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 |
5,745.0 |
5,607.0 |
-138.0 |
-2.4% |
6,075.0 |
High |
5,899.0 |
5,621.5 |
-277.5 |
-4.7% |
6,091.5 |
Low |
5,662.5 |
5,321.5 |
-341.0 |
-6.0% |
5,572.5 |
Close |
5,847.0 |
5,420.5 |
-426.5 |
-7.3% |
5,847.0 |
Range |
236.5 |
300.0 |
63.5 |
26.8% |
519.0 |
ATR |
211.2 |
233.6 |
22.5 |
10.6% |
0.0 |
Volume |
206,953 |
307,084 |
100,131 |
48.4% |
1,071,802 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,354.5 |
6,187.5 |
5,585.5 |
|
R3 |
6,054.5 |
5,887.5 |
5,503.0 |
|
R2 |
5,754.5 |
5,754.5 |
5,475.5 |
|
R1 |
5,587.5 |
5,587.5 |
5,448.0 |
5,521.0 |
PP |
5,454.5 |
5,454.5 |
5,454.5 |
5,421.3 |
S1 |
5,287.5 |
5,287.5 |
5,393.0 |
5,221.0 |
S2 |
5,154.5 |
5,154.5 |
5,365.5 |
|
S3 |
4,854.5 |
4,987.5 |
5,338.0 |
|
S4 |
4,554.5 |
4,687.5 |
5,255.5 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,394.0 |
7,139.5 |
6,132.5 |
|
R3 |
6,875.0 |
6,620.5 |
5,989.7 |
|
R2 |
6,356.0 |
6,356.0 |
5,942.2 |
|
R1 |
6,101.5 |
6,101.5 |
5,894.6 |
5,969.3 |
PP |
5,837.0 |
5,837.0 |
5,837.0 |
5,770.9 |
S1 |
5,582.5 |
5,582.5 |
5,799.4 |
5,450.3 |
S2 |
5,318.0 |
5,318.0 |
5,751.9 |
|
S3 |
4,799.0 |
5,063.5 |
5,704.3 |
|
S4 |
4,280.0 |
4,544.5 |
5,561.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,965.0 |
5,321.5 |
643.5 |
11.9% |
247.7 |
4.6% |
15% |
False |
True |
220,620 |
10 |
6,255.0 |
5,321.5 |
933.5 |
17.2% |
225.5 |
4.2% |
11% |
False |
True |
210,566 |
20 |
6,400.0 |
5,321.5 |
1,078.5 |
19.9% |
200.4 |
3.7% |
9% |
False |
True |
146,082 |
40 |
6,730.5 |
5,321.5 |
1,409.0 |
26.0% |
161.8 |
3.0% |
7% |
False |
True |
73,875 |
60 |
6,738.0 |
5,321.5 |
1,416.5 |
26.1% |
152.9 |
2.8% |
7% |
False |
True |
49,505 |
80 |
7,012.5 |
5,321.5 |
1,691.0 |
31.2% |
148.0 |
2.7% |
6% |
False |
True |
37,725 |
100 |
7,374.5 |
5,321.5 |
2,053.0 |
37.9% |
140.0 |
2.6% |
5% |
False |
True |
30,400 |
120 |
7,421.0 |
5,321.5 |
2,099.5 |
38.7% |
130.1 |
2.4% |
5% |
False |
True |
25,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,896.5 |
2.618 |
6,406.9 |
1.618 |
6,106.9 |
1.000 |
5,921.5 |
0.618 |
5,806.9 |
HIGH |
5,621.5 |
0.618 |
5,506.9 |
0.500 |
5,471.5 |
0.382 |
5,436.1 |
LOW |
5,321.5 |
0.618 |
5,136.1 |
1.000 |
5,021.5 |
1.618 |
4,836.1 |
2.618 |
4,536.1 |
4.250 |
4,046.5 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,471.5 |
5,628.5 |
PP |
5,454.5 |
5,559.2 |
S1 |
5,437.5 |
5,489.8 |
|