Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,489 |
9,468 |
979 |
11.5% |
10,338 |
High |
9,518 |
9,898 |
380 |
4.0% |
10,338 |
Low |
8,489 |
9,085 |
596 |
7.0% |
7,878 |
Close |
9,508 |
9,362 |
-146 |
-1.5% |
8,370 |
Range |
1,029 |
813 |
-216 |
-21.0% |
2,460 |
ATR |
570 |
587 |
17 |
3.1% |
0 |
Volume |
507,094 |
275,477 |
-231,617 |
-45.7% |
1,719,840 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,887 |
11,438 |
9,809 |
|
R3 |
11,074 |
10,625 |
9,586 |
|
R2 |
10,261 |
10,261 |
9,511 |
|
R1 |
9,812 |
9,812 |
9,437 |
9,630 |
PP |
9,448 |
9,448 |
9,448 |
9,358 |
S1 |
8,999 |
8,999 |
9,288 |
8,817 |
S2 |
8,635 |
8,635 |
9,213 |
|
S3 |
7,822 |
8,186 |
9,139 |
|
S4 |
7,009 |
7,373 |
8,915 |
|
|
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 |
9,898 |
7,878 |
2,020 |
21.6% |
893 |
9.5% |
73% |
True |
False |
373,762 |
10 |
10,940 |
7,878 |
3,062 |
32.7% |
717 |
7.7% |
48% |
False |
False |
313,104 |
20 |
11,611 |
7,878 |
3,733 |
39.9% |
598 |
6.4% |
40% |
False |
False |
305,601 |
40 |
11,788 |
7,878 |
3,910 |
41.8% |
421 |
4.5% |
38% |
False |
False |
172,583 |
60 |
11,848 |
7,878 |
3,970 |
42.4% |
354 |
3.8% |
37% |
False |
False |
115,196 |
80 |
12,057 |
7,878 |
4,179 |
44.6% |
326 |
3.5% |
36% |
False |
False |
86,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,353 |
2.618 |
12,027 |
1.618 |
11,214 |
1.000 |
10,711 |
0.618 |
10,401 |
HIGH |
9,898 |
0.618 |
9,588 |
0.500 |
9,492 |
0.382 |
9,396 |
LOW |
9,085 |
0.618 |
8,583 |
1.000 |
8,272 |
1.618 |
7,770 |
2.618 |
6,957 |
4.250 |
5,630 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,492 |
9,204 |
PP |
9,448 |
9,046 |
S1 |
9,405 |
8,888 |
|