Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,175.0 |
5,057.0 |
-118.0 |
-2.3% |
6,075.0 |
High |
5,385.0 |
5,199.0 |
-186.0 |
-3.5% |
6,091.5 |
Low |
4,912.0 |
4,675.0 |
-237.0 |
-4.8% |
5,572.5 |
Close |
5,057.0 |
4,875.5 |
-181.5 |
-3.6% |
5,847.0 |
Range |
473.0 |
524.0 |
51.0 |
10.8% |
519.0 |
ATR |
258.6 |
277.5 |
19.0 |
7.3% |
0.0 |
Volume |
489,321 |
282,388 |
-206,933 |
-42.3% |
1,071,802 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,488.5 |
6,206.0 |
5,163.7 |
|
R3 |
5,964.5 |
5,682.0 |
5,019.6 |
|
R2 |
5,440.5 |
5,440.5 |
4,971.6 |
|
R1 |
5,158.0 |
5,158.0 |
4,923.5 |
5,037.3 |
PP |
4,916.5 |
4,916.5 |
4,916.5 |
4,856.1 |
S1 |
4,634.0 |
4,634.0 |
4,827.5 |
4,513.3 |
S2 |
4,392.5 |
4,392.5 |
4,779.4 |
|
S3 |
3,868.5 |
4,110.0 |
4,731.4 |
|
S4 |
3,344.5 |
3,586.0 |
4,587.3 |
|
|
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 |
5,899.0 |
4,675.0 |
1,224.0 |
25.1% |
376.1 |
7.7% |
16% |
False |
True |
320,123 |
10 |
6,175.0 |
4,675.0 |
1,500.0 |
30.8% |
322.1 |
6.6% |
13% |
False |
True |
264,499 |
20 |
6,320.5 |
4,675.0 |
1,645.5 |
33.8% |
246.0 |
5.0% |
12% |
False |
True |
199,233 |
40 |
6,637.0 |
4,675.0 |
1,962.0 |
40.2% |
186.9 |
3.8% |
10% |
False |
True |
100,958 |
60 |
6,738.0 |
4,675.0 |
2,063.0 |
42.3% |
167.1 |
3.4% |
10% |
False |
True |
67,569 |
80 |
6,918.5 |
4,675.0 |
2,243.5 |
46.0% |
160.9 |
3.3% |
9% |
False |
True |
50,977 |
100 |
7,292.0 |
4,675.0 |
2,617.0 |
53.7% |
150.0 |
3.1% |
8% |
False |
True |
41,257 |
120 |
7,421.0 |
4,675.0 |
2,746.0 |
56.3% |
138.4 |
2.8% |
7% |
False |
True |
34,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,426.0 |
2.618 |
6,570.8 |
1.618 |
6,046.8 |
1.000 |
5,723.0 |
0.618 |
5,522.8 |
HIGH |
5,199.0 |
0.618 |
4,998.8 |
0.500 |
4,937.0 |
0.382 |
4,875.2 |
LOW |
4,675.0 |
0.618 |
4,351.2 |
1.000 |
4,151.0 |
1.618 |
3,827.2 |
2.618 |
3,303.2 |
4.250 |
2,448.0 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,937.0 |
5,114.8 |
PP |
4,916.5 |
5,035.0 |
S1 |
4,896.0 |
4,955.3 |
|