Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
881.9 |
917.6 |
35.7 |
4.0% |
885.8 |
High |
935.0 |
917.6 |
-17.4 |
-1.9% |
920.2 |
Low |
877.6 |
867.0 |
-10.6 |
-1.2% |
871.4 |
Close |
899.3 |
886.0 |
-13.3 |
-1.5% |
893.6 |
Range |
57.4 |
50.6 |
-6.8 |
-11.8% |
48.8 |
ATR |
35.2 |
36.3 |
1.1 |
3.1% |
0.0 |
Volume |
3,620 |
2,272 |
-1,348 |
-37.2% |
28,121 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.0 |
1,014.6 |
913.8 |
|
R3 |
991.4 |
964.0 |
899.9 |
|
R2 |
940.8 |
940.8 |
895.3 |
|
R1 |
913.4 |
913.4 |
890.6 |
901.8 |
PP |
890.2 |
890.2 |
890.2 |
884.4 |
S1 |
862.8 |
862.8 |
881.4 |
851.2 |
S2 |
839.6 |
839.6 |
876.7 |
|
S3 |
789.0 |
812.2 |
872.1 |
|
S4 |
738.4 |
761.6 |
858.2 |
|
|
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 |
867.0 |
68.0 |
7.7% |
40.9 |
4.6% |
28% |
False |
True |
4,255 |
10 |
935.0 |
786.6 |
148.4 |
16.7% |
49.1 |
5.5% |
67% |
False |
False |
5,520 |
20 |
935.0 |
743.9 |
191.1 |
21.6% |
34.8 |
3.9% |
74% |
False |
False |
4,187 |
40 |
935.0 |
743.9 |
191.1 |
21.6% |
27.8 |
3.1% |
74% |
False |
False |
3,246 |
60 |
1,004.1 |
743.9 |
260.2 |
29.4% |
24.2 |
2.7% |
55% |
False |
False |
2,684 |
80 |
1,004.1 |
743.9 |
260.2 |
29.4% |
21.3 |
2.4% |
55% |
False |
False |
2,194 |
100 |
1,004.1 |
743.9 |
260.2 |
29.4% |
19.2 |
2.2% |
55% |
False |
False |
1,857 |
120 |
1,004.1 |
743.9 |
260.2 |
29.4% |
17.4 |
2.0% |
55% |
False |
False |
1,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,132.7 |
2.618 |
1,050.1 |
1.618 |
999.5 |
1.000 |
968.2 |
0.618 |
948.9 |
HIGH |
917.6 |
0.618 |
898.3 |
0.500 |
892.3 |
0.382 |
886.3 |
LOW |
867.0 |
0.618 |
835.7 |
1.000 |
816.4 |
1.618 |
785.1 |
2.618 |
734.5 |
4.250 |
652.0 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
892.3 |
901.0 |
PP |
890.2 |
896.0 |
S1 |
888.1 |
891.0 |
|