Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,371.58 |
10,847.40 |
475.82 |
4.6% |
11,394.42 |
High |
10,868.90 |
10,882.52 |
13.62 |
0.1% |
11,394.58 |
Low |
10,371.42 |
10,631.95 |
260.53 |
2.5% |
10,753.57 |
Close |
10,850.66 |
10,831.07 |
-19.59 |
-0.2% |
11,143.13 |
Range |
497.48 |
250.57 |
-246.91 |
-49.6% |
641.01 |
ATR |
350.17 |
343.06 |
-7.11 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,533.56 |
11,432.88 |
10,968.88 |
|
R3 |
11,282.99 |
11,182.31 |
10,899.98 |
|
R2 |
11,032.42 |
11,032.42 |
10,877.01 |
|
R1 |
10,931.74 |
10,931.74 |
10,854.04 |
10,856.80 |
PP |
10,781.85 |
10,781.85 |
10,781.85 |
10,744.37 |
S1 |
10,681.17 |
10,681.17 |
10,808.10 |
10,606.23 |
S2 |
10,531.28 |
10,531.28 |
10,785.13 |
|
S3 |
10,280.71 |
10,430.60 |
10,762.16 |
|
S4 |
10,030.14 |
10,180.03 |
10,693.26 |
|
|
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% |
424.79 |
3.9% |
58% |
False |
False |
|
10 |
11,483.05 |
10,365.45 |
1,117.60 |
10.3% |
408.38 |
3.8% |
42% |
False |
False |
|
20 |
11,577.50 |
10,365.45 |
1,212.05 |
11.2% |
367.15 |
3.4% |
38% |
False |
False |
|
40 |
11,867.11 |
10,365.45 |
1,501.66 |
13.9% |
284.18 |
2.6% |
31% |
False |
False |
|
60 |
11,867.11 |
10,365.45 |
1,501.66 |
13.9% |
263.24 |
2.4% |
31% |
False |
False |
|
80 |
12,369.23 |
10,365.45 |
2,003.78 |
18.5% |
244.30 |
2.3% |
23% |
False |
False |
|
100 |
13,136.69 |
10,365.45 |
2,771.24 |
25.6% |
230.15 |
2.1% |
17% |
False |
False |
|
120 |
13,136.69 |
10,365.45 |
2,771.24 |
25.6% |
218.31 |
2.0% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,947.44 |
2.618 |
11,538.51 |
1.618 |
11,287.94 |
1.000 |
11,133.09 |
0.618 |
11,037.37 |
HIGH |
10,882.52 |
0.618 |
10,786.80 |
0.500 |
10,757.24 |
0.382 |
10,727.67 |
LOW |
10,631.95 |
0.618 |
10,477.10 |
1.000 |
10,381.38 |
1.618 |
10,226.53 |
2.618 |
9,975.96 |
4.250 |
9,567.03 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
10,806.46 |
10,804.95 |
PP |
10,781.85 |
10,778.82 |
S1 |
10,757.24 |
10,752.70 |
|