Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,420.0 |
4,453.0 |
33.0 |
0.7% |
4,974.0 |
High |
4,708.0 |
4,493.0 |
-215.0 |
-4.6% |
5,009.0 |
Low |
4,418.0 |
4,332.0 |
-86.0 |
-1.9% |
4,494.0 |
Close |
4,688.0 |
4,346.0 |
-342.0 |
-7.3% |
4,754.0 |
Range |
290.0 |
161.0 |
-129.0 |
-44.5% |
515.0 |
ATR |
162.8 |
176.6 |
13.8 |
8.5% |
0.0 |
Volume |
48,486 |
41,225 |
-7,261 |
-15.0% |
168,550 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,873.3 |
4,770.7 |
4,434.6 |
|
R3 |
4,712.3 |
4,609.7 |
4,390.3 |
|
R2 |
4,551.3 |
4,551.3 |
4,375.5 |
|
R1 |
4,448.7 |
4,448.7 |
4,360.8 |
4,419.5 |
PP |
4,390.3 |
4,390.3 |
4,390.3 |
4,375.8 |
S1 |
4,287.7 |
4,287.7 |
4,331.2 |
4,258.5 |
S2 |
4,229.3 |
4,229.3 |
4,316.5 |
|
S3 |
4,068.3 |
4,126.7 |
4,301.7 |
|
S4 |
3,907.3 |
3,965.7 |
4,257.5 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,297.3 |
6,040.7 |
5,037.3 |
|
R3 |
5,782.3 |
5,525.7 |
4,895.6 |
|
R2 |
5,267.3 |
5,267.3 |
4,848.4 |
|
R1 |
5,010.7 |
5,010.7 |
4,801.2 |
4,881.5 |
PP |
4,752.3 |
4,752.3 |
4,752.3 |
4,687.8 |
S1 |
4,495.7 |
4,495.7 |
4,706.8 |
4,366.5 |
S2 |
4,237.3 |
4,237.3 |
4,659.6 |
|
S3 |
3,722.3 |
3,980.7 |
4,612.4 |
|
S4 |
3,207.3 |
3,465.7 |
4,470.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,878.0 |
4,332.0 |
546.0 |
12.6% |
163.0 |
3.8% |
3% |
False |
True |
33,347 |
10 |
5,049.0 |
4,332.0 |
717.0 |
16.5% |
164.3 |
3.8% |
2% |
False |
True |
33,268 |
20 |
5,097.0 |
4,332.0 |
765.0 |
17.6% |
134.3 |
3.1% |
2% |
False |
True |
39,184 |
40 |
5,226.0 |
4,332.0 |
894.0 |
20.6% |
93.6 |
2.2% |
2% |
False |
True |
19,722 |
60 |
5,226.0 |
4,332.0 |
894.0 |
20.6% |
74.5 |
1.7% |
2% |
False |
True |
13,173 |
80 |
5,468.0 |
4,332.0 |
1,136.0 |
26.1% |
68.1 |
1.6% |
1% |
False |
True |
9,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,177.3 |
2.618 |
4,914.5 |
1.618 |
4,753.5 |
1.000 |
4,654.0 |
0.618 |
4,592.5 |
HIGH |
4,493.0 |
0.618 |
4,431.5 |
0.500 |
4,412.5 |
0.382 |
4,393.5 |
LOW |
4,332.0 |
0.618 |
4,232.5 |
1.000 |
4,171.0 |
1.618 |
4,071.5 |
2.618 |
3,910.5 |
4.250 |
3,647.8 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,412.5 |
4,520.0 |
PP |
4,390.3 |
4,462.0 |
S1 |
4,368.2 |
4,404.0 |
|