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 |
5,013.5 |
4,925.5 |
-88.0 |
-1.8% |
5,064.5 |
High |
5,087.0 |
5,057.0 |
-30.0 |
-0.6% |
5,100.0 |
Low |
4,862.0 |
4,831.5 |
-30.5 |
-0.6% |
4,562.0 |
Close |
4,905.5 |
5,005.0 |
99.5 |
2.0% |
5,005.0 |
Range |
225.0 |
225.5 |
0.5 |
0.2% |
538.0 |
ATR |
216.5 |
217.2 |
0.6 |
0.3% |
0.0 |
Volume |
173,083 |
144,785 |
-28,298 |
-16.3% |
898,914 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,641.0 |
5,548.5 |
5,129.0 |
|
R3 |
5,415.5 |
5,323.0 |
5,067.0 |
|
R2 |
5,190.0 |
5,190.0 |
5,046.5 |
|
R1 |
5,097.5 |
5,097.5 |
5,025.5 |
5,144.0 |
PP |
4,964.5 |
4,964.5 |
4,964.5 |
4,987.5 |
S1 |
4,872.0 |
4,872.0 |
4,984.5 |
4,918.0 |
S2 |
4,739.0 |
4,739.0 |
4,963.5 |
|
S3 |
4,513.5 |
4,646.5 |
4,943.0 |
|
S4 |
4,288.0 |
4,421.0 |
4,881.0 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,503.0 |
6,292.0 |
5,301.0 |
|
R3 |
5,965.0 |
5,754.0 |
5,153.0 |
|
R2 |
5,427.0 |
5,427.0 |
5,103.5 |
|
R1 |
5,216.0 |
5,216.0 |
5,054.5 |
5,052.5 |
PP |
4,889.0 |
4,889.0 |
4,889.0 |
4,807.0 |
S1 |
4,678.0 |
4,678.0 |
4,955.5 |
4,514.5 |
S2 |
4,351.0 |
4,351.0 |
4,906.5 |
|
S3 |
3,813.0 |
4,140.0 |
4,857.0 |
|
S4 |
3,275.0 |
3,602.0 |
4,709.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,100.0 |
4,562.0 |
538.0 |
10.7% |
304.5 |
6.1% |
82% |
False |
False |
179,782 |
10 |
5,373.0 |
4,562.0 |
811.0 |
16.2% |
227.0 |
4.5% |
55% |
False |
False |
178,942 |
20 |
5,571.5 |
4,562.0 |
1,009.5 |
20.2% |
201.5 |
4.0% |
44% |
False |
False |
135,503 |
40 |
5,690.0 |
4,562.0 |
1,128.0 |
22.5% |
146.5 |
2.9% |
39% |
False |
False |
67,882 |
60 |
5,690.0 |
4,562.0 |
1,128.0 |
22.5% |
126.0 |
2.5% |
39% |
False |
False |
45,332 |
80 |
5,969.0 |
4,562.0 |
1,407.0 |
28.1% |
107.5 |
2.1% |
31% |
False |
False |
34,045 |
100 |
6,421.0 |
4,562.0 |
1,859.0 |
37.1% |
89.0 |
1.8% |
24% |
False |
False |
27,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,015.5 |
2.618 |
5,647.5 |
1.618 |
5,422.0 |
1.000 |
5,282.5 |
0.618 |
5,196.5 |
HIGH |
5,057.0 |
0.618 |
4,971.0 |
0.500 |
4,944.0 |
0.382 |
4,917.5 |
LOW |
4,831.5 |
0.618 |
4,692.0 |
1.000 |
4,606.0 |
1.618 |
4,466.5 |
2.618 |
4,241.0 |
4.250 |
3,873.0 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,985.0 |
4,992.0 |
PP |
4,964.5 |
4,979.0 |
S1 |
4,944.0 |
4,966.0 |
|