Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,847.40 |
10,825.54 |
-21.86 |
-0.2% |
11,394.42 |
High |
10,882.52 |
10,825.54 |
-56.98 |
-0.5% |
11,394.58 |
Low |
10,631.95 |
10,439.52 |
-192.43 |
-1.8% |
10,753.57 |
Close |
10,831.07 |
10,482.85 |
-348.22 |
-3.2% |
11,143.13 |
Range |
250.57 |
386.02 |
135.45 |
54.1% |
641.01 |
ATR |
343.06 |
346.52 |
3.46 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,740.70 |
11,497.79 |
10,695.16 |
|
R3 |
11,354.68 |
11,111.77 |
10,589.01 |
|
R2 |
10,968.66 |
10,968.66 |
10,553.62 |
|
R1 |
10,725.75 |
10,725.75 |
10,518.24 |
10,654.20 |
PP |
10,582.64 |
10,582.64 |
10,582.64 |
10,546.86 |
S1 |
10,339.73 |
10,339.73 |
10,447.46 |
10,268.18 |
S2 |
10,196.62 |
10,196.62 |
10,412.08 |
|
S3 |
9,810.60 |
9,953.71 |
10,376.69 |
|
S4 |
9,424.58 |
9,567.69 |
10,270.54 |
|
|
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 |
7.7% |
441.56 |
4.2% |
15% |
False |
False |
|
10 |
11,483.05 |
10,365.45 |
1,117.60 |
10.7% |
385.28 |
3.7% |
11% |
False |
False |
|
20 |
11,577.50 |
10,365.45 |
1,212.05 |
11.6% |
368.63 |
3.5% |
10% |
False |
False |
|
40 |
11,867.11 |
10,365.45 |
1,501.66 |
14.3% |
289.73 |
2.8% |
8% |
False |
False |
|
60 |
11,867.11 |
10,365.45 |
1,501.66 |
14.3% |
265.07 |
2.5% |
8% |
False |
False |
|
80 |
12,322.82 |
10,365.45 |
1,957.37 |
18.7% |
247.09 |
2.4% |
6% |
False |
False |
|
100 |
13,136.69 |
10,365.45 |
2,771.24 |
26.4% |
232.37 |
2.2% |
4% |
False |
False |
|
120 |
13,136.69 |
10,365.45 |
2,771.24 |
26.4% |
220.80 |
2.1% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,466.13 |
2.618 |
11,836.14 |
1.618 |
11,450.12 |
1.000 |
11,211.56 |
0.618 |
11,064.10 |
HIGH |
10,825.54 |
0.618 |
10,678.08 |
0.500 |
10,632.53 |
0.382 |
10,586.98 |
LOW |
10,439.52 |
0.618 |
10,200.96 |
1.000 |
10,053.50 |
1.618 |
9,814.94 |
2.618 |
9,428.92 |
4.250 |
8,798.94 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
10,632.53 |
10,626.97 |
PP |
10,582.64 |
10,578.93 |
S1 |
10,532.74 |
10,530.89 |
|