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 |
910.2 |
915.2 |
5.0 |
0.5% |
836.0 |
High |
929.0 |
936.3 |
7.3 |
0.8% |
936.3 |
Low |
882.9 |
829.0 |
-53.9 |
-6.1% |
828.4 |
Close |
886.5 |
859.0 |
-27.5 |
-3.1% |
859.0 |
Range |
46.1 |
107.3 |
61.2 |
132.8% |
107.9 |
ATR |
40.8 |
45.5 |
4.8 |
11.6% |
0.0 |
Volume |
171,462 |
105,009 |
-66,453 |
-38.8% |
666,592 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,196.7 |
1,135.1 |
918.0 |
|
R3 |
1,089.4 |
1,027.8 |
888.5 |
|
R2 |
982.1 |
982.1 |
878.7 |
|
R1 |
920.5 |
920.5 |
868.8 |
897.7 |
PP |
874.8 |
874.8 |
874.8 |
863.3 |
S1 |
813.2 |
813.2 |
849.2 |
790.4 |
S2 |
767.5 |
767.5 |
839.3 |
|
S3 |
660.2 |
705.9 |
829.5 |
|
S4 |
552.9 |
598.6 |
800.0 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.3 |
1,136.5 |
918.3 |
|
R3 |
1,090.4 |
1,028.6 |
888.7 |
|
R2 |
982.5 |
982.5 |
878.8 |
|
R1 |
920.7 |
920.7 |
868.9 |
951.6 |
PP |
874.6 |
874.6 |
874.6 |
890.0 |
S1 |
812.8 |
812.8 |
849.1 |
843.7 |
S2 |
766.7 |
766.7 |
839.2 |
|
S3 |
658.8 |
704.9 |
829.3 |
|
S4 |
550.9 |
597.0 |
799.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
936.3 |
828.4 |
107.9 |
12.6% |
56.9 |
6.6% |
28% |
True |
False |
133,318 |
10 |
936.3 |
822.5 |
113.8 |
13.2% |
51.2 |
6.0% |
32% |
True |
False |
143,220 |
20 |
936.3 |
767.4 |
168.9 |
19.7% |
49.1 |
5.7% |
54% |
True |
False |
168,126 |
40 |
936.3 |
739.8 |
196.5 |
22.9% |
36.4 |
4.2% |
61% |
True |
False |
155,047 |
60 |
987.1 |
739.8 |
247.3 |
28.8% |
31.8 |
3.7% |
48% |
False |
False |
136,444 |
80 |
999.4 |
739.8 |
259.6 |
30.2% |
28.9 |
3.4% |
46% |
False |
False |
104,743 |
100 |
999.4 |
739.8 |
259.6 |
30.2% |
26.8 |
3.1% |
46% |
False |
False |
84,438 |
120 |
999.4 |
739.8 |
259.6 |
30.2% |
25.2 |
2.9% |
46% |
False |
False |
70,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.3 |
2.618 |
1,217.2 |
1.618 |
1,109.9 |
1.000 |
1,043.6 |
0.618 |
1,002.6 |
HIGH |
936.3 |
0.618 |
895.3 |
0.500 |
882.7 |
0.382 |
870.0 |
LOW |
829.0 |
0.618 |
762.7 |
1.000 |
721.7 |
1.618 |
655.4 |
2.618 |
548.1 |
4.250 |
373.0 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
882.7 |
882.7 |
PP |
874.8 |
874.8 |
S1 |
866.9 |
866.9 |
|