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 |
5,563.5 |
5,178.0 |
-385.5 |
-6.9% |
6,165.0 |
High |
5,599.0 |
5,373.0 |
-226.0 |
-4.0% |
6,165.0 |
Low |
5,275.0 |
4,964.0 |
-311.0 |
-5.9% |
5,631.0 |
Close |
5,438.0 |
5,103.0 |
-335.0 |
-6.2% |
5,904.0 |
Range |
324.0 |
409.0 |
85.0 |
26.2% |
534.0 |
ATR |
230.9 |
248.2 |
17.4 |
7.5% |
0.0 |
Volume |
1,589 |
1,192 |
-397 |
-25.0% |
3,574 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,373.7 |
6,147.3 |
5,328.0 |
|
R3 |
5,964.7 |
5,738.3 |
5,215.5 |
|
R2 |
5,555.7 |
5,555.7 |
5,178.0 |
|
R1 |
5,329.3 |
5,329.3 |
5,140.5 |
5,238.0 |
PP |
5,146.7 |
5,146.7 |
5,146.7 |
5,101.0 |
S1 |
4,920.3 |
4,920.3 |
5,065.5 |
4,829.0 |
S2 |
4,737.7 |
4,737.7 |
5,028.0 |
|
S3 |
4,328.7 |
4,511.3 |
4,990.5 |
|
S4 |
3,919.7 |
4,102.3 |
4,878.1 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,502.0 |
7,237.0 |
6,197.7 |
|
R3 |
6,968.0 |
6,703.0 |
6,050.9 |
|
R2 |
6,434.0 |
6,434.0 |
6,001.9 |
|
R1 |
6,169.0 |
6,169.0 |
5,953.0 |
6,034.5 |
PP |
5,900.0 |
5,900.0 |
5,900.0 |
5,832.8 |
S1 |
5,635.0 |
5,635.0 |
5,855.1 |
5,500.5 |
S2 |
5,366.0 |
5,366.0 |
5,806.1 |
|
S3 |
4,832.0 |
5,101.0 |
5,757.2 |
|
S4 |
4,298.0 |
4,567.0 |
5,610.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,989.0 |
4,964.0 |
1,025.0 |
20.1% |
300.4 |
5.9% |
14% |
False |
True |
894 |
10 |
6,318.5 |
4,964.0 |
1,354.5 |
26.5% |
266.2 |
5.2% |
10% |
False |
True |
854 |
20 |
6,392.5 |
4,964.0 |
1,428.5 |
28.0% |
213.6 |
4.2% |
10% |
False |
True |
2,420 |
40 |
6,706.5 |
4,964.0 |
1,742.5 |
34.1% |
165.5 |
3.2% |
8% |
False |
True |
1,636 |
60 |
6,806.5 |
4,964.0 |
1,842.5 |
36.1% |
147.6 |
2.9% |
8% |
False |
True |
1,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,111.3 |
2.618 |
6,443.8 |
1.618 |
6,034.8 |
1.000 |
5,782.0 |
0.618 |
5,625.8 |
HIGH |
5,373.0 |
0.618 |
5,216.8 |
0.500 |
5,168.5 |
0.382 |
5,120.2 |
LOW |
4,964.0 |
0.618 |
4,711.2 |
1.000 |
4,555.0 |
1.618 |
4,302.2 |
2.618 |
3,893.2 |
4.250 |
3,225.8 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,168.5 |
5,318.3 |
PP |
5,146.7 |
5,246.5 |
S1 |
5,124.8 |
5,174.8 |
|