Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,437.23 |
9,261.69 |
-175.54 |
-1.9% |
11,139.62 |
High |
9,628.07 |
9,448.14 |
-179.93 |
-1.9% |
11,139.94 |
Low |
9,194.78 |
8,579.19 |
-615.59 |
-6.7% |
10,310.25 |
Close |
9,258.10 |
8,579.19 |
-678.91 |
-7.3% |
10,325.38 |
Range |
433.29 |
868.95 |
435.66 |
100.5% |
829.69 |
ATR |
411.24 |
443.93 |
32.69 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,475.69 |
10,896.39 |
9,057.11 |
|
R3 |
10,606.74 |
10,027.44 |
8,818.15 |
|
R2 |
9,737.79 |
9,737.79 |
8,738.50 |
|
R1 |
9,158.49 |
9,158.49 |
8,658.84 |
9,013.67 |
PP |
8,868.84 |
8,868.84 |
8,868.84 |
8,796.43 |
S1 |
8,289.54 |
8,289.54 |
8,499.54 |
8,144.72 |
S2 |
7,999.89 |
7,999.89 |
8,419.88 |
|
S3 |
7,130.94 |
7,420.59 |
8,340.23 |
|
S4 |
6,261.99 |
6,551.64 |
8,101.27 |
|
|
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 |
10,796.26 |
8,579.19 |
2,217.07 |
25.8% |
654.61 |
7.6% |
0% |
False |
True |
|
10 |
11,168.06 |
8,579.19 |
2,588.87 |
30.2% |
548.09 |
6.4% |
0% |
False |
True |
|
20 |
11,483.05 |
8,579.19 |
2,903.86 |
33.8% |
461.66 |
5.4% |
0% |
False |
True |
|
40 |
11,790.17 |
8,579.19 |
3,210.98 |
37.4% |
342.47 |
4.0% |
0% |
False |
True |
|
60 |
11,867.11 |
8,579.19 |
3,287.92 |
38.3% |
297.89 |
3.5% |
0% |
False |
True |
|
80 |
12,158.68 |
8,579.19 |
3,579.49 |
41.7% |
277.44 |
3.2% |
0% |
False |
True |
|
100 |
13,026.04 |
8,579.19 |
4,446.85 |
51.8% |
258.06 |
3.0% |
0% |
False |
True |
|
120 |
13,136.69 |
8,579.19 |
4,557.50 |
53.1% |
241.14 |
2.8% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,141.18 |
2.618 |
11,723.05 |
1.618 |
10,854.10 |
1.000 |
10,317.09 |
0.618 |
9,985.15 |
HIGH |
9,448.14 |
0.618 |
9,116.20 |
0.500 |
9,013.67 |
0.382 |
8,911.13 |
LOW |
8,579.19 |
0.618 |
8,042.18 |
1.000 |
7,710.24 |
1.618 |
7,173.23 |
2.618 |
6,304.28 |
4.250 |
4,886.15 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,013.67 |
9,351.61 |
PP |
8,868.84 |
9,094.14 |
S1 |
8,724.02 |
8,836.66 |
|