Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,966 |
9,529 |
-437 |
-4.4% |
11,181 |
High |
10,146 |
9,805 |
-341 |
-3.4% |
11,199 |
Low |
9,457 |
9,141 |
-316 |
-3.3% |
10,331 |
Close |
9,538 |
9,201 |
-337 |
-3.5% |
10,364 |
Range |
689 |
664 |
-25 |
-3.6% |
868 |
ATR |
436 |
452 |
16 |
3.7% |
0 |
Volume |
353,993 |
319,190 |
-34,803 |
-9.8% |
1,168,988 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,374 |
10,952 |
9,566 |
|
R3 |
10,710 |
10,288 |
9,384 |
|
R2 |
10,046 |
10,046 |
9,323 |
|
R1 |
9,624 |
9,624 |
9,262 |
9,503 |
PP |
9,382 |
9,382 |
9,382 |
9,322 |
S1 |
8,960 |
8,960 |
9,140 |
8,839 |
S2 |
8,718 |
8,718 |
9,079 |
|
S3 |
8,054 |
8,296 |
9,019 |
|
S4 |
7,390 |
7,632 |
8,836 |
|
|
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 |
9,141 |
1,799 |
19.6% |
623 |
6.8% |
3% |
False |
True |
275,563 |
10 |
11,199 |
9,141 |
2,058 |
22.4% |
533 |
5.8% |
3% |
False |
True |
256,341 |
20 |
11,611 |
9,141 |
2,470 |
26.8% |
472 |
5.1% |
2% |
False |
True |
266,610 |
40 |
11,788 |
9,141 |
2,647 |
28.8% |
346 |
3.8% |
2% |
False |
True |
133,883 |
60 |
11,848 |
9,141 |
2,707 |
29.4% |
309 |
3.4% |
2% |
False |
True |
89,391 |
80 |
12,330 |
9,141 |
3,189 |
34.7% |
284 |
3.1% |
2% |
False |
True |
67,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,627 |
2.618 |
11,543 |
1.618 |
10,879 |
1.000 |
10,469 |
0.618 |
10,215 |
HIGH |
9,805 |
0.618 |
9,551 |
0.500 |
9,473 |
0.382 |
9,395 |
LOW |
9,141 |
0.618 |
8,731 |
1.000 |
8,477 |
1.618 |
8,067 |
2.618 |
7,403 |
4.250 |
6,319 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,473 |
9,740 |
PP |
9,382 |
9,560 |
S1 |
9,292 |
9,381 |
|