Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,234.90 |
1,338.60 |
103.70 |
8.4% |
1,431.01 |
High |
1,317.48 |
1,429.54 |
112.06 |
8.5% |
1,440.19 |
Low |
1,196.11 |
1,318.86 |
122.75 |
10.3% |
1,196.11 |
Close |
1,269.80 |
1,429.54 |
159.74 |
12.6% |
1,269.80 |
Range |
121.37 |
110.68 |
-10.69 |
-8.8% |
244.08 |
ATR |
78.86 |
84.64 |
5.78 |
7.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.69 |
1,687.79 |
1,490.41 |
|
R3 |
1,614.01 |
1,577.11 |
1,459.98 |
|
R2 |
1,503.33 |
1,503.33 |
1,449.83 |
|
R1 |
1,466.43 |
1,466.43 |
1,439.69 |
1,484.88 |
PP |
1,392.65 |
1,392.65 |
1,392.65 |
1,401.87 |
S1 |
1,355.75 |
1,355.75 |
1,419.39 |
1,374.20 |
S2 |
1,281.97 |
1,281.97 |
1,409.25 |
|
S3 |
1,171.29 |
1,245.07 |
1,399.10 |
|
S4 |
1,060.61 |
1,134.39 |
1,368.67 |
|
|
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 |
1,433.12 |
1,196.11 |
237.01 |
16.6% |
106.76 |
7.5% |
98% |
False |
False |
|
10 |
1,597.73 |
1,196.11 |
401.62 |
28.1% |
88.49 |
6.2% |
58% |
False |
False |
|
20 |
1,773.83 |
1,196.11 |
577.72 |
40.4% |
77.86 |
5.4% |
40% |
False |
False |
|
40 |
1,963.51 |
1,196.11 |
767.40 |
53.7% |
58.50 |
4.1% |
30% |
False |
False |
|
60 |
1,973.56 |
1,196.11 |
777.45 |
54.4% |
51.64 |
3.6% |
30% |
False |
False |
|
80 |
1,973.56 |
1,196.11 |
777.45 |
54.4% |
49.49 |
3.5% |
30% |
False |
False |
|
100 |
2,055.82 |
1,196.11 |
859.71 |
60.1% |
46.76 |
3.3% |
27% |
False |
False |
|
120 |
2,055.82 |
1,196.11 |
859.71 |
60.1% |
45.00 |
3.1% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.93 |
2.618 |
1,719.30 |
1.618 |
1,608.62 |
1.000 |
1,540.22 |
0.618 |
1,497.94 |
HIGH |
1,429.54 |
0.618 |
1,387.26 |
0.500 |
1,374.20 |
0.382 |
1,361.14 |
LOW |
1,318.86 |
0.618 |
1,250.46 |
1.000 |
1,208.18 |
1.618 |
1,139.78 |
2.618 |
1,029.10 |
4.250 |
848.47 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,411.09 |
1,390.64 |
PP |
1,392.65 |
1,351.73 |
S1 |
1,374.20 |
1,312.83 |
|