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 |
5,178.0 |
5,111.0 |
-67.0 |
-1.3% |
6,165.0 |
High |
5,373.0 |
5,230.5 |
-142.5 |
-2.7% |
6,165.0 |
Low |
4,964.0 |
4,738.5 |
-225.5 |
-4.5% |
5,631.0 |
Close |
5,103.0 |
4,918.5 |
-184.5 |
-3.6% |
5,904.0 |
Range |
409.0 |
492.0 |
83.0 |
20.3% |
534.0 |
ATR |
248.2 |
265.6 |
17.4 |
7.0% |
0.0 |
Volume |
1,192 |
1,089 |
-103 |
-8.6% |
3,574 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,438.5 |
6,170.5 |
5,189.1 |
|
R3 |
5,946.5 |
5,678.5 |
5,053.8 |
|
R2 |
5,454.5 |
5,454.5 |
5,008.7 |
|
R1 |
5,186.5 |
5,186.5 |
4,963.6 |
5,074.5 |
PP |
4,962.5 |
4,962.5 |
4,962.5 |
4,906.5 |
S1 |
4,694.5 |
4,694.5 |
4,873.4 |
4,582.5 |
S2 |
4,470.5 |
4,470.5 |
4,828.3 |
|
S3 |
3,978.5 |
4,202.5 |
4,783.2 |
|
S4 |
3,486.5 |
3,710.5 |
4,647.9 |
|
|
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 |
5,951.0 |
4,738.5 |
1,212.5 |
24.7% |
348.0 |
7.1% |
15% |
False |
True |
951 |
10 |
6,240.0 |
4,738.5 |
1,501.5 |
30.5% |
300.4 |
6.1% |
12% |
False |
True |
888 |
20 |
6,392.5 |
4,738.5 |
1,654.0 |
33.6% |
229.9 |
4.7% |
11% |
False |
True |
2,298 |
40 |
6,706.5 |
4,738.5 |
1,968.0 |
40.0% |
176.0 |
3.6% |
9% |
False |
True |
1,657 |
60 |
6,806.5 |
4,738.5 |
2,068.0 |
42.0% |
154.1 |
3.1% |
9% |
False |
True |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,321.5 |
2.618 |
6,518.6 |
1.618 |
6,026.6 |
1.000 |
5,722.5 |
0.618 |
5,534.6 |
HIGH |
5,230.5 |
0.618 |
5,042.6 |
0.500 |
4,984.5 |
0.382 |
4,926.4 |
LOW |
4,738.5 |
0.618 |
4,434.4 |
1.000 |
4,246.5 |
1.618 |
3,942.4 |
2.618 |
3,450.4 |
4.250 |
2,647.5 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,984.5 |
5,168.8 |
PP |
4,962.5 |
5,085.3 |
S1 |
4,940.5 |
5,001.9 |
|