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 |
868.2 |
892.5 |
24.3 |
2.8% |
881.9 |
High |
894.1 |
928.0 |
33.9 |
3.8% |
935.0 |
Low |
866.4 |
886.9 |
20.5 |
2.4% |
829.4 |
Close |
885.8 |
910.5 |
24.7 |
2.8% |
837.4 |
Range |
27.7 |
41.1 |
13.4 |
48.4% |
105.6 |
ATR |
36.2 |
36.6 |
0.4 |
1.2% |
0.0 |
Volume |
3,716 |
2,579 |
-1,137 |
-30.6% |
15,674 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,031.8 |
1,012.2 |
933.1 |
|
R3 |
990.7 |
971.1 |
921.8 |
|
R2 |
949.6 |
949.6 |
918.0 |
|
R1 |
930.0 |
930.0 |
914.3 |
939.8 |
PP |
908.5 |
908.5 |
908.5 |
913.4 |
S1 |
888.9 |
888.9 |
906.7 |
898.7 |
S2 |
867.4 |
867.4 |
903.0 |
|
S3 |
826.3 |
847.8 |
899.2 |
|
S4 |
785.2 |
806.7 |
887.9 |
|
|
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 |
928.0 |
829.4 |
98.6 |
10.8% |
36.9 |
4.1% |
82% |
True |
False |
3,291 |
10 |
935.0 |
829.4 |
105.6 |
11.6% |
39.1 |
4.3% |
77% |
False |
False |
3,584 |
20 |
935.0 |
743.9 |
191.1 |
21.0% |
38.7 |
4.2% |
87% |
False |
False |
4,605 |
40 |
935.0 |
743.9 |
191.1 |
21.0% |
29.8 |
3.3% |
87% |
False |
False |
3,025 |
60 |
997.7 |
743.9 |
253.8 |
27.9% |
25.9 |
2.8% |
66% |
False |
False |
2,838 |
80 |
1,004.1 |
743.9 |
260.2 |
28.6% |
23.2 |
2.5% |
64% |
False |
False |
2,413 |
100 |
1,004.1 |
743.9 |
260.2 |
28.6% |
20.8 |
2.3% |
64% |
False |
False |
2,036 |
120 |
1,004.1 |
743.9 |
260.2 |
28.6% |
18.6 |
2.0% |
64% |
False |
False |
1,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.7 |
2.618 |
1,035.6 |
1.618 |
994.5 |
1.000 |
969.1 |
0.618 |
953.4 |
HIGH |
928.0 |
0.618 |
912.3 |
0.500 |
907.5 |
0.382 |
902.6 |
LOW |
886.9 |
0.618 |
861.5 |
1.000 |
845.8 |
1.618 |
820.4 |
2.618 |
779.3 |
4.250 |
712.2 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
909.5 |
900.7 |
PP |
908.5 |
890.8 |
S1 |
907.5 |
881.0 |
|