Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,457.0 |
4,455.0 |
-2.0 |
0.0% |
5,064.5 |
High |
4,700.0 |
4,523.5 |
-176.5 |
-3.8% |
5,100.0 |
Low |
4,246.5 |
4,097.0 |
-149.5 |
-3.5% |
4,562.0 |
Close |
4,386.0 |
4,343.5 |
-42.5 |
-1.0% |
5,005.0 |
Range |
453.5 |
426.5 |
-27.0 |
-6.0% |
538.0 |
ATR |
259.4 |
271.4 |
11.9 |
4.6% |
0.0 |
Volume |
267,174 |
214,841 |
-52,333 |
-19.6% |
898,914 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,601.0 |
5,398.5 |
4,578.0 |
|
R3 |
5,174.5 |
4,972.0 |
4,461.0 |
|
R2 |
4,748.0 |
4,748.0 |
4,421.5 |
|
R1 |
4,545.5 |
4,545.5 |
4,382.5 |
4,433.5 |
PP |
4,321.5 |
4,321.5 |
4,321.5 |
4,265.0 |
S1 |
4,119.0 |
4,119.0 |
4,304.5 |
4,007.0 |
S2 |
3,895.0 |
3,895.0 |
4,265.5 |
|
S3 |
3,468.5 |
3,692.5 |
4,226.0 |
|
S4 |
3,042.0 |
3,266.0 |
4,109.0 |
|
|
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 |
5,057.0 |
4,097.0 |
960.0 |
22.1% |
351.0 |
8.1% |
26% |
False |
True |
199,910 |
10 |
5,185.0 |
4,097.0 |
1,088.0 |
25.0% |
315.0 |
7.3% |
23% |
False |
True |
189,911 |
20 |
5,460.0 |
4,097.0 |
1,363.0 |
31.4% |
251.0 |
5.8% |
18% |
False |
True |
177,624 |
40 |
5,690.0 |
4,097.0 |
1,593.0 |
36.7% |
177.5 |
4.1% |
15% |
False |
True |
89,234 |
60 |
5,690.0 |
4,097.0 |
1,593.0 |
36.7% |
143.5 |
3.3% |
15% |
False |
True |
59,575 |
80 |
5,837.0 |
4,097.0 |
1,740.0 |
40.1% |
125.0 |
2.9% |
14% |
False |
True |
44,729 |
100 |
6,299.5 |
4,097.0 |
2,202.5 |
50.7% |
104.0 |
2.4% |
11% |
False |
True |
35,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,336.0 |
2.618 |
5,640.0 |
1.618 |
5,213.5 |
1.000 |
4,950.0 |
0.618 |
4,787.0 |
HIGH |
4,523.5 |
0.618 |
4,360.5 |
0.500 |
4,310.0 |
0.382 |
4,260.0 |
LOW |
4,097.0 |
0.618 |
3,833.5 |
1.000 |
3,670.5 |
1.618 |
3,407.0 |
2.618 |
2,980.5 |
4.250 |
2,284.5 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,332.5 |
4,435.0 |
PP |
4,321.5 |
4,404.5 |
S1 |
4,310.0 |
4,374.0 |
|