Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,365.0 |
4,080.0 |
-285.0 |
-6.5% |
4,682.0 |
High |
4,404.0 |
4,143.0 |
-261.0 |
-5.9% |
4,708.0 |
Low |
4,289.0 |
3,961.0 |
-328.0 |
-7.6% |
3,961.0 |
Close |
4,299.0 |
4,051.0 |
-248.0 |
-5.8% |
4,051.0 |
Range |
115.0 |
182.0 |
67.0 |
58.3% |
747.0 |
ATR |
172.2 |
184.0 |
11.8 |
6.9% |
0.0 |
Volume |
48,074 |
53,169 |
5,095 |
10.6% |
210,522 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,597.7 |
4,506.3 |
4,151.1 |
|
R3 |
4,415.7 |
4,324.3 |
4,101.1 |
|
R2 |
4,233.7 |
4,233.7 |
4,084.4 |
|
R1 |
4,142.3 |
4,142.3 |
4,067.7 |
4,097.0 |
PP |
4,051.7 |
4,051.7 |
4,051.7 |
4,029.0 |
S1 |
3,960.3 |
3,960.3 |
4,034.3 |
3,915.0 |
S2 |
3,869.7 |
3,869.7 |
4,017.6 |
|
S3 |
3,687.7 |
3,778.3 |
4,001.0 |
|
S4 |
3,505.7 |
3,596.3 |
3,950.9 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,481.0 |
6,013.0 |
4,461.9 |
|
R3 |
5,734.0 |
5,266.0 |
4,256.4 |
|
R2 |
4,987.0 |
4,987.0 |
4,188.0 |
|
R1 |
4,519.0 |
4,519.0 |
4,119.5 |
4,379.5 |
PP |
4,240.0 |
4,240.0 |
4,240.0 |
4,170.3 |
S1 |
3,772.0 |
3,772.0 |
3,982.5 |
3,632.5 |
S2 |
3,493.0 |
3,493.0 |
3,914.1 |
|
S3 |
2,746.0 |
3,025.0 |
3,845.6 |
|
S4 |
1,999.0 |
2,278.0 |
3,640.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,708.0 |
3,961.0 |
747.0 |
18.4% |
179.6 |
4.4% |
12% |
False |
True |
42,104 |
10 |
5,009.0 |
3,961.0 |
1,048.0 |
25.9% |
169.7 |
4.2% |
9% |
False |
True |
37,907 |
20 |
5,097.0 |
3,961.0 |
1,136.0 |
28.0% |
139.5 |
3.4% |
8% |
False |
True |
43,733 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
31.2% |
99.6 |
2.5% |
7% |
False |
True |
22,249 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
31.2% |
79.1 |
2.0% |
7% |
False |
True |
14,860 |
80 |
5,370.0 |
3,961.0 |
1,409.0 |
34.8% |
70.4 |
1.7% |
6% |
False |
True |
11,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,916.5 |
2.618 |
4,619.5 |
1.618 |
4,437.5 |
1.000 |
4,325.0 |
0.618 |
4,255.5 |
HIGH |
4,143.0 |
0.618 |
4,073.5 |
0.500 |
4,052.0 |
0.382 |
4,030.5 |
LOW |
3,961.0 |
0.618 |
3,848.5 |
1.000 |
3,779.0 |
1.618 |
3,666.5 |
2.618 |
3,484.5 |
4.250 |
3,187.5 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,052.0 |
4,227.0 |
PP |
4,051.7 |
4,168.3 |
S1 |
4,051.3 |
4,109.7 |
|