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 |
1,349.55 |
1,234.90 |
-114.65 |
-8.5% |
1,431.01 |
High |
1,369.77 |
1,317.48 |
-52.29 |
-3.8% |
1,440.19 |
Low |
1,261.54 |
1,196.11 |
-65.43 |
-5.2% |
1,196.11 |
Close |
1,275.10 |
1,269.80 |
-5.30 |
-0.4% |
1,269.80 |
Range |
108.23 |
121.37 |
13.14 |
12.1% |
244.08 |
ATR |
75.59 |
78.86 |
3.27 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,625.24 |
1,568.89 |
1,336.55 |
|
R3 |
1,503.87 |
1,447.52 |
1,303.18 |
|
R2 |
1,382.50 |
1,382.50 |
1,292.05 |
|
R1 |
1,326.15 |
1,326.15 |
1,280.93 |
1,354.33 |
PP |
1,261.13 |
1,261.13 |
1,261.13 |
1,275.22 |
S1 |
1,204.78 |
1,204.78 |
1,258.67 |
1,232.96 |
S2 |
1,139.76 |
1,139.76 |
1,247.55 |
|
S3 |
1,018.39 |
1,083.41 |
1,236.42 |
|
S4 |
897.02 |
962.04 |
1,203.05 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.27 |
1,896.12 |
1,404.04 |
|
R3 |
1,790.19 |
1,652.04 |
1,336.92 |
|
R2 |
1,546.11 |
1,546.11 |
1,314.55 |
|
R1 |
1,407.96 |
1,407.96 |
1,292.17 |
1,355.00 |
PP |
1,302.03 |
1,302.03 |
1,302.03 |
1,275.55 |
S1 |
1,163.88 |
1,163.88 |
1,247.43 |
1,110.92 |
S2 |
1,057.95 |
1,057.95 |
1,225.05 |
|
S3 |
813.87 |
919.80 |
1,202.68 |
|
S4 |
569.79 |
675.72 |
1,135.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,440.19 |
1,196.11 |
244.08 |
19.2% |
104.82 |
8.3% |
30% |
False |
True |
|
10 |
1,643.22 |
1,196.11 |
447.11 |
35.2% |
92.13 |
7.3% |
16% |
False |
True |
|
20 |
1,773.83 |
1,196.11 |
577.72 |
45.5% |
74.93 |
5.9% |
13% |
False |
True |
|
40 |
1,973.56 |
1,196.11 |
777.45 |
61.2% |
56.31 |
4.4% |
9% |
False |
True |
|
60 |
1,973.56 |
1,196.11 |
777.45 |
61.2% |
50.09 |
3.9% |
9% |
False |
True |
|
80 |
1,991.25 |
1,196.11 |
795.14 |
62.6% |
48.80 |
3.8% |
9% |
False |
True |
|
100 |
2,055.82 |
1,196.11 |
859.71 |
67.7% |
46.28 |
3.6% |
9% |
False |
True |
|
120 |
2,055.82 |
1,196.11 |
859.71 |
67.7% |
44.28 |
3.5% |
9% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.30 |
2.618 |
1,635.23 |
1.618 |
1,513.86 |
1.000 |
1,438.85 |
0.618 |
1,392.49 |
HIGH |
1,317.48 |
0.618 |
1,271.12 |
0.500 |
1,256.80 |
0.382 |
1,242.47 |
LOW |
1,196.11 |
0.618 |
1,121.10 |
1.000 |
1,074.74 |
1.618 |
999.73 |
2.618 |
878.36 |
4.250 |
680.29 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,265.47 |
1,291.23 |
PP |
1,261.13 |
1,284.08 |
S1 |
1,256.80 |
1,276.94 |
|