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 |
1,577.25 |
1,510.00 |
-67.25 |
-4.3% |
1,680.75 |
High |
1,590.75 |
1,561.75 |
-29.00 |
-1.8% |
1,688.00 |
Low |
1,495.75 |
1,474.75 |
-21.00 |
-1.4% |
1,474.75 |
Close |
1,510.50 |
1,477.50 |
-33.00 |
-2.2% |
1,477.50 |
Range |
95.00 |
87.00 |
-8.00 |
-8.4% |
213.25 |
ATR |
69.88 |
71.10 |
1.22 |
1.8% |
0.00 |
Volume |
360,321 |
375,716 |
15,395 |
4.3% |
2,134,785 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.75 |
1,708.50 |
1,525.25 |
|
R3 |
1,678.75 |
1,621.50 |
1,501.50 |
|
R2 |
1,591.75 |
1,591.75 |
1,493.50 |
|
R1 |
1,534.50 |
1,534.50 |
1,485.50 |
1,519.50 |
PP |
1,504.75 |
1,504.75 |
1,504.75 |
1,497.25 |
S1 |
1,447.50 |
1,447.50 |
1,469.50 |
1,432.50 |
S2 |
1,417.75 |
1,417.75 |
1,461.50 |
|
S3 |
1,330.75 |
1,360.50 |
1,453.50 |
|
S4 |
1,243.75 |
1,273.50 |
1,429.75 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,186.50 |
2,045.25 |
1,594.75 |
|
R3 |
1,973.25 |
1,832.00 |
1,536.25 |
|
R2 |
1,760.00 |
1,760.00 |
1,516.50 |
|
R1 |
1,618.75 |
1,618.75 |
1,497.00 |
1,582.75 |
PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,528.75 |
S1 |
1,405.50 |
1,405.50 |
1,458.00 |
1,369.50 |
S2 |
1,333.50 |
1,333.50 |
1,438.50 |
|
S3 |
1,120.25 |
1,192.25 |
1,418.75 |
|
S4 |
907.00 |
979.00 |
1,360.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,688.00 |
1,474.75 |
213.25 |
14.4% |
104.75 |
7.1% |
1% |
False |
True |
426,957 |
10 |
1,752.00 |
1,474.75 |
277.25 |
18.8% |
80.25 |
5.4% |
1% |
False |
True |
419,902 |
20 |
1,821.75 |
1,474.75 |
347.00 |
23.5% |
74.00 |
5.0% |
1% |
False |
True |
401,264 |
40 |
1,985.25 |
1,474.75 |
510.50 |
34.6% |
56.50 |
3.8% |
1% |
False |
True |
200,879 |
60 |
1,985.25 |
1,474.75 |
510.50 |
34.6% |
53.50 |
3.6% |
1% |
False |
True |
134,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,931.50 |
2.618 |
1,789.50 |
1.618 |
1,702.50 |
1.000 |
1,648.75 |
0.618 |
1,615.50 |
HIGH |
1,561.75 |
0.618 |
1,528.50 |
0.500 |
1,518.25 |
0.382 |
1,508.00 |
LOW |
1,474.75 |
0.618 |
1,421.00 |
1.000 |
1,387.75 |
1.618 |
1,334.00 |
2.618 |
1,247.00 |
4.250 |
1,105.00 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,518.25 |
1,537.50 |
PP |
1,504.75 |
1,517.50 |
S1 |
1,491.00 |
1,497.50 |
|