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 |
4,455.0 |
3,970.0 |
-485.0 |
-10.9% |
4,770.0 |
High |
4,523.5 |
4,164.0 |
-359.5 |
-7.9% |
4,815.0 |
Low |
4,097.0 |
3,842.5 |
-254.5 |
-6.2% |
3,842.5 |
Close |
4,343.5 |
3,942.0 |
-401.5 |
-9.2% |
3,942.0 |
Range |
426.5 |
321.5 |
-105.0 |
-24.6% |
972.5 |
ATR |
271.4 |
287.8 |
16.4 |
6.0% |
0.0 |
Volume |
214,841 |
214,840 |
-1 |
0.0% |
1,069,605 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,947.5 |
4,766.0 |
4,119.0 |
|
R3 |
4,626.0 |
4,444.5 |
4,030.5 |
|
R2 |
4,304.5 |
4,304.5 |
4,001.0 |
|
R1 |
4,123.0 |
4,123.0 |
3,971.5 |
4,053.0 |
PP |
3,983.0 |
3,983.0 |
3,983.0 |
3,948.0 |
S1 |
3,801.5 |
3,801.5 |
3,912.5 |
3,731.5 |
S2 |
3,661.5 |
3,661.5 |
3,883.0 |
|
S3 |
3,340.0 |
3,480.0 |
3,853.5 |
|
S4 |
3,018.5 |
3,158.5 |
3,765.0 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,117.5 |
6,502.0 |
4,477.0 |
|
R3 |
6,145.0 |
5,529.5 |
4,209.5 |
|
R2 |
5,172.5 |
5,172.5 |
4,120.5 |
|
R1 |
4,557.0 |
4,557.0 |
4,031.0 |
4,378.5 |
PP |
4,200.0 |
4,200.0 |
4,200.0 |
4,110.5 |
S1 |
3,584.5 |
3,584.5 |
3,853.0 |
3,406.0 |
S2 |
3,227.5 |
3,227.5 |
3,763.5 |
|
S3 |
2,255.0 |
2,612.0 |
3,674.5 |
|
S4 |
1,282.5 |
1,639.5 |
3,407.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,815.0 |
3,842.5 |
972.5 |
24.7% |
370.5 |
9.4% |
10% |
False |
True |
213,921 |
10 |
5,100.0 |
3,842.5 |
1,257.5 |
31.9% |
337.5 |
8.6% |
8% |
False |
True |
196,851 |
20 |
5,448.0 |
3,842.5 |
1,605.5 |
40.7% |
261.5 |
6.6% |
6% |
False |
True |
187,063 |
40 |
5,690.0 |
3,842.5 |
1,847.5 |
46.9% |
183.5 |
4.7% |
5% |
False |
True |
94,599 |
60 |
5,690.0 |
3,842.5 |
1,847.5 |
46.9% |
147.5 |
3.7% |
5% |
False |
True |
63,156 |
80 |
5,752.5 |
3,842.5 |
1,910.0 |
48.5% |
128.5 |
3.3% |
5% |
False |
True |
47,415 |
100 |
6,290.5 |
3,842.5 |
2,448.0 |
62.1% |
107.5 |
2.7% |
4% |
False |
True |
37,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,530.5 |
2.618 |
5,005.5 |
1.618 |
4,684.0 |
1.000 |
4,485.5 |
0.618 |
4,362.5 |
HIGH |
4,164.0 |
0.618 |
4,041.0 |
0.500 |
4,003.0 |
0.382 |
3,965.5 |
LOW |
3,842.5 |
0.618 |
3,644.0 |
1.000 |
3,521.0 |
1.618 |
3,322.5 |
2.618 |
3,001.0 |
4.250 |
2,476.0 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,003.0 |
4,271.0 |
PP |
3,983.0 |
4,161.5 |
S1 |
3,962.5 |
4,052.0 |
|