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 |
1,054.00 |
1,004.00 |
-50.00 |
-4.7% |
1,220.00 |
High |
1,078.00 |
1,045.00 |
-33.00 |
-3.1% |
1,221.25 |
Low |
999.50 |
963.00 |
-36.50 |
-3.7% |
1,102.50 |
Close |
1,005.75 |
981.00 |
-24.75 |
-2.5% |
1,108.25 |
Range |
78.50 |
82.00 |
3.50 |
4.5% |
118.75 |
ATR |
52.94 |
55.02 |
2.08 |
3.9% |
0.00 |
Volume |
4,475,297 |
4,296,292 |
-179,005 |
-4.0% |
14,347,696 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.25 |
1,193.75 |
1,026.00 |
|
R3 |
1,160.25 |
1,111.75 |
1,003.50 |
|
R2 |
1,078.25 |
1,078.25 |
996.00 |
|
R1 |
1,029.75 |
1,029.75 |
988.50 |
1,013.00 |
PP |
996.25 |
996.25 |
996.25 |
988.00 |
S1 |
947.75 |
947.75 |
973.50 |
931.00 |
S2 |
914.25 |
914.25 |
966.00 |
|
S3 |
832.25 |
865.75 |
958.50 |
|
S4 |
750.25 |
783.75 |
936.00 |
|
|
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 |
963.00 |
211.00 |
21.5% |
74.50 |
7.6% |
9% |
False |
True |
3,441,624 |
10 |
1,224.75 |
963.00 |
261.75 |
26.7% |
65.00 |
6.6% |
7% |
False |
True |
3,145,450 |
20 |
1,291.25 |
963.00 |
328.25 |
33.5% |
58.75 |
6.0% |
5% |
False |
True |
3,308,831 |
40 |
1,307.25 |
963.00 |
344.25 |
35.1% |
41.50 |
4.2% |
5% |
False |
True |
1,668,281 |
60 |
1,315.25 |
963.00 |
352.25 |
35.9% |
36.00 |
3.7% |
5% |
False |
True |
1,113,467 |
80 |
1,354.75 |
963.00 |
391.75 |
39.9% |
33.25 |
3.4% |
5% |
False |
True |
835,817 |
100 |
1,421.75 |
963.00 |
458.75 |
46.8% |
30.00 |
3.0% |
4% |
False |
True |
668,711 |
120 |
1,443.50 |
963.00 |
480.50 |
49.0% |
26.50 |
2.7% |
4% |
False |
True |
557,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.50 |
2.618 |
1,259.75 |
1.618 |
1,177.75 |
1.000 |
1,127.00 |
0.618 |
1,095.75 |
HIGH |
1,045.00 |
0.618 |
1,013.75 |
0.500 |
1,004.00 |
0.382 |
994.25 |
LOW |
963.00 |
0.618 |
912.25 |
1.000 |
881.00 |
1.618 |
830.25 |
2.618 |
748.25 |
4.250 |
614.50 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,004.00 |
1,033.50 |
PP |
996.25 |
1,016.00 |
S1 |
988.75 |
998.50 |
|