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 |
892.5 |
912.6 |
20.1 |
2.3% |
881.9 |
High |
928.0 |
932.0 |
4.0 |
0.4% |
935.0 |
Low |
886.9 |
889.7 |
2.8 |
0.3% |
829.4 |
Close |
910.5 |
890.2 |
-20.3 |
-2.2% |
837.4 |
Range |
41.1 |
42.3 |
1.2 |
2.9% |
105.6 |
ATR |
36.6 |
37.0 |
0.4 |
1.1% |
0.0 |
Volume |
2,579 |
8,068 |
5,489 |
212.8% |
15,674 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,030.9 |
1,002.8 |
913.5 |
|
R3 |
988.6 |
960.5 |
901.8 |
|
R2 |
946.3 |
946.3 |
898.0 |
|
R1 |
918.2 |
918.2 |
894.1 |
911.1 |
PP |
904.0 |
904.0 |
904.0 |
900.4 |
S1 |
875.9 |
875.9 |
886.3 |
868.8 |
S2 |
861.7 |
861.7 |
882.4 |
|
S3 |
819.4 |
833.6 |
878.6 |
|
S4 |
777.1 |
791.3 |
866.9 |
|
|
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 |
932.0 |
829.4 |
102.6 |
11.5% |
37.0 |
4.2% |
59% |
True |
False |
4,322 |
10 |
935.0 |
829.4 |
105.6 |
11.9% |
40.4 |
4.5% |
58% |
False |
False |
4,033 |
20 |
935.0 |
753.8 |
181.2 |
20.4% |
39.8 |
4.5% |
75% |
False |
False |
4,586 |
40 |
935.0 |
743.9 |
191.1 |
21.5% |
30.3 |
3.4% |
77% |
False |
False |
3,188 |
60 |
993.0 |
743.9 |
249.1 |
28.0% |
26.2 |
2.9% |
59% |
False |
False |
2,965 |
80 |
1,004.1 |
743.9 |
260.2 |
29.2% |
23.6 |
2.7% |
56% |
False |
False |
2,512 |
100 |
1,004.1 |
743.9 |
260.2 |
29.2% |
21.1 |
2.4% |
56% |
False |
False |
2,116 |
120 |
1,004.1 |
743.9 |
260.2 |
29.2% |
19.0 |
2.1% |
56% |
False |
False |
1,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,111.8 |
2.618 |
1,042.7 |
1.618 |
1,000.4 |
1.000 |
974.3 |
0.618 |
958.1 |
HIGH |
932.0 |
0.618 |
915.8 |
0.500 |
910.9 |
0.382 |
905.9 |
LOW |
889.7 |
0.618 |
863.6 |
1.000 |
847.4 |
1.618 |
821.3 |
2.618 |
779.0 |
4.250 |
709.9 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
910.9 |
899.2 |
PP |
904.0 |
896.2 |
S1 |
897.1 |
893.2 |
|