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 |
11,139.62 |
10,371.58 |
-768.04 |
-6.9% |
11,394.42 |
High |
11,139.94 |
10,868.90 |
-271.04 |
-2.4% |
11,394.58 |
Low |
10,365.45 |
10,371.42 |
5.97 |
0.1% |
10,753.57 |
Close |
10,365.45 |
10,850.66 |
485.21 |
4.7% |
11,143.13 |
Range |
774.49 |
497.48 |
-277.01 |
-35.8% |
641.01 |
ATR |
338.38 |
350.17 |
11.79 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,189.43 |
12,017.53 |
11,124.27 |
|
R3 |
11,691.95 |
11,520.05 |
10,987.47 |
|
R2 |
11,194.47 |
11,194.47 |
10,941.86 |
|
R1 |
11,022.57 |
11,022.57 |
10,896.26 |
11,108.52 |
PP |
10,696.99 |
10,696.99 |
10,696.99 |
10,739.97 |
S1 |
10,525.09 |
10,525.09 |
10,805.06 |
10,611.04 |
S2 |
10,199.51 |
10,199.51 |
10,759.46 |
|
S3 |
9,702.03 |
10,027.61 |
10,713.85 |
|
S4 |
9,204.55 |
9,530.13 |
10,577.05 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,020.12 |
12,722.64 |
11,495.69 |
|
R3 |
12,379.11 |
12,081.63 |
11,319.41 |
|
R2 |
11,738.10 |
11,738.10 |
11,260.65 |
|
R1 |
11,440.62 |
11,440.62 |
11,201.89 |
11,268.86 |
PP |
11,097.09 |
11,097.09 |
11,097.09 |
11,011.21 |
S1 |
10,799.61 |
10,799.61 |
11,084.37 |
10,627.85 |
S2 |
10,456.08 |
10,456.08 |
11,025.61 |
|
S3 |
9,815.07 |
10,158.60 |
10,966.85 |
|
S4 |
9,174.06 |
9,517.59 |
10,790.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,168.06 |
10,365.45 |
802.61 |
7.4% |
409.64 |
3.8% |
60% |
False |
False |
|
10 |
11,483.05 |
10,365.45 |
1,117.60 |
10.3% |
429.46 |
4.0% |
43% |
False |
False |
|
20 |
11,577.50 |
10,365.45 |
1,212.05 |
11.2% |
361.51 |
3.3% |
40% |
False |
False |
|
40 |
11,867.11 |
10,365.45 |
1,501.66 |
13.8% |
286.17 |
2.6% |
32% |
False |
False |
|
60 |
11,867.11 |
10,365.45 |
1,501.66 |
13.8% |
262.67 |
2.4% |
32% |
False |
False |
|
80 |
12,369.23 |
10,365.45 |
2,003.78 |
18.5% |
242.87 |
2.2% |
24% |
False |
False |
|
100 |
13,136.69 |
10,365.45 |
2,771.24 |
25.5% |
229.11 |
2.1% |
18% |
False |
False |
|
120 |
13,136.69 |
10,365.45 |
2,771.24 |
25.5% |
218.54 |
2.0% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,983.19 |
2.618 |
12,171.30 |
1.618 |
11,673.82 |
1.000 |
11,366.38 |
0.618 |
11,176.34 |
HIGH |
10,868.90 |
0.618 |
10,678.86 |
0.500 |
10,620.16 |
0.382 |
10,561.46 |
LOW |
10,371.42 |
0.618 |
10,063.98 |
1.000 |
9,873.94 |
1.618 |
9,566.50 |
2.618 |
9,069.02 |
4.250 |
8,257.13 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,773.83 |
10,822.69 |
PP |
10,696.99 |
10,794.72 |
S1 |
10,620.16 |
10,766.76 |
|