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 |
9,189 |
8,594 |
-595 |
-6.5% |
10,338 |
High |
9,468 |
8,909 |
-559 |
-5.9% |
10,338 |
Low |
8,539 |
7,878 |
-661 |
-7.7% |
7,878 |
Close |
8,598 |
8,370 |
-228 |
-2.7% |
8,370 |
Range |
929 |
1,031 |
102 |
11.0% |
2,460 |
ATR |
486 |
525 |
39 |
8.0% |
0 |
Volume |
425,056 |
341,994 |
-83,062 |
-19.5% |
1,719,840 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,479 |
10,955 |
8,937 |
|
R3 |
10,448 |
9,924 |
8,654 |
|
R2 |
9,417 |
9,417 |
8,559 |
|
R1 |
8,893 |
8,893 |
8,465 |
8,640 |
PP |
8,386 |
8,386 |
8,386 |
8,259 |
S1 |
7,862 |
7,862 |
8,276 |
7,609 |
S2 |
7,355 |
7,355 |
8,181 |
|
S3 |
6,324 |
6,831 |
8,087 |
|
S4 |
5,293 |
5,800 |
7,803 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,242 |
14,766 |
9,723 |
|
R3 |
13,782 |
12,306 |
9,047 |
|
R2 |
11,322 |
11,322 |
8,821 |
|
R1 |
9,846 |
9,846 |
8,596 |
9,354 |
PP |
8,862 |
8,862 |
8,862 |
8,616 |
S1 |
7,386 |
7,386 |
8,145 |
6,894 |
S2 |
6,402 |
6,402 |
7,919 |
|
S3 |
3,942 |
4,926 |
7,694 |
|
S4 |
1,482 |
2,466 |
7,017 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,338 |
7,878 |
2,460 |
29.4% |
821 |
9.8% |
20% |
False |
True |
343,968 |
10 |
11,199 |
7,878 |
3,321 |
39.7% |
658 |
7.9% |
15% |
False |
True |
288,882 |
20 |
11,611 |
7,878 |
3,733 |
44.6% |
541 |
6.5% |
13% |
False |
True |
296,088 |
40 |
11,788 |
7,878 |
3,910 |
46.7% |
385 |
4.6% |
13% |
False |
True |
153,048 |
60 |
11,848 |
7,878 |
3,970 |
47.4% |
331 |
4.0% |
12% |
False |
True |
102,166 |
80 |
12,205 |
7,878 |
4,327 |
51.7% |
306 |
3.7% |
11% |
False |
True |
76,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,291 |
2.618 |
11,608 |
1.618 |
10,577 |
1.000 |
9,940 |
0.618 |
9,546 |
HIGH |
8,909 |
0.618 |
8,515 |
0.500 |
8,394 |
0.382 |
8,272 |
LOW |
7,878 |
0.618 |
7,241 |
1.000 |
6,847 |
1.618 |
6,210 |
2.618 |
5,179 |
4.250 |
3,496 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,394 |
8,842 |
PP |
8,386 |
8,684 |
S1 |
8,378 |
8,527 |
|