Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,374 |
8,511 |
-863 |
-9.2% |
10,338 |
High |
9,405 |
9,006 |
-399 |
-4.2% |
10,338 |
Low |
8,454 |
8,190 |
-264 |
-3.1% |
7,878 |
Close |
8,504 |
8,966 |
462 |
5.4% |
8,370 |
Range |
951 |
816 |
-135 |
-14.2% |
2,460 |
ATR |
613 |
628 |
14 |
2.4% |
0 |
Volume |
367,541 |
306,168 |
-61,373 |
-16.7% |
1,719,840 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,169 |
10,883 |
9,415 |
|
R3 |
10,353 |
10,067 |
9,191 |
|
R2 |
9,537 |
9,537 |
9,116 |
|
R1 |
9,251 |
9,251 |
9,041 |
9,394 |
PP |
8,721 |
8,721 |
8,721 |
8,792 |
S1 |
8,435 |
8,435 |
8,891 |
8,578 |
S2 |
7,905 |
7,905 |
8,817 |
|
S3 |
7,089 |
7,619 |
8,742 |
|
S4 |
6,273 |
6,803 |
8,517 |
|
|
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 |
22.5% |
928 |
10.4% |
54% |
False |
False |
359,654 |
10 |
10,827 |
7,878 |
2,949 |
32.9% |
821 |
9.2% |
37% |
False |
False |
339,252 |
20 |
11,611 |
7,878 |
3,733 |
41.6% |
627 |
7.0% |
29% |
False |
False |
299,027 |
40 |
11,788 |
7,878 |
3,910 |
43.6% |
453 |
5.0% |
28% |
False |
False |
189,410 |
60 |
11,848 |
7,878 |
3,970 |
44.3% |
377 |
4.2% |
27% |
False |
False |
126,414 |
80 |
11,921 |
7,878 |
4,043 |
45.1% |
344 |
3.8% |
27% |
False |
False |
94,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,474 |
2.618 |
11,142 |
1.618 |
10,326 |
1.000 |
9,822 |
0.618 |
9,510 |
HIGH |
9,006 |
0.618 |
8,694 |
0.500 |
8,598 |
0.382 |
8,502 |
LOW |
8,190 |
0.618 |
7,686 |
1.000 |
7,374 |
1.618 |
6,870 |
2.618 |
6,054 |
4.250 |
4,722 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,843 |
9,044 |
PP |
8,721 |
9,018 |
S1 |
8,598 |
8,992 |
|