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 |
3,970.0 |
4,184.5 |
214.5 |
5.4% |
4,770.0 |
High |
4,164.0 |
4,485.0 |
321.0 |
7.7% |
4,815.0 |
Low |
3,842.5 |
4,061.0 |
218.5 |
5.7% |
3,842.5 |
Close |
3,942.0 |
4,235.5 |
293.5 |
7.4% |
3,942.0 |
Range |
321.5 |
424.0 |
102.5 |
31.9% |
972.5 |
ATR |
287.8 |
306.0 |
18.2 |
6.3% |
0.0 |
Volume |
214,840 |
438,127 |
223,287 |
103.9% |
1,069,605 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,532.5 |
5,308.0 |
4,468.5 |
|
R3 |
5,108.5 |
4,884.0 |
4,352.0 |
|
R2 |
4,684.5 |
4,684.5 |
4,313.0 |
|
R1 |
4,460.0 |
4,460.0 |
4,274.5 |
4,572.0 |
PP |
4,260.5 |
4,260.5 |
4,260.5 |
4,316.5 |
S1 |
4,036.0 |
4,036.0 |
4,196.5 |
4,148.0 |
S2 |
3,836.5 |
3,836.5 |
4,158.0 |
|
S3 |
3,412.5 |
3,612.0 |
4,119.0 |
|
S4 |
2,988.5 |
3,188.0 |
4,002.5 |
|
|
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 |
4,773.0 |
3,842.5 |
930.5 |
22.0% |
383.5 |
9.1% |
42% |
False |
False |
270,418 |
10 |
5,100.0 |
3,842.5 |
1,257.5 |
29.7% |
327.5 |
7.7% |
31% |
False |
False |
228,261 |
20 |
5,448.0 |
3,842.5 |
1,605.5 |
37.9% |
273.5 |
6.5% |
24% |
False |
False |
207,166 |
40 |
5,690.0 |
3,842.5 |
1,847.5 |
43.6% |
191.5 |
4.5% |
21% |
False |
False |
105,548 |
60 |
5,690.0 |
3,842.5 |
1,847.5 |
43.6% |
152.5 |
3.6% |
21% |
False |
False |
70,458 |
80 |
5,752.5 |
3,842.5 |
1,910.0 |
45.1% |
133.5 |
3.2% |
21% |
False |
False |
52,891 |
100 |
6,184.5 |
3,842.5 |
2,342.0 |
55.3% |
111.5 |
2.6% |
17% |
False |
False |
42,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,287.0 |
2.618 |
5,595.0 |
1.618 |
5,171.0 |
1.000 |
4,909.0 |
0.618 |
4,747.0 |
HIGH |
4,485.0 |
0.618 |
4,323.0 |
0.500 |
4,273.0 |
0.382 |
4,223.0 |
LOW |
4,061.0 |
0.618 |
3,799.0 |
1.000 |
3,637.0 |
1.618 |
3,375.0 |
2.618 |
2,951.0 |
4.250 |
2,259.0 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,273.0 |
4,218.0 |
PP |
4,260.5 |
4,200.5 |
S1 |
4,248.0 |
4,183.0 |
|