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 |
10,559 |
10,338 |
-221 |
-2.1% |
11,181 |
High |
10,827 |
10,338 |
-489 |
-4.5% |
11,199 |
Low |
10,331 |
9,547 |
-784 |
-7.6% |
10,331 |
Close |
10,364 |
9,964 |
-400 |
-3.9% |
10,364 |
Range |
496 |
791 |
295 |
59.5% |
868 |
ATR |
386 |
417 |
31 |
8.0% |
0 |
Volume |
216,407 |
279,607 |
63,200 |
29.2% |
1,168,988 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,323 |
11,934 |
10,399 |
|
R3 |
11,532 |
11,143 |
10,182 |
|
R2 |
10,741 |
10,741 |
10,109 |
|
R1 |
10,352 |
10,352 |
10,037 |
10,151 |
PP |
9,950 |
9,950 |
9,950 |
9,849 |
S1 |
9,561 |
9,561 |
9,892 |
9,360 |
S2 |
9,159 |
9,159 |
9,819 |
|
S3 |
8,368 |
8,770 |
9,747 |
|
S4 |
7,577 |
7,979 |
9,529 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,235 |
12,668 |
10,842 |
|
R3 |
12,367 |
11,800 |
10,603 |
|
R2 |
11,499 |
11,499 |
10,523 |
|
R1 |
10,932 |
10,932 |
10,444 |
10,782 |
PP |
10,631 |
10,631 |
10,631 |
10,556 |
S1 |
10,064 |
10,064 |
10,285 |
9,914 |
S2 |
9,763 |
9,763 |
10,205 |
|
S3 |
8,895 |
9,196 |
10,125 |
|
S4 |
8,027 |
8,328 |
9,887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,940 |
9,547 |
1,393 |
14.0% |
495 |
5.0% |
30% |
False |
True |
251,066 |
10 |
11,199 |
9,547 |
1,652 |
16.6% |
458 |
4.6% |
25% |
False |
True |
233,947 |
20 |
11,611 |
9,547 |
2,064 |
20.7% |
428 |
4.3% |
20% |
False |
True |
233,383 |
40 |
11,848 |
9,547 |
2,301 |
23.1% |
326 |
3.3% |
18% |
False |
True |
117,073 |
60 |
11,848 |
9,547 |
2,301 |
23.1% |
296 |
3.0% |
18% |
False |
True |
78,174 |
80 |
12,330 |
9,547 |
2,783 |
27.9% |
270 |
2.7% |
15% |
False |
True |
58,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,700 |
2.618 |
12,409 |
1.618 |
11,618 |
1.000 |
11,129 |
0.618 |
10,827 |
HIGH |
10,338 |
0.618 |
10,036 |
0.500 |
9,943 |
0.382 |
9,849 |
LOW |
9,547 |
0.618 |
9,058 |
1.000 |
8,756 |
1.618 |
8,267 |
2.618 |
7,476 |
4.250 |
6,185 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,957 |
10,244 |
PP |
9,950 |
10,150 |
S1 |
9,943 |
10,057 |
|