Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
892.0 |
881.9 |
-10.1 |
-1.1% |
885.8 |
High |
920.2 |
935.0 |
14.8 |
1.6% |
920.2 |
Low |
877.9 |
877.6 |
-0.3 |
0.0% |
871.4 |
Close |
893.6 |
899.3 |
5.7 |
0.6% |
893.6 |
Range |
42.3 |
57.4 |
15.1 |
35.7% |
48.8 |
ATR |
33.5 |
35.2 |
1.7 |
5.1% |
0.0 |
Volume |
7,035 |
3,620 |
-3,415 |
-48.5% |
28,121 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,076.2 |
1,045.1 |
930.9 |
|
R3 |
1,018.8 |
987.7 |
915.1 |
|
R2 |
961.4 |
961.4 |
909.8 |
|
R1 |
930.3 |
930.3 |
904.6 |
945.9 |
PP |
904.0 |
904.0 |
904.0 |
911.7 |
S1 |
872.9 |
872.9 |
894.0 |
888.5 |
S2 |
846.6 |
846.6 |
888.8 |
|
S3 |
789.2 |
815.5 |
883.5 |
|
S4 |
731.8 |
758.1 |
867.7 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,041.5 |
1,016.3 |
920.4 |
|
R3 |
992.7 |
967.5 |
907.0 |
|
R2 |
943.9 |
943.9 |
902.5 |
|
R1 |
918.7 |
918.7 |
898.1 |
931.3 |
PP |
895.1 |
895.1 |
895.1 |
901.4 |
S1 |
869.9 |
869.9 |
889.1 |
882.5 |
S2 |
846.3 |
846.3 |
884.7 |
|
S3 |
797.5 |
821.1 |
880.2 |
|
S4 |
748.7 |
772.3 |
866.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
935.0 |
875.3 |
59.7 |
6.6% |
36.5 |
4.1% |
40% |
True |
False |
5,257 |
10 |
935.0 |
778.9 |
156.1 |
17.4% |
45.8 |
5.1% |
77% |
True |
False |
5,556 |
20 |
935.0 |
743.9 |
191.1 |
21.2% |
34.4 |
3.8% |
81% |
True |
False |
4,139 |
40 |
935.0 |
743.9 |
191.1 |
21.2% |
27.0 |
3.0% |
81% |
True |
False |
3,321 |
60 |
1,004.1 |
743.9 |
260.2 |
28.9% |
23.6 |
2.6% |
60% |
False |
False |
2,677 |
80 |
1,004.1 |
743.9 |
260.2 |
28.9% |
20.9 |
2.3% |
60% |
False |
False |
2,166 |
100 |
1,004.1 |
743.9 |
260.2 |
28.9% |
18.7 |
2.1% |
60% |
False |
False |
1,866 |
120 |
1,004.1 |
743.9 |
260.2 |
28.9% |
17.0 |
1.9% |
60% |
False |
False |
1,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.0 |
2.618 |
1,085.3 |
1.618 |
1,027.9 |
1.000 |
992.4 |
0.618 |
970.5 |
HIGH |
935.0 |
0.618 |
913.1 |
0.500 |
906.3 |
0.382 |
899.5 |
LOW |
877.6 |
0.618 |
842.1 |
1.000 |
820.2 |
1.618 |
784.7 |
2.618 |
727.3 |
4.250 |
633.7 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
906.3 |
905.2 |
PP |
904.0 |
903.2 |
S1 |
901.6 |
901.3 |
|