Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,115.16 |
1,097.56 |
-17.60 |
-1.6% |
1,209.06 |
High |
1,153.82 |
1,097.56 |
-56.26 |
-4.9% |
1,209.07 |
Low |
1,098.14 |
1,007.97 |
-90.17 |
-8.2% |
1,098.14 |
Close |
1,099.23 |
1,056.89 |
-42.34 |
-3.9% |
1,099.23 |
Range |
55.68 |
89.59 |
33.91 |
60.9% |
110.93 |
ATR |
42.05 |
45.56 |
3.52 |
8.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.91 |
1,279.49 |
1,106.16 |
|
R3 |
1,233.32 |
1,189.90 |
1,081.53 |
|
R2 |
1,143.73 |
1,143.73 |
1,073.31 |
|
R1 |
1,100.31 |
1,100.31 |
1,065.10 |
1,077.23 |
PP |
1,054.14 |
1,054.14 |
1,054.14 |
1,042.60 |
S1 |
1,010.72 |
1,010.72 |
1,048.68 |
987.64 |
S2 |
964.55 |
964.55 |
1,040.47 |
|
S3 |
874.96 |
921.13 |
1,032.25 |
|
S4 |
785.37 |
831.54 |
1,007.62 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.27 |
1,394.68 |
1,160.24 |
|
R3 |
1,357.34 |
1,283.75 |
1,129.74 |
|
R2 |
1,246.41 |
1,246.41 |
1,119.57 |
|
R1 |
1,172.82 |
1,172.82 |
1,109.40 |
1,154.15 |
PP |
1,135.48 |
1,135.48 |
1,135.48 |
1,126.15 |
S1 |
1,061.89 |
1,061.89 |
1,089.06 |
1,043.22 |
S2 |
1,024.55 |
1,024.55 |
1,078.89 |
|
S3 |
913.62 |
950.96 |
1,068.72 |
|
S4 |
802.69 |
840.03 |
1,038.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,168.03 |
1,007.97 |
160.06 |
15.1% |
55.00 |
5.2% |
31% |
False |
True |
|
10 |
1,221.15 |
1,007.97 |
213.18 |
20.2% |
48.98 |
4.6% |
23% |
False |
True |
|
20 |
1,268.66 |
1,007.97 |
260.69 |
24.7% |
47.68 |
4.5% |
19% |
False |
True |
|
40 |
1,313.15 |
1,007.97 |
305.18 |
28.9% |
33.97 |
3.2% |
16% |
False |
True |
|
60 |
1,313.15 |
1,007.97 |
305.18 |
28.9% |
30.16 |
2.9% |
16% |
False |
True |
|
80 |
1,366.59 |
1,007.97 |
358.62 |
33.9% |
28.23 |
2.7% |
14% |
False |
True |
|
100 |
1,440.24 |
1,007.97 |
432.27 |
40.9% |
26.37 |
2.5% |
11% |
False |
True |
|
120 |
1,440.24 |
1,007.97 |
432.27 |
40.9% |
24.81 |
2.3% |
11% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.32 |
2.618 |
1,332.11 |
1.618 |
1,242.52 |
1.000 |
1,187.15 |
0.618 |
1,152.93 |
HIGH |
1,097.56 |
0.618 |
1,063.34 |
0.500 |
1,052.77 |
0.382 |
1,042.19 |
LOW |
1,007.97 |
0.618 |
952.60 |
1.000 |
918.38 |
1.618 |
863.01 |
2.618 |
773.42 |
4.250 |
627.21 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,055.52 |
1,084.31 |
PP |
1,054.14 |
1,075.17 |
S1 |
1,052.77 |
1,066.03 |
|