Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
912.6 |
922.0 |
9.4 |
1.0% |
839.1 |
High |
932.0 |
938.8 |
6.8 |
0.7% |
938.8 |
Low |
889.7 |
833.8 |
-55.9 |
-6.3% |
833.8 |
Close |
890.2 |
862.6 |
-27.6 |
-3.1% |
862.6 |
Range |
42.3 |
105.0 |
62.7 |
148.2% |
105.0 |
ATR |
37.0 |
41.9 |
4.9 |
13.1% |
0.0 |
Volume |
8,068 |
10,172 |
2,104 |
26.1% |
27,793 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.4 |
1,133.0 |
920.4 |
|
R3 |
1,088.4 |
1,028.0 |
891.5 |
|
R2 |
983.4 |
983.4 |
881.9 |
|
R1 |
923.0 |
923.0 |
872.2 |
900.7 |
PP |
878.4 |
878.4 |
878.4 |
867.3 |
S1 |
818.0 |
818.0 |
853.0 |
795.7 |
S2 |
773.4 |
773.4 |
843.4 |
|
S3 |
668.4 |
713.0 |
833.7 |
|
S4 |
563.4 |
608.0 |
804.9 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.4 |
1,133.0 |
920.4 |
|
R3 |
1,088.4 |
1,028.0 |
891.5 |
|
R2 |
983.4 |
983.4 |
881.9 |
|
R1 |
923.0 |
923.0 |
872.2 |
953.2 |
PP |
878.4 |
878.4 |
878.4 |
893.5 |
S1 |
818.0 |
818.0 |
853.0 |
848.2 |
S2 |
773.4 |
773.4 |
843.4 |
|
S3 |
668.4 |
713.0 |
833.7 |
|
S4 |
563.4 |
608.0 |
804.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
938.8 |
833.8 |
105.0 |
12.2% |
52.9 |
6.1% |
27% |
True |
True |
5,558 |
10 |
938.8 |
829.4 |
109.4 |
12.7% |
46.6 |
5.4% |
30% |
True |
False |
4,346 |
20 |
938.8 |
777.9 |
160.9 |
18.7% |
44.1 |
5.1% |
53% |
True |
False |
4,902 |
40 |
938.8 |
743.9 |
194.9 |
22.6% |
32.2 |
3.7% |
61% |
True |
False |
3,360 |
60 |
990.4 |
743.9 |
246.5 |
28.6% |
27.6 |
3.2% |
48% |
False |
False |
3,122 |
80 |
1,004.1 |
743.9 |
260.2 |
30.2% |
24.7 |
2.9% |
46% |
False |
False |
2,636 |
100 |
1,004.1 |
743.9 |
260.2 |
30.2% |
22.0 |
2.6% |
46% |
False |
False |
2,151 |
120 |
1,004.1 |
743.9 |
260.2 |
30.2% |
19.7 |
2.3% |
46% |
False |
False |
1,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.1 |
2.618 |
1,213.7 |
1.618 |
1,108.7 |
1.000 |
1,043.8 |
0.618 |
1,003.7 |
HIGH |
938.8 |
0.618 |
898.7 |
0.500 |
886.3 |
0.382 |
873.9 |
LOW |
833.8 |
0.618 |
768.9 |
1.000 |
728.8 |
1.618 |
663.9 |
2.618 |
558.9 |
4.250 |
387.6 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
886.3 |
886.3 |
PP |
878.4 |
878.4 |
S1 |
870.5 |
870.5 |
|