Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,483.96 |
10,322.52 |
-161.44 |
-1.5% |
11,139.62 |
High |
10,796.26 |
10,322.76 |
-473.50 |
-4.4% |
11,139.94 |
Low |
10,310.25 |
9,525.32 |
-784.93 |
-7.6% |
10,310.25 |
Close |
10,325.38 |
9,955.50 |
-369.88 |
-3.6% |
10,325.38 |
Range |
486.01 |
797.44 |
311.43 |
64.1% |
829.69 |
ATR |
356.49 |
388.17 |
31.68 |
8.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,326.85 |
11,938.61 |
10,394.09 |
|
R3 |
11,529.41 |
11,141.17 |
10,174.80 |
|
R2 |
10,731.97 |
10,731.97 |
10,101.70 |
|
R1 |
10,343.73 |
10,343.73 |
10,028.60 |
10,139.13 |
PP |
9,934.53 |
9,934.53 |
9,934.53 |
9,832.23 |
S1 |
9,546.29 |
9,546.29 |
9,882.40 |
9,341.69 |
S2 |
9,137.09 |
9,137.09 |
9,809.30 |
|
S3 |
8,339.65 |
8,748.85 |
9,736.20 |
|
S4 |
7,542.21 |
7,951.41 |
9,516.91 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,080.93 |
12,532.84 |
10,781.71 |
|
R3 |
12,251.24 |
11,703.15 |
10,553.54 |
|
R2 |
11,421.55 |
11,421.55 |
10,477.49 |
|
R1 |
10,873.46 |
10,873.46 |
10,401.43 |
10,732.66 |
PP |
10,591.86 |
10,591.86 |
10,591.86 |
10,521.46 |
S1 |
10,043.77 |
10,043.77 |
10,249.33 |
9,902.97 |
S2 |
9,762.17 |
9,762.17 |
10,173.27 |
|
S3 |
8,932.48 |
9,214.08 |
10,097.22 |
|
S4 |
8,102.79 |
8,384.39 |
9,869.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,882.52 |
9,525.32 |
1,357.20 |
13.6% |
483.50 |
4.9% |
32% |
False |
True |
|
10 |
11,168.06 |
9,525.32 |
1,642.74 |
16.5% |
427.75 |
4.3% |
26% |
False |
True |
|
20 |
11,577.50 |
9,525.32 |
2,052.18 |
20.6% |
405.14 |
4.1% |
21% |
False |
True |
|
40 |
11,867.11 |
9,525.32 |
2,341.79 |
23.5% |
306.55 |
3.1% |
18% |
False |
True |
|
60 |
11,867.11 |
9,525.32 |
2,341.79 |
23.5% |
279.02 |
2.8% |
18% |
False |
True |
|
80 |
12,322.82 |
9,525.32 |
2,797.50 |
28.1% |
258.14 |
2.6% |
15% |
False |
True |
|
100 |
13,136.69 |
9,525.32 |
3,611.37 |
36.3% |
242.42 |
2.4% |
12% |
False |
True |
|
120 |
13,136.69 |
9,525.32 |
3,611.37 |
36.3% |
228.40 |
2.3% |
12% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,711.88 |
2.618 |
12,410.46 |
1.618 |
11,613.02 |
1.000 |
11,120.20 |
0.618 |
10,815.58 |
HIGH |
10,322.76 |
0.618 |
10,018.14 |
0.500 |
9,924.04 |
0.382 |
9,829.94 |
LOW |
9,525.32 |
0.618 |
9,032.50 |
1.000 |
8,727.88 |
1.618 |
8,235.06 |
2.618 |
7,437.62 |
4.250 |
6,136.20 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,945.01 |
10,175.43 |
PP |
9,934.53 |
10,102.12 |
S1 |
9,924.04 |
10,028.81 |
|