Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,468 |
9,374 |
-94 |
-1.0% |
10,338 |
High |
9,898 |
9,405 |
-493 |
-5.0% |
10,338 |
Low |
9,085 |
8,454 |
-631 |
-6.9% |
7,878 |
Close |
9,362 |
8,504 |
-858 |
-9.2% |
8,370 |
Range |
813 |
951 |
138 |
17.0% |
2,460 |
ATR |
587 |
613 |
26 |
4.4% |
0 |
Volume |
275,477 |
367,541 |
92,064 |
33.4% |
1,719,840 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,641 |
11,023 |
9,027 |
|
R3 |
10,690 |
10,072 |
8,766 |
|
R2 |
9,739 |
9,739 |
8,678 |
|
R1 |
9,121 |
9,121 |
8,591 |
8,955 |
PP |
8,788 |
8,788 |
8,788 |
8,704 |
S1 |
8,170 |
8,170 |
8,417 |
8,004 |
S2 |
7,837 |
7,837 |
8,330 |
|
S3 |
6,886 |
7,219 |
8,243 |
|
S4 |
5,935 |
6,268 |
7,981 |
|
|
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 |
23.8% |
951 |
11.2% |
31% |
False |
False |
383,432 |
10 |
10,940 |
7,878 |
3,062 |
36.0% |
787 |
9.2% |
20% |
False |
False |
329,497 |
20 |
11,611 |
7,878 |
3,733 |
43.9% |
618 |
7.3% |
17% |
False |
False |
303,238 |
40 |
11,788 |
7,878 |
3,910 |
46.0% |
438 |
5.1% |
16% |
False |
False |
181,763 |
60 |
11,848 |
7,878 |
3,970 |
46.7% |
367 |
4.3% |
16% |
False |
False |
121,320 |
80 |
11,925 |
7,878 |
4,047 |
47.6% |
335 |
3.9% |
15% |
False |
False |
91,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,447 |
2.618 |
11,895 |
1.618 |
10,944 |
1.000 |
10,356 |
0.618 |
9,993 |
HIGH |
9,405 |
0.618 |
9,042 |
0.500 |
8,930 |
0.382 |
8,817 |
LOW |
8,454 |
0.618 |
7,866 |
1.000 |
7,503 |
1.618 |
6,915 |
2.618 |
5,964 |
4.250 |
4,412 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,930 |
9,176 |
PP |
8,788 |
8,952 |
S1 |
8,646 |
8,728 |
|