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 |
5,607.0 |
5,511.0 |
-96.0 |
-1.7% |
6,075.0 |
High |
5,621.5 |
5,554.5 |
-67.0 |
-1.2% |
6,091.5 |
Low |
5,321.5 |
5,207.5 |
-114.0 |
-2.1% |
5,572.5 |
Close |
5,420.5 |
5,389.5 |
-31.0 |
-0.6% |
5,847.0 |
Range |
300.0 |
347.0 |
47.0 |
15.7% |
519.0 |
ATR |
233.6 |
241.7 |
8.1 |
3.5% |
0.0 |
Volume |
307,084 |
314,869 |
7,785 |
2.5% |
1,071,802 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,424.8 |
6,254.2 |
5,580.4 |
|
R3 |
6,077.8 |
5,907.2 |
5,484.9 |
|
R2 |
5,730.8 |
5,730.8 |
5,453.1 |
|
R1 |
5,560.2 |
5,560.2 |
5,421.3 |
5,472.0 |
PP |
5,383.8 |
5,383.8 |
5,383.8 |
5,339.8 |
S1 |
5,213.2 |
5,213.2 |
5,357.7 |
5,125.0 |
S2 |
5,036.8 |
5,036.8 |
5,325.9 |
|
S3 |
4,689.8 |
4,866.2 |
5,294.1 |
|
S4 |
4,342.8 |
4,519.2 |
5,198.7 |
|
|
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 |
5,944.5 |
5,207.5 |
737.0 |
13.7% |
256.4 |
4.8% |
25% |
False |
True |
238,375 |
10 |
6,255.0 |
5,207.5 |
1,047.5 |
19.4% |
247.8 |
4.6% |
17% |
False |
True |
223,719 |
20 |
6,325.0 |
5,207.5 |
1,117.5 |
20.7% |
209.2 |
3.9% |
16% |
False |
True |
161,696 |
40 |
6,656.5 |
5,207.5 |
1,449.0 |
26.9% |
168.3 |
3.1% |
13% |
False |
True |
81,705 |
60 |
6,738.0 |
5,207.5 |
1,530.5 |
28.4% |
156.3 |
2.9% |
12% |
False |
True |
54,736 |
80 |
6,956.0 |
5,207.5 |
1,748.5 |
32.4% |
150.9 |
2.8% |
10% |
False |
True |
41,602 |
100 |
7,327.0 |
5,207.5 |
2,119.5 |
39.3% |
142.7 |
2.6% |
9% |
False |
True |
33,546 |
120 |
7,421.0 |
5,207.5 |
2,213.5 |
41.1% |
132.2 |
2.5% |
8% |
False |
True |
27,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,029.3 |
2.618 |
6,462.9 |
1.618 |
6,115.9 |
1.000 |
5,901.5 |
0.618 |
5,768.9 |
HIGH |
5,554.5 |
0.618 |
5,421.9 |
0.500 |
5,381.0 |
0.382 |
5,340.1 |
LOW |
5,207.5 |
0.618 |
4,993.1 |
1.000 |
4,860.5 |
1.618 |
4,646.1 |
2.618 |
4,299.1 |
4.250 |
3,732.8 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,386.7 |
5,553.3 |
PP |
5,383.8 |
5,498.7 |
S1 |
5,381.0 |
5,444.1 |
|