Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,511.0 |
5,175.0 |
-336.0 |
-6.1% |
6,075.0 |
High |
5,554.5 |
5,385.0 |
-169.5 |
-3.1% |
6,091.5 |
Low |
5,207.5 |
4,912.0 |
-295.5 |
-5.7% |
5,572.5 |
Close |
5,389.5 |
5,057.0 |
-332.5 |
-6.2% |
5,847.0 |
Range |
347.0 |
473.0 |
126.0 |
36.3% |
519.0 |
ATR |
241.7 |
258.6 |
16.8 |
7.0% |
0.0 |
Volume |
314,869 |
489,321 |
174,452 |
55.4% |
1,071,802 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,537.0 |
6,270.0 |
5,317.2 |
|
R3 |
6,064.0 |
5,797.0 |
5,187.1 |
|
R2 |
5,591.0 |
5,591.0 |
5,143.7 |
|
R1 |
5,324.0 |
5,324.0 |
5,100.4 |
5,221.0 |
PP |
5,118.0 |
5,118.0 |
5,118.0 |
5,066.5 |
S1 |
4,851.0 |
4,851.0 |
5,013.6 |
4,748.0 |
S2 |
4,645.0 |
4,645.0 |
4,970.3 |
|
S3 |
4,172.0 |
4,378.0 |
4,926.9 |
|
S4 |
3,699.0 |
3,905.0 |
4,796.9 |
|
|
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 |
5,935.5 |
4,912.0 |
1,023.5 |
20.2% |
323.2 |
6.4% |
14% |
False |
True |
302,557 |
10 |
6,255.0 |
4,912.0 |
1,343.0 |
26.6% |
285.6 |
5.6% |
11% |
False |
True |
256,543 |
20 |
6,320.5 |
4,912.0 |
1,408.5 |
27.9% |
228.1 |
4.5% |
10% |
False |
True |
185,744 |
40 |
6,637.0 |
4,912.0 |
1,725.0 |
34.1% |
176.6 |
3.5% |
8% |
False |
True |
93,920 |
60 |
6,738.0 |
4,912.0 |
1,826.0 |
36.1% |
160.4 |
3.2% |
8% |
False |
True |
62,872 |
80 |
6,920.0 |
4,912.0 |
2,008.0 |
39.7% |
155.7 |
3.1% |
7% |
False |
True |
47,627 |
100 |
7,292.0 |
4,912.0 |
2,380.0 |
47.1% |
145.7 |
2.9% |
6% |
False |
True |
38,437 |
120 |
7,421.0 |
4,912.0 |
2,509.0 |
49.6% |
135.2 |
2.7% |
6% |
False |
True |
32,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,395.3 |
2.618 |
6,623.3 |
1.618 |
6,150.3 |
1.000 |
5,858.0 |
0.618 |
5,677.3 |
HIGH |
5,385.0 |
0.618 |
5,204.3 |
0.500 |
5,148.5 |
0.382 |
5,092.7 |
LOW |
4,912.0 |
0.618 |
4,619.7 |
1.000 |
4,439.0 |
1.618 |
4,146.7 |
2.618 |
3,673.7 |
4.250 |
2,901.8 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,148.5 |
5,266.8 |
PP |
5,118.0 |
5,196.8 |
S1 |
5,087.5 |
5,126.9 |
|