Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,594 |
8,489 |
-105 |
-1.2% |
10,338 |
High |
8,909 |
9,518 |
609 |
6.8% |
10,338 |
Low |
7,878 |
8,489 |
611 |
7.8% |
7,878 |
Close |
8,370 |
9,508 |
1,138 |
13.6% |
8,370 |
Range |
1,031 |
1,029 |
-2 |
-0.2% |
2,460 |
ATR |
525 |
570 |
44 |
8.5% |
0 |
Volume |
341,994 |
507,094 |
165,100 |
48.3% |
1,719,840 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,259 |
11,912 |
10,074 |
|
R3 |
11,230 |
10,883 |
9,791 |
|
R2 |
10,201 |
10,201 |
9,697 |
|
R1 |
9,854 |
9,854 |
9,602 |
10,028 |
PP |
9,172 |
9,172 |
9,172 |
9,258 |
S1 |
8,825 |
8,825 |
9,414 |
8,999 |
S2 |
8,143 |
8,143 |
9,319 |
|
S3 |
7,114 |
7,796 |
9,225 |
|
S4 |
6,085 |
6,767 |
8,942 |
|
|
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 |
10,146 |
7,878 |
2,268 |
23.9% |
869 |
9.1% |
72% |
False |
False |
389,465 |
10 |
10,940 |
7,878 |
3,062 |
32.2% |
682 |
7.2% |
53% |
False |
False |
320,266 |
20 |
11,611 |
7,878 |
3,733 |
39.3% |
575 |
6.0% |
44% |
False |
False |
309,812 |
40 |
11,788 |
7,878 |
3,910 |
41.1% |
404 |
4.2% |
42% |
False |
False |
165,706 |
60 |
11,848 |
7,878 |
3,970 |
41.8% |
344 |
3.6% |
41% |
False |
False |
110,614 |
80 |
12,090 |
7,878 |
4,212 |
44.3% |
317 |
3.3% |
39% |
False |
False |
82,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,891 |
2.618 |
12,212 |
1.618 |
11,183 |
1.000 |
10,547 |
0.618 |
10,154 |
HIGH |
9,518 |
0.618 |
9,125 |
0.500 |
9,004 |
0.382 |
8,882 |
LOW |
8,489 |
0.618 |
7,853 |
1.000 |
7,460 |
1.618 |
6,824 |
2.618 |
5,795 |
4.250 |
4,116 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,340 |
9,238 |
PP |
9,172 |
8,968 |
S1 |
9,004 |
8,698 |
|