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 |
1,680.75 |
1,515.00 |
-165.75 |
-9.9% |
1,735.00 |
High |
1,688.00 |
1,605.75 |
-82.25 |
-4.9% |
1,752.00 |
Low |
1,494.00 |
1,505.75 |
11.75 |
0.8% |
1,630.00 |
Close |
1,512.00 |
1,594.25 |
82.25 |
5.4% |
1,674.75 |
Range |
194.00 |
100.00 |
-94.00 |
-48.5% |
122.00 |
ATR |
67.13 |
69.48 |
2.35 |
3.5% |
0.00 |
Volume |
363,341 |
602,280 |
238,939 |
65.8% |
2,064,240 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.50 |
1,831.50 |
1,649.25 |
|
R3 |
1,768.50 |
1,731.50 |
1,621.75 |
|
R2 |
1,668.50 |
1,668.50 |
1,612.50 |
|
R1 |
1,631.50 |
1,631.50 |
1,603.50 |
1,650.00 |
PP |
1,568.50 |
1,568.50 |
1,568.50 |
1,578.00 |
S1 |
1,531.50 |
1,531.50 |
1,585.00 |
1,550.00 |
S2 |
1,468.50 |
1,468.50 |
1,576.00 |
|
S3 |
1,368.50 |
1,431.50 |
1,566.75 |
|
S4 |
1,268.50 |
1,331.50 |
1,539.25 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.50 |
1,985.25 |
1,741.75 |
|
R3 |
1,929.50 |
1,863.25 |
1,708.25 |
|
R2 |
1,807.50 |
1,807.50 |
1,697.00 |
|
R1 |
1,741.25 |
1,741.25 |
1,686.00 |
1,713.50 |
PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,671.75 |
S1 |
1,619.25 |
1,619.25 |
1,663.50 |
1,591.50 |
S2 |
1,563.50 |
1,563.50 |
1,652.50 |
|
S3 |
1,441.50 |
1,497.25 |
1,641.25 |
|
S4 |
1,319.50 |
1,375.25 |
1,607.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,714.25 |
1,494.00 |
220.25 |
13.8% |
86.00 |
5.4% |
46% |
False |
False |
419,867 |
10 |
1,801.50 |
1,494.00 |
307.50 |
19.3% |
88.00 |
5.5% |
33% |
False |
False |
551,749 |
20 |
1,922.50 |
1,494.00 |
428.50 |
26.9% |
71.00 |
4.5% |
23% |
False |
False |
342,926 |
40 |
1,985.25 |
1,494.00 |
491.25 |
30.8% |
54.50 |
3.4% |
20% |
False |
False |
171,693 |
60 |
1,985.25 |
1,494.00 |
491.25 |
30.8% |
52.50 |
3.3% |
20% |
False |
False |
114,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.75 |
2.618 |
1,867.50 |
1.618 |
1,767.50 |
1.000 |
1,705.75 |
0.618 |
1,667.50 |
HIGH |
1,605.75 |
0.618 |
1,567.50 |
0.500 |
1,555.75 |
0.382 |
1,544.00 |
LOW |
1,505.75 |
0.618 |
1,444.00 |
1.000 |
1,405.75 |
1.618 |
1,344.00 |
2.618 |
1,244.00 |
4.250 |
1,080.75 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,581.50 |
1,593.25 |
PP |
1,568.50 |
1,592.00 |
S1 |
1,555.75 |
1,591.00 |
|