Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
840.0 |
839.1 |
-0.9 |
-0.1% |
881.9 |
High |
854.6 |
882.5 |
27.9 |
3.3% |
935.0 |
Low |
829.4 |
833.9 |
4.5 |
0.5% |
829.4 |
Close |
837.4 |
870.1 |
32.7 |
3.9% |
837.4 |
Range |
25.2 |
48.6 |
23.4 |
92.9% |
105.6 |
ATR |
35.9 |
36.8 |
0.9 |
2.5% |
0.0 |
Volume |
3,993 |
3,258 |
-735 |
-18.4% |
15,674 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,008.0 |
987.6 |
896.8 |
|
R3 |
959.4 |
939.0 |
883.5 |
|
R2 |
910.8 |
910.8 |
879.0 |
|
R1 |
890.4 |
890.4 |
874.6 |
900.6 |
PP |
862.2 |
862.2 |
862.2 |
867.3 |
S1 |
841.8 |
841.8 |
865.6 |
852.0 |
S2 |
813.6 |
813.6 |
861.2 |
|
S3 |
765.0 |
793.2 |
856.7 |
|
S4 |
716.4 |
744.6 |
843.4 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.1 |
1,116.3 |
895.5 |
|
R3 |
1,078.5 |
1,010.7 |
866.4 |
|
R2 |
972.9 |
972.9 |
856.8 |
|
R1 |
905.1 |
905.1 |
847.1 |
886.2 |
PP |
867.3 |
867.3 |
867.3 |
857.8 |
S1 |
799.5 |
799.5 |
827.7 |
780.6 |
S2 |
761.7 |
761.7 |
818.0 |
|
S3 |
656.1 |
693.9 |
808.4 |
|
S4 |
550.5 |
588.3 |
779.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
917.6 |
829.4 |
88.2 |
10.1% |
38.6 |
4.4% |
46% |
False |
False |
3,062 |
10 |
935.0 |
829.4 |
105.6 |
12.1% |
37.5 |
4.3% |
39% |
False |
False |
4,159 |
20 |
935.0 |
743.9 |
191.1 |
22.0% |
38.2 |
4.4% |
66% |
False |
False |
4,490 |
40 |
935.0 |
743.9 |
191.1 |
22.0% |
29.7 |
3.4% |
66% |
False |
False |
3,096 |
60 |
1,004.1 |
743.9 |
260.2 |
29.9% |
25.4 |
2.9% |
49% |
False |
False |
2,773 |
80 |
1,004.1 |
743.9 |
260.2 |
29.9% |
22.5 |
2.6% |
49% |
False |
False |
2,340 |
100 |
1,004.1 |
743.9 |
260.2 |
29.9% |
20.3 |
2.3% |
49% |
False |
False |
1,974 |
120 |
1,004.1 |
743.9 |
260.2 |
29.9% |
18.1 |
2.1% |
49% |
False |
False |
1,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,089.1 |
2.618 |
1,009.7 |
1.618 |
961.1 |
1.000 |
931.1 |
0.618 |
912.5 |
HIGH |
882.5 |
0.618 |
863.9 |
0.500 |
858.2 |
0.382 |
852.5 |
LOW |
833.9 |
0.618 |
803.9 |
1.000 |
785.3 |
1.618 |
755.3 |
2.618 |
706.7 |
4.250 |
627.4 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
866.1 |
865.4 |
PP |
862.2 |
860.8 |
S1 |
858.2 |
856.1 |
|