Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,529 |
9,189 |
-340 |
-3.6% |
11,181 |
High |
9,805 |
9,468 |
-337 |
-3.4% |
11,199 |
Low |
9,141 |
8,539 |
-602 |
-6.6% |
10,331 |
Close |
9,201 |
8,598 |
-603 |
-6.6% |
10,364 |
Range |
664 |
929 |
265 |
39.9% |
868 |
ATR |
452 |
486 |
34 |
7.5% |
0 |
Volume |
319,190 |
425,056 |
105,866 |
33.2% |
1,168,988 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,655 |
11,056 |
9,109 |
|
R3 |
10,726 |
10,127 |
8,854 |
|
R2 |
9,797 |
9,797 |
8,768 |
|
R1 |
9,198 |
9,198 |
8,683 |
9,033 |
PP |
8,868 |
8,868 |
8,868 |
8,786 |
S1 |
8,269 |
8,269 |
8,513 |
8,104 |
S2 |
7,939 |
7,939 |
8,428 |
|
S3 |
7,010 |
7,340 |
8,343 |
|
S4 |
6,081 |
6,411 |
8,087 |
|
|
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 |
10,827 |
8,539 |
2,288 |
26.6% |
714 |
8.3% |
3% |
False |
True |
318,850 |
10 |
11,199 |
8,539 |
2,660 |
30.9% |
593 |
6.9% |
2% |
False |
True |
278,117 |
20 |
11,611 |
8,539 |
3,072 |
35.7% |
500 |
5.8% |
2% |
False |
True |
287,439 |
40 |
11,788 |
8,539 |
3,249 |
37.8% |
364 |
4.2% |
2% |
False |
True |
144,503 |
60 |
11,848 |
8,539 |
3,309 |
38.5% |
320 |
3.7% |
2% |
False |
True |
96,472 |
80 |
12,330 |
8,539 |
3,791 |
44.1% |
295 |
3.4% |
2% |
False |
True |
72,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,416 |
2.618 |
11,900 |
1.618 |
10,971 |
1.000 |
10,397 |
0.618 |
10,042 |
HIGH |
9,468 |
0.618 |
9,113 |
0.500 |
9,004 |
0.382 |
8,894 |
LOW |
8,539 |
0.618 |
7,965 |
1.000 |
7,610 |
1.618 |
7,036 |
2.618 |
6,107 |
4.250 |
4,591 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,004 |
9,343 |
PP |
8,868 |
9,094 |
S1 |
8,733 |
8,846 |
|