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 |
981.25 |
913.50 |
-67.75 |
-6.9% |
1,103.75 |
High |
1,010.00 |
943.00 |
-67.00 |
-6.6% |
1,104.00 |
Low |
905.50 |
837.00 |
-68.50 |
-7.6% |
837.00 |
Close |
912.50 |
891.00 |
-21.50 |
-2.4% |
891.00 |
Range |
104.50 |
106.00 |
1.50 |
1.4% |
267.00 |
ATR |
58.55 |
61.94 |
3.39 |
5.8% |
0.00 |
Volume |
5,313,795 |
4,171,147 |
-1,142,648 |
-21.5% |
21,448,426 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.25 |
1,155.75 |
949.25 |
|
R3 |
1,102.25 |
1,049.75 |
920.25 |
|
R2 |
996.25 |
996.25 |
910.50 |
|
R1 |
943.75 |
943.75 |
900.75 |
917.00 |
PP |
890.25 |
890.25 |
890.25 |
877.00 |
S1 |
837.75 |
837.75 |
881.25 |
811.00 |
S2 |
784.25 |
784.25 |
871.50 |
|
S3 |
678.25 |
731.75 |
861.75 |
|
S4 |
572.25 |
625.75 |
832.75 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.00 |
1,585.00 |
1,037.75 |
|
R3 |
1,478.00 |
1,318.00 |
964.50 |
|
R2 |
1,211.00 |
1,211.00 |
940.00 |
|
R1 |
1,051.00 |
1,051.00 |
915.50 |
997.50 |
PP |
944.00 |
944.00 |
944.00 |
917.25 |
S1 |
784.00 |
784.00 |
866.50 |
730.50 |
S2 |
677.00 |
677.00 |
842.00 |
|
S3 |
410.00 |
517.00 |
817.50 |
|
S4 |
143.00 |
250.00 |
744.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,104.00 |
837.00 |
267.00 |
30.0% |
93.25 |
10.5% |
20% |
False |
True |
4,289,685 |
10 |
1,221.25 |
837.00 |
384.25 |
43.1% |
78.50 |
8.8% |
14% |
False |
True |
3,579,612 |
20 |
1,291.25 |
837.00 |
454.25 |
51.0% |
65.75 |
7.4% |
12% |
False |
True |
3,666,179 |
40 |
1,307.25 |
837.00 |
470.25 |
52.8% |
45.75 |
5.1% |
11% |
False |
True |
1,905,228 |
60 |
1,315.25 |
837.00 |
478.25 |
53.7% |
38.50 |
4.3% |
11% |
False |
True |
1,271,377 |
80 |
1,340.25 |
837.00 |
503.25 |
56.5% |
35.50 |
4.0% |
11% |
False |
True |
954,374 |
100 |
1,410.25 |
837.00 |
573.25 |
64.3% |
31.75 |
3.6% |
9% |
False |
True |
763,560 |
120 |
1,443.50 |
837.00 |
606.50 |
68.1% |
28.00 |
3.1% |
9% |
False |
True |
636,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.50 |
2.618 |
1,220.50 |
1.618 |
1,114.50 |
1.000 |
1,049.00 |
0.618 |
1,008.50 |
HIGH |
943.00 |
0.618 |
902.50 |
0.500 |
890.00 |
0.382 |
877.50 |
LOW |
837.00 |
0.618 |
771.50 |
1.000 |
731.00 |
1.618 |
665.50 |
2.618 |
559.50 |
4.250 |
386.50 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
890.75 |
941.00 |
PP |
890.25 |
924.25 |
S1 |
890.00 |
907.75 |
|