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 |
1,103.75 |
1,054.00 |
-49.75 |
-4.5% |
1,220.00 |
High |
1,104.00 |
1,078.00 |
-26.00 |
-2.4% |
1,221.25 |
Low |
1,009.00 |
999.50 |
-9.50 |
-0.9% |
1,102.50 |
Close |
1,053.25 |
1,005.75 |
-47.50 |
-4.5% |
1,108.25 |
Range |
95.00 |
78.50 |
-16.50 |
-17.4% |
118.75 |
ATR |
50.97 |
52.94 |
1.97 |
3.9% |
0.00 |
Volume |
3,191,895 |
4,475,297 |
1,283,402 |
40.2% |
14,347,696 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.25 |
1,213.00 |
1,049.00 |
|
R3 |
1,184.75 |
1,134.50 |
1,027.25 |
|
R2 |
1,106.25 |
1,106.25 |
1,020.25 |
|
R1 |
1,056.00 |
1,056.00 |
1,013.00 |
1,042.00 |
PP |
1,027.75 |
1,027.75 |
1,027.75 |
1,020.75 |
S1 |
977.50 |
977.50 |
998.50 |
963.50 |
S2 |
949.25 |
949.25 |
991.25 |
|
S3 |
870.75 |
899.00 |
984.25 |
|
S4 |
792.25 |
820.50 |
962.50 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.25 |
1,423.00 |
1,173.50 |
|
R3 |
1,381.50 |
1,304.25 |
1,141.00 |
|
R2 |
1,262.75 |
1,262.75 |
1,130.00 |
|
R1 |
1,185.50 |
1,185.50 |
1,119.25 |
1,164.75 |
PP |
1,144.00 |
1,144.00 |
1,144.00 |
1,133.50 |
S1 |
1,066.75 |
1,066.75 |
1,097.25 |
1,046.00 |
S2 |
1,025.25 |
1,025.25 |
1,086.50 |
|
S3 |
906.50 |
948.00 |
1,075.50 |
|
S4 |
787.75 |
829.25 |
1,043.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,174.00 |
999.50 |
174.50 |
17.4% |
64.00 |
6.4% |
4% |
False |
True |
3,168,256 |
10 |
1,224.75 |
999.50 |
225.25 |
22.4% |
59.75 |
5.9% |
3% |
False |
True |
3,025,631 |
20 |
1,291.25 |
999.50 |
291.75 |
29.0% |
55.75 |
5.5% |
2% |
False |
True |
3,102,129 |
40 |
1,309.00 |
999.50 |
309.50 |
30.8% |
40.00 |
4.0% |
2% |
False |
True |
1,560,982 |
60 |
1,315.25 |
999.50 |
315.75 |
31.4% |
35.25 |
3.5% |
2% |
False |
True |
1,041,915 |
80 |
1,371.75 |
999.50 |
372.25 |
37.0% |
32.50 |
3.2% |
2% |
False |
True |
782,114 |
100 |
1,431.50 |
999.50 |
432.00 |
43.0% |
29.25 |
2.9% |
1% |
False |
True |
625,748 |
120 |
1,443.50 |
999.50 |
444.00 |
44.1% |
26.00 |
2.6% |
1% |
False |
True |
521,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.50 |
2.618 |
1,283.50 |
1.618 |
1,205.00 |
1.000 |
1,156.50 |
0.618 |
1,126.50 |
HIGH |
1,078.00 |
0.618 |
1,048.00 |
0.500 |
1,038.75 |
0.382 |
1,029.50 |
LOW |
999.50 |
0.618 |
951.00 |
1.000 |
921.00 |
1.618 |
872.50 |
2.618 |
794.00 |
4.250 |
666.00 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,038.75 |
1,080.25 |
PP |
1,027.75 |
1,055.50 |
S1 |
1,016.75 |
1,030.50 |
|