Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
988.42 |
902.31 |
-86.11 |
-8.7% |
1,097.56 |
High |
1,005.25 |
936.36 |
-68.89 |
-6.9% |
1,097.56 |
Low |
909.19 |
839.80 |
-69.39 |
-7.6% |
839.80 |
Close |
909.92 |
899.22 |
-10.70 |
-1.2% |
899.22 |
Range |
96.06 |
96.56 |
0.50 |
0.5% |
257.76 |
ATR |
51.39 |
54.61 |
3.23 |
6.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.47 |
1,136.91 |
952.33 |
|
R3 |
1,084.91 |
1,040.35 |
925.77 |
|
R2 |
988.35 |
988.35 |
916.92 |
|
R1 |
943.79 |
943.79 |
908.07 |
917.79 |
PP |
891.79 |
891.79 |
891.79 |
878.80 |
S1 |
847.23 |
847.23 |
890.37 |
821.23 |
S2 |
795.23 |
795.23 |
881.52 |
|
S3 |
698.67 |
750.67 |
872.67 |
|
S4 |
602.11 |
654.11 |
846.11 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,718.81 |
1,566.77 |
1,040.99 |
|
R3 |
1,461.05 |
1,309.01 |
970.10 |
|
R2 |
1,203.29 |
1,203.29 |
946.48 |
|
R1 |
1,051.25 |
1,051.25 |
922.85 |
998.39 |
PP |
945.53 |
945.53 |
945.53 |
919.10 |
S1 |
793.49 |
793.49 |
875.59 |
740.63 |
S2 |
687.77 |
687.77 |
851.96 |
|
S3 |
430.01 |
535.73 |
828.34 |
|
S4 |
172.25 |
277.97 |
757.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,097.56 |
839.80 |
257.76 |
28.7% |
81.80 |
9.1% |
23% |
False |
True |
|
10 |
1,209.07 |
839.80 |
369.27 |
41.1% |
69.71 |
7.8% |
16% |
False |
True |
|
20 |
1,265.12 |
839.80 |
425.32 |
47.3% |
57.34 |
6.4% |
14% |
False |
True |
|
40 |
1,303.04 |
839.80 |
463.24 |
51.5% |
39.87 |
4.4% |
13% |
False |
True |
|
60 |
1,313.15 |
839.80 |
473.35 |
52.6% |
33.53 |
3.7% |
13% |
False |
True |
|
80 |
1,347.66 |
839.80 |
507.86 |
56.5% |
31.44 |
3.5% |
12% |
False |
True |
|
100 |
1,419.12 |
839.80 |
579.32 |
64.4% |
28.94 |
3.2% |
10% |
False |
True |
|
120 |
1,440.24 |
839.80 |
600.44 |
66.8% |
26.93 |
3.0% |
10% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.74 |
2.618 |
1,189.15 |
1.618 |
1,092.59 |
1.000 |
1,032.92 |
0.618 |
996.03 |
HIGH |
936.36 |
0.618 |
899.47 |
0.500 |
888.08 |
0.382 |
876.69 |
LOW |
839.80 |
0.618 |
780.13 |
1.000 |
743.24 |
1.618 |
683.57 |
2.618 |
587.01 |
4.250 |
429.42 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
895.51 |
930.43 |
PP |
891.79 |
920.03 |
S1 |
888.08 |
909.62 |
|