Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
913.50 |
909.50 |
-4.00 |
-0.4% |
1,103.75 |
High |
943.00 |
1,017.50 |
74.50 |
7.9% |
1,104.00 |
Low |
837.00 |
909.25 |
72.25 |
8.6% |
837.00 |
Close |
891.00 |
1,016.75 |
125.75 |
14.1% |
891.00 |
Range |
106.00 |
108.25 |
2.25 |
2.1% |
267.00 |
ATR |
61.94 |
66.55 |
4.61 |
7.4% |
0.00 |
Volume |
4,171,147 |
5,899,056 |
1,727,909 |
41.4% |
21,448,426 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.00 |
1,269.50 |
1,076.25 |
|
R3 |
1,197.75 |
1,161.25 |
1,046.50 |
|
R2 |
1,089.50 |
1,089.50 |
1,036.50 |
|
R1 |
1,053.00 |
1,053.00 |
1,026.75 |
1,071.25 |
PP |
981.25 |
981.25 |
981.25 |
990.25 |
S1 |
944.75 |
944.75 |
1,006.75 |
963.00 |
S2 |
873.00 |
873.00 |
997.00 |
|
S3 |
764.75 |
836.50 |
987.00 |
|
S4 |
656.50 |
728.25 |
957.25 |
|
|
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 |
1,078.00 |
837.00 |
241.00 |
23.7% |
95.75 |
9.4% |
75% |
False |
False |
4,831,117 |
10 |
1,175.75 |
837.00 |
338.75 |
33.3% |
78.50 |
7.7% |
53% |
False |
False |
3,946,965 |
20 |
1,291.25 |
837.00 |
454.25 |
44.7% |
69.00 |
6.8% |
40% |
False |
False |
3,833,194 |
40 |
1,307.25 |
837.00 |
470.25 |
46.3% |
48.25 |
4.7% |
38% |
False |
False |
2,052,616 |
60 |
1,315.25 |
837.00 |
478.25 |
47.0% |
39.75 |
3.9% |
38% |
False |
False |
1,369,606 |
80 |
1,340.25 |
837.00 |
503.25 |
49.5% |
36.75 |
3.6% |
36% |
False |
False |
1,028,109 |
100 |
1,410.25 |
837.00 |
573.25 |
56.4% |
32.50 |
3.2% |
31% |
False |
False |
822,549 |
120 |
1,443.50 |
837.00 |
606.50 |
59.7% |
28.75 |
2.8% |
30% |
False |
False |
685,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,477.50 |
2.618 |
1,301.00 |
1.618 |
1,192.75 |
1.000 |
1,125.75 |
0.618 |
1,084.50 |
HIGH |
1,017.50 |
0.618 |
976.25 |
0.500 |
963.50 |
0.382 |
950.50 |
LOW |
909.25 |
0.618 |
842.25 |
1.000 |
801.00 |
1.618 |
734.00 |
2.618 |
625.75 |
4.250 |
449.25 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
999.00 |
987.00 |
PP |
981.25 |
957.00 |
S1 |
963.50 |
927.25 |
|