Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,080.0 |
4,125.0 |
45.0 |
1.1% |
4,682.0 |
High |
4,143.0 |
4,243.0 |
100.0 |
2.4% |
4,708.0 |
Low |
3,961.0 |
4,103.0 |
142.0 |
3.6% |
3,961.0 |
Close |
4,051.0 |
4,193.0 |
142.0 |
3.5% |
4,051.0 |
Range |
182.0 |
140.0 |
-42.0 |
-23.1% |
747.0 |
ATR |
184.0 |
184.6 |
0.6 |
0.3% |
0.0 |
Volume |
53,169 |
48,954 |
-4,215 |
-7.9% |
210,522 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,599.7 |
4,536.3 |
4,270.0 |
|
R3 |
4,459.7 |
4,396.3 |
4,231.5 |
|
R2 |
4,319.7 |
4,319.7 |
4,218.7 |
|
R1 |
4,256.3 |
4,256.3 |
4,205.8 |
4,288.0 |
PP |
4,179.7 |
4,179.7 |
4,179.7 |
4,195.5 |
S1 |
4,116.3 |
4,116.3 |
4,180.2 |
4,148.0 |
S2 |
4,039.7 |
4,039.7 |
4,167.3 |
|
S3 |
3,899.7 |
3,976.3 |
4,154.5 |
|
S4 |
3,759.7 |
3,836.3 |
4,116.0 |
|
|
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 |
17.8% |
177.6 |
4.2% |
31% |
False |
False |
47,981 |
10 |
4,885.0 |
3,961.0 |
924.0 |
22.0% |
164.8 |
3.9% |
25% |
False |
False |
39,796 |
20 |
5,097.0 |
3,961.0 |
1,136.0 |
27.1% |
141.4 |
3.4% |
20% |
False |
False |
42,695 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
30.2% |
101.5 |
2.4% |
18% |
False |
False |
23,472 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
30.2% |
80.5 |
1.9% |
18% |
False |
False |
15,676 |
80 |
5,370.0 |
3,961.0 |
1,409.0 |
33.6% |
72.0 |
1.7% |
16% |
False |
False |
11,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.0 |
2.618 |
4,609.5 |
1.618 |
4,469.5 |
1.000 |
4,383.0 |
0.618 |
4,329.5 |
HIGH |
4,243.0 |
0.618 |
4,189.5 |
0.500 |
4,173.0 |
0.382 |
4,156.5 |
LOW |
4,103.0 |
0.618 |
4,016.5 |
1.000 |
3,963.0 |
1.618 |
3,876.5 |
2.618 |
3,736.5 |
4.250 |
3,508.0 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,186.3 |
4,189.5 |
PP |
4,179.7 |
4,186.0 |
S1 |
4,173.0 |
4,182.5 |
|