Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,925.5 |
4,770.0 |
-155.5 |
-3.2% |
5,064.5 |
High |
5,057.0 |
4,815.0 |
-242.0 |
-4.8% |
5,100.0 |
Low |
4,831.5 |
4,457.5 |
-374.0 |
-7.7% |
4,562.0 |
Close |
5,005.0 |
4,625.0 |
-380.0 |
-7.6% |
5,005.0 |
Range |
225.5 |
357.5 |
132.0 |
58.5% |
538.0 |
ATR |
217.2 |
240.8 |
23.6 |
10.9% |
0.0 |
Volume |
144,785 |
155,638 |
10,853 |
7.5% |
898,914 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.0 |
5,522.5 |
4,821.5 |
|
R3 |
5,347.5 |
5,165.0 |
4,723.5 |
|
R2 |
4,990.0 |
4,990.0 |
4,690.5 |
|
R1 |
4,807.5 |
4,807.5 |
4,658.0 |
4,720.0 |
PP |
4,632.5 |
4,632.5 |
4,632.5 |
4,589.0 |
S1 |
4,450.0 |
4,450.0 |
4,592.0 |
4,362.5 |
S2 |
4,275.0 |
4,275.0 |
4,559.5 |
|
S3 |
3,917.5 |
4,092.5 |
4,526.5 |
|
S4 |
3,560.0 |
3,735.0 |
4,428.5 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,503.0 |
6,292.0 |
5,301.0 |
|
R3 |
5,965.0 |
5,754.0 |
5,153.0 |
|
R2 |
5,427.0 |
5,427.0 |
5,103.5 |
|
R1 |
5,216.0 |
5,216.0 |
5,054.5 |
5,052.5 |
PP |
4,889.0 |
4,889.0 |
4,889.0 |
4,807.0 |
S1 |
4,678.0 |
4,678.0 |
4,955.5 |
4,514.5 |
S2 |
4,351.0 |
4,351.0 |
4,906.5 |
|
S3 |
3,813.0 |
4,140.0 |
4,857.0 |
|
S4 |
3,275.0 |
3,602.0 |
4,709.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,100.0 |
4,457.5 |
642.5 |
13.9% |
271.0 |
5.9% |
26% |
False |
True |
186,103 |
10 |
5,284.5 |
4,457.5 |
827.0 |
17.9% |
243.5 |
5.3% |
20% |
False |
True |
162,457 |
20 |
5,564.0 |
4,457.5 |
1,106.5 |
23.9% |
213.0 |
4.6% |
15% |
False |
True |
143,271 |
40 |
5,690.0 |
4,457.5 |
1,232.5 |
26.6% |
152.5 |
3.3% |
14% |
False |
True |
71,767 |
60 |
5,690.0 |
4,457.5 |
1,232.5 |
26.6% |
128.5 |
2.8% |
14% |
False |
True |
47,925 |
80 |
5,969.0 |
4,457.5 |
1,511.5 |
32.7% |
111.5 |
2.4% |
11% |
False |
True |
35,991 |
100 |
6,421.0 |
4,457.5 |
1,963.5 |
42.5% |
92.5 |
2.0% |
9% |
False |
True |
28,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,334.5 |
2.618 |
5,751.0 |
1.618 |
5,393.5 |
1.000 |
5,172.5 |
0.618 |
5,036.0 |
HIGH |
4,815.0 |
0.618 |
4,678.5 |
0.500 |
4,636.0 |
0.382 |
4,594.0 |
LOW |
4,457.5 |
0.618 |
4,236.5 |
1.000 |
4,100.0 |
1.618 |
3,879.0 |
2.618 |
3,521.5 |
4.250 |
2,938.0 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,636.0 |
4,772.0 |
PP |
4,632.5 |
4,723.0 |
S1 |
4,629.0 |
4,674.0 |
|