Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,770.0 |
4,687.0 |
-83.0 |
-1.7% |
5,064.5 |
High |
4,815.0 |
4,773.0 |
-42.0 |
-0.9% |
5,100.0 |
Low |
4,457.5 |
4,480.0 |
22.5 |
0.5% |
4,562.0 |
Close |
4,625.0 |
4,633.5 |
8.5 |
0.2% |
5,005.0 |
Range |
357.5 |
293.0 |
-64.5 |
-18.0% |
538.0 |
ATR |
240.8 |
244.5 |
3.7 |
1.5% |
0.0 |
Volume |
155,638 |
217,112 |
61,474 |
39.5% |
898,914 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,508.0 |
5,363.5 |
4,794.5 |
|
R3 |
5,215.0 |
5,070.5 |
4,714.0 |
|
R2 |
4,922.0 |
4,922.0 |
4,687.0 |
|
R1 |
4,777.5 |
4,777.5 |
4,660.5 |
4,703.0 |
PP |
4,629.0 |
4,629.0 |
4,629.0 |
4,591.5 |
S1 |
4,484.5 |
4,484.5 |
4,606.5 |
4,410.0 |
S2 |
4,336.0 |
4,336.0 |
4,580.0 |
|
S3 |
4,043.0 |
4,191.5 |
4,553.0 |
|
S4 |
3,750.0 |
3,898.5 |
4,472.5 |
|
|
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% |
255.5 |
5.5% |
27% |
False |
False |
188,181 |
10 |
5,284.5 |
4,457.5 |
827.0 |
17.8% |
255.5 |
5.5% |
21% |
False |
False |
169,577 |
20 |
5,460.0 |
4,457.5 |
1,002.5 |
21.6% |
218.5 |
4.7% |
18% |
False |
False |
154,089 |
40 |
5,690.0 |
4,457.5 |
1,232.5 |
26.6% |
159.5 |
3.4% |
14% |
False |
False |
77,193 |
60 |
5,690.0 |
4,457.5 |
1,232.5 |
26.6% |
132.5 |
2.9% |
14% |
False |
False |
51,543 |
80 |
5,969.0 |
4,457.5 |
1,511.5 |
32.6% |
115.0 |
2.5% |
12% |
False |
False |
38,705 |
100 |
6,421.0 |
4,457.5 |
1,963.5 |
42.4% |
95.5 |
2.1% |
9% |
False |
False |
30,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,018.0 |
2.618 |
5,540.0 |
1.618 |
5,247.0 |
1.000 |
5,066.0 |
0.618 |
4,954.0 |
HIGH |
4,773.0 |
0.618 |
4,661.0 |
0.500 |
4,626.5 |
0.382 |
4,592.0 |
LOW |
4,480.0 |
0.618 |
4,299.0 |
1.000 |
4,187.0 |
1.618 |
4,006.0 |
2.618 |
3,713.0 |
4.250 |
3,235.0 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,631.0 |
4,757.0 |
PP |
4,629.0 |
4,716.0 |
S1 |
4,626.5 |
4,675.0 |
|