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 |
1,004.00 |
981.25 |
-22.75 |
-2.3% |
1,220.00 |
High |
1,045.00 |
1,010.00 |
-35.00 |
-3.3% |
1,221.25 |
Low |
963.00 |
905.50 |
-57.50 |
-6.0% |
1,102.50 |
Close |
981.00 |
912.50 |
-68.50 |
-7.0% |
1,108.25 |
Range |
82.00 |
104.50 |
22.50 |
27.4% |
118.75 |
ATR |
55.02 |
58.55 |
3.53 |
6.4% |
0.00 |
Volume |
4,296,292 |
5,313,795 |
1,017,503 |
23.7% |
14,347,696 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.25 |
1,188.75 |
970.00 |
|
R3 |
1,151.75 |
1,084.25 |
941.25 |
|
R2 |
1,047.25 |
1,047.25 |
931.75 |
|
R1 |
979.75 |
979.75 |
922.00 |
961.25 |
PP |
942.75 |
942.75 |
942.75 |
933.50 |
S1 |
875.25 |
875.25 |
903.00 |
856.75 |
S2 |
838.25 |
838.25 |
893.25 |
|
S3 |
733.75 |
770.75 |
883.75 |
|
S4 |
629.25 |
666.25 |
855.00 |
|
|
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 |
1,161.00 |
905.50 |
255.50 |
28.0% |
83.75 |
9.2% |
3% |
False |
True |
4,003,673 |
10 |
1,221.25 |
905.50 |
315.75 |
34.6% |
71.50 |
7.8% |
2% |
False |
True |
3,436,504 |
20 |
1,291.25 |
905.50 |
385.75 |
42.3% |
61.75 |
6.8% |
2% |
False |
True |
3,561,738 |
40 |
1,307.25 |
905.50 |
401.75 |
44.0% |
43.75 |
4.8% |
2% |
False |
True |
1,801,033 |
60 |
1,315.25 |
905.50 |
409.75 |
44.9% |
37.00 |
4.1% |
2% |
False |
True |
1,201,908 |
80 |
1,351.75 |
905.50 |
446.25 |
48.9% |
34.50 |
3.8% |
2% |
False |
True |
902,235 |
100 |
1,410.25 |
905.50 |
504.75 |
55.3% |
30.75 |
3.4% |
1% |
False |
True |
721,848 |
120 |
1,443.50 |
905.50 |
538.00 |
59.0% |
27.25 |
3.0% |
1% |
False |
True |
601,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.00 |
2.618 |
1,283.50 |
1.618 |
1,179.00 |
1.000 |
1,114.50 |
0.618 |
1,074.50 |
HIGH |
1,010.00 |
0.618 |
970.00 |
0.500 |
957.75 |
0.382 |
945.50 |
LOW |
905.50 |
0.618 |
841.00 |
1.000 |
801.00 |
1.618 |
736.50 |
2.618 |
632.00 |
4.250 |
461.50 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
957.75 |
991.75 |
PP |
942.75 |
965.25 |
S1 |
927.50 |
939.00 |
|