.75 |
1,009.00 |
362.75 |
34.4% |
31.75 |
3.0% |
12% |
False |
True |
726,173 |
100 |
1,443.50 |
1,009.00 |
434.50 |
41.3% |
28.50 |
2.7% |
10% |
False |
True |
580,995 |
120 |
1,443.50 |
1,009.00 |
434.50 |
41.3% |
25.25 |
2.4% |
10% |
False |
True |
484,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.75 |
2.618 |
1,352.75 |
1.618 |
1,257.75 |
1.000 |
1,199.00 |
0.618 |
1,162.75 |
HIGH |
1,104.00 |
0.618 |
1,067.75 |
0.500 |
1,056.50 |
0.382 |
1,045.25 |
LOW |
1,009.00 |
0.618 |
950.25 |
1.000 |
914.00 |
1.618 |
855.25 |
2.618 |
760.25 |
4.250 |
605.25 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,056.50 |
1,091.50 |
PP |
1,055.50 |
1,078.75 |
S1 |
1,054.25 |
1,066.00 |
|