Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,057.0 |
4,609.0 |
-448.0 |
-8.9% |
5,607.0 |
High |
5,199.0 |
4,764.0 |
-435.0 |
-8.4% |
5,621.5 |
Low |
4,675.0 |
4,333.0 |
-342.0 |
-7.3% |
4,333.0 |
Close |
4,875.5 |
4,499.0 |
-376.5 |
-7.7% |
4,499.0 |
Range |
524.0 |
431.0 |
-93.0 |
-17.7% |
1,288.5 |
ATR |
277.5 |
296.5 |
18.9 |
6.8% |
0.0 |
Volume |
282,388 |
460,768 |
178,380 |
63.2% |
1,854,430 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,825.0 |
5,593.0 |
4,736.1 |
|
R3 |
5,394.0 |
5,162.0 |
4,617.5 |
|
R2 |
4,963.0 |
4,963.0 |
4,578.0 |
|
R1 |
4,731.0 |
4,731.0 |
4,538.5 |
4,631.5 |
PP |
4,532.0 |
4,532.0 |
4,532.0 |
4,482.3 |
S1 |
4,300.0 |
4,300.0 |
4,459.5 |
4,200.5 |
S2 |
4,101.0 |
4,101.0 |
4,420.0 |
|
S3 |
3,670.0 |
3,869.0 |
4,380.5 |
|
S4 |
3,239.0 |
3,438.0 |
4,262.0 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,683.3 |
7,879.7 |
5,207.7 |
|
R3 |
7,394.8 |
6,591.2 |
4,853.3 |
|
R2 |
6,106.3 |
6,106.3 |
4,735.2 |
|
R1 |
5,302.7 |
5,302.7 |
4,617.1 |
5,060.3 |
PP |
4,817.8 |
4,817.8 |
4,817.8 |
4,696.6 |
S1 |
4,014.2 |
4,014.2 |
4,380.9 |
3,771.8 |
S2 |
3,529.3 |
3,529.3 |
4,262.8 |
|
S3 |
2,240.8 |
2,725.7 |
4,144.7 |
|
S4 |
952.3 |
1,437.2 |
3,790.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,621.5 |
4,333.0 |
1,288.5 |
28.6% |
415.0 |
9.2% |
13% |
False |
True |
370,886 |
10 |
6,091.5 |
4,333.0 |
1,758.5 |
39.1% |
353.3 |
7.9% |
9% |
False |
True |
292,623 |
20 |
6,301.5 |
4,333.0 |
1,968.5 |
43.8% |
262.8 |
5.8% |
8% |
False |
True |
221,873 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
51.2% |
194.6 |
4.3% |
7% |
False |
True |
112,446 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
53.5% |
171.9 |
3.8% |
7% |
False |
True |
75,238 |
80 |
6,775.0 |
4,333.0 |
2,442.0 |
54.3% |
163.5 |
3.6% |
7% |
False |
True |
56,634 |
100 |
7,292.0 |
4,333.0 |
2,959.0 |
65.8% |
153.1 |
3.4% |
6% |
False |
True |
45,862 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
68.6% |
140.7 |
3.1% |
5% |
False |
True |
38,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,595.8 |
2.618 |
5,892.4 |
1.618 |
5,461.4 |
1.000 |
5,195.0 |
0.618 |
5,030.4 |
HIGH |
4,764.0 |
0.618 |
4,599.4 |
0.500 |
4,548.5 |
0.382 |
4,497.6 |
LOW |
4,333.0 |
0.618 |
4,066.6 |
1.000 |
3,902.0 |
1.618 |
3,635.6 |
2.618 |
3,204.6 |
4.250 |
2,501.3 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,548.5 |
4,859.0 |
PP |
4,532.0 |
4,739.0 |
S1 |
4,515.5 |
4,619.0 |
|