Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,338 |
9,966 |
-372 |
-3.6% |
11,181 |
High |
10,338 |
10,146 |
-192 |
-1.9% |
11,199 |
Low |
9,547 |
9,457 |
-90 |
-0.9% |
10,331 |
Close |
9,964 |
9,538 |
-426 |
-4.3% |
10,364 |
Range |
791 |
689 |
-102 |
-12.9% |
868 |
ATR |
417 |
436 |
19 |
4.7% |
0 |
Volume |
279,607 |
353,993 |
74,386 |
26.6% |
1,168,988 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,781 |
11,348 |
9,917 |
|
R3 |
11,092 |
10,659 |
9,728 |
|
R2 |
10,403 |
10,403 |
9,664 |
|
R1 |
9,970 |
9,970 |
9,601 |
9,842 |
PP |
9,714 |
9,714 |
9,714 |
9,650 |
S1 |
9,281 |
9,281 |
9,475 |
9,153 |
S2 |
9,025 |
9,025 |
9,412 |
|
S3 |
8,336 |
8,592 |
9,349 |
|
S4 |
7,647 |
7,903 |
9,159 |
|
|
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 |
9,457 |
1,483 |
15.5% |
540 |
5.7% |
5% |
False |
True |
252,446 |
10 |
11,199 |
9,457 |
1,742 |
18.3% |
495 |
5.2% |
5% |
False |
True |
248,210 |
20 |
11,611 |
9,457 |
2,154 |
22.6% |
449 |
4.7% |
4% |
False |
True |
250,936 |
40 |
11,848 |
9,457 |
2,391 |
25.1% |
334 |
3.5% |
3% |
False |
True |
125,913 |
60 |
11,848 |
9,457 |
2,391 |
25.1% |
303 |
3.2% |
3% |
False |
True |
84,073 |
80 |
12,330 |
9,457 |
2,873 |
30.1% |
277 |
2.9% |
3% |
False |
True |
63,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,074 |
2.618 |
11,950 |
1.618 |
11,261 |
1.000 |
10,835 |
0.618 |
10,572 |
HIGH |
10,146 |
0.618 |
9,883 |
0.500 |
9,802 |
0.382 |
9,720 |
LOW |
9,457 |
0.618 |
9,031 |
1.000 |
8,768 |
1.618 |
8,342 |
2.618 |
7,653 |
4.250 |
6,529 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,802 |
10,142 |
PP |
9,714 |
9,941 |
S1 |
9,626 |
9,739 |
|