Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
10,322.52 |
9,955.42 |
-367.10 |
-3.6% |
11,139.62 |
High |
10,322.76 |
10,124.03 |
-198.73 |
-1.9% |
11,139.94 |
Low |
9,525.32 |
9,436.67 |
-88.65 |
-0.9% |
10,310.25 |
Close |
9,955.50 |
9,447.11 |
-508.39 |
-5.1% |
10,325.38 |
Range |
797.44 |
687.36 |
-110.08 |
-13.8% |
829.69 |
ATR |
388.17 |
409.54 |
21.37 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,731.35 |
11,276.59 |
9,825.16 |
|
R3 |
11,043.99 |
10,589.23 |
9,636.13 |
|
R2 |
10,356.63 |
10,356.63 |
9,573.13 |
|
R1 |
9,901.87 |
9,901.87 |
9,510.12 |
9,785.57 |
PP |
9,669.27 |
9,669.27 |
9,669.27 |
9,611.12 |
S1 |
9,214.51 |
9,214.51 |
9,384.10 |
9,098.21 |
S2 |
8,981.91 |
8,981.91 |
9,321.09 |
|
S3 |
8,294.55 |
8,527.15 |
9,258.09 |
|
S4 |
7,607.19 |
7,839.79 |
9,069.06 |
|
|
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 |
9,436.67 |
1,445.85 |
15.3% |
521.48 |
5.5% |
1% |
False |
True |
|
10 |
11,168.06 |
9,436.67 |
1,731.39 |
18.3% |
465.56 |
4.9% |
1% |
False |
True |
|
20 |
11,483.05 |
9,436.67 |
2,046.38 |
21.7% |
422.17 |
4.5% |
1% |
False |
True |
|
40 |
11,790.17 |
9,436.67 |
2,353.50 |
24.9% |
318.94 |
3.4% |
0% |
False |
True |
|
60 |
11,867.11 |
9,436.67 |
2,430.44 |
25.7% |
286.55 |
3.0% |
0% |
False |
True |
|
80 |
12,322.82 |
9,436.67 |
2,886.15 |
30.6% |
264.66 |
2.8% |
0% |
False |
True |
|
100 |
13,136.69 |
9,436.67 |
3,700.02 |
39.2% |
247.85 |
2.6% |
0% |
False |
True |
|
120 |
13,136.69 |
9,436.67 |
3,700.02 |
39.2% |
233.35 |
2.5% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,045.31 |
2.618 |
11,923.54 |
1.618 |
11,236.18 |
1.000 |
10,811.39 |
0.618 |
10,548.82 |
HIGH |
10,124.03 |
0.618 |
9,861.46 |
0.500 |
9,780.35 |
0.382 |
9,699.24 |
LOW |
9,436.67 |
0.618 |
9,011.88 |
1.000 |
8,749.31 |
1.618 |
8,324.52 |
2.618 |
7,637.16 |
4.250 |
6,515.39 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,780.35 |
10,116.47 |
PP |
9,669.27 |
9,893.35 |
S1 |
9,558.19 |
9,670.23 |
|