Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,825.54 |
10,483.96 |
-341.58 |
-3.2% |
11,139.62 |
High |
10,825.54 |
10,796.26 |
-29.28 |
-0.3% |
11,139.94 |
Low |
10,439.52 |
10,310.25 |
-129.27 |
-1.2% |
10,310.25 |
Close |
10,482.85 |
10,325.38 |
-157.47 |
-1.5% |
10,325.38 |
Range |
386.02 |
486.01 |
99.99 |
25.9% |
829.69 |
ATR |
346.52 |
356.49 |
9.96 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,935.33 |
11,616.36 |
10,592.69 |
|
R3 |
11,449.32 |
11,130.35 |
10,459.03 |
|
R2 |
10,963.31 |
10,963.31 |
10,414.48 |
|
R1 |
10,644.34 |
10,644.34 |
10,369.93 |
10,560.82 |
PP |
10,477.30 |
10,477.30 |
10,477.30 |
10,435.54 |
S1 |
10,158.33 |
10,158.33 |
10,280.83 |
10,074.81 |
S2 |
9,991.29 |
9,991.29 |
10,236.28 |
|
S3 |
9,505.28 |
9,672.32 |
10,191.73 |
|
S4 |
9,019.27 |
9,186.31 |
10,058.07 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,080.93 |
12,532.84 |
10,781.71 |
|
R3 |
12,251.24 |
11,703.15 |
10,553.54 |
|
R2 |
11,421.55 |
11,421.55 |
10,477.49 |
|
R1 |
10,873.46 |
10,873.46 |
10,401.43 |
10,732.66 |
PP |
10,591.86 |
10,591.86 |
10,591.86 |
10,521.46 |
S1 |
10,043.77 |
10,043.77 |
10,249.33 |
9,902.97 |
S2 |
9,762.17 |
9,762.17 |
10,173.27 |
|
S3 |
8,932.48 |
9,214.08 |
10,097.22 |
|
S4 |
8,102.79 |
8,384.39 |
9,869.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,139.94 |
10,310.25 |
829.69 |
8.0% |
478.91 |
4.6% |
2% |
False |
True |
|
10 |
11,394.58 |
10,310.25 |
1,084.33 |
10.5% |
388.25 |
3.8% |
1% |
False |
True |
|
20 |
11,577.50 |
10,310.25 |
1,267.25 |
12.3% |
382.56 |
3.7% |
1% |
False |
True |
|
40 |
11,867.11 |
10,310.25 |
1,556.86 |
15.1% |
295.91 |
2.9% |
1% |
False |
True |
|
60 |
11,867.11 |
10,310.25 |
1,556.86 |
15.1% |
270.11 |
2.6% |
1% |
False |
True |
|
80 |
12,322.82 |
10,310.25 |
2,012.57 |
19.5% |
250.58 |
2.4% |
1% |
False |
True |
|
100 |
13,136.69 |
10,310.25 |
2,826.44 |
27.4% |
236.13 |
2.3% |
1% |
False |
True |
|
120 |
13,136.69 |
10,310.25 |
2,826.44 |
27.4% |
223.87 |
2.2% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,861.80 |
2.618 |
12,068.63 |
1.618 |
11,582.62 |
1.000 |
11,282.27 |
0.618 |
11,096.61 |
HIGH |
10,796.26 |
0.618 |
10,610.60 |
0.500 |
10,553.26 |
0.382 |
10,495.91 |
LOW |
10,310.25 |
0.618 |
10,009.90 |
1.000 |
9,824.24 |
1.618 |
9,523.89 |
2.618 |
9,037.88 |
4.250 |
8,244.71 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
10,553.26 |
10,596.39 |
PP |
10,477.30 |
10,506.05 |
S1 |
10,401.34 |
10,415.72 |
|