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 |
9,261.69 |
8,568.67 |
-693.02 |
-7.5% |
10,322.52 |
High |
9,448.14 |
8,901.28 |
-546.86 |
-5.8% |
10,322.76 |
Low |
8,579.19 |
7,882.51 |
-696.68 |
-8.1% |
7,882.51 |
Close |
8,579.19 |
8,451.19 |
-128.00 |
-1.5% |
8,451.19 |
Range |
868.95 |
1,018.77 |
149.82 |
17.2% |
2,440.25 |
ATR |
443.93 |
484.99 |
41.06 |
9.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,467.97 |
10,978.35 |
9,011.51 |
|
R3 |
10,449.20 |
9,959.58 |
8,731.35 |
|
R2 |
9,430.43 |
9,430.43 |
8,637.96 |
|
R1 |
8,940.81 |
8,940.81 |
8,544.58 |
8,676.24 |
PP |
8,411.66 |
8,411.66 |
8,411.66 |
8,279.37 |
S1 |
7,922.04 |
7,922.04 |
8,357.80 |
7,657.47 |
S2 |
7,392.89 |
7,392.89 |
8,264.42 |
|
S3 |
6,374.12 |
6,903.27 |
8,171.03 |
|
S4 |
5,355.35 |
5,884.50 |
7,890.87 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,206.24 |
14,768.96 |
9,793.33 |
|
R3 |
13,765.99 |
12,328.71 |
9,122.26 |
|
R2 |
11,325.74 |
11,325.74 |
8,898.57 |
|
R1 |
9,888.46 |
9,888.46 |
8,674.88 |
9,386.98 |
PP |
8,885.49 |
8,885.49 |
8,885.49 |
8,634.74 |
S1 |
7,448.21 |
7,448.21 |
8,227.50 |
6,946.73 |
S2 |
6,445.24 |
6,445.24 |
8,003.81 |
|
S3 |
4,004.99 |
5,007.96 |
7,780.12 |
|
S4 |
1,564.74 |
2,567.71 |
7,109.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,322.76 |
7,882.51 |
2,440.25 |
28.9% |
761.16 |
9.0% |
23% |
False |
True |
|
10 |
11,139.94 |
7,882.51 |
3,257.43 |
38.5% |
620.04 |
7.3% |
17% |
False |
True |
|
20 |
11,483.05 |
7,882.51 |
3,600.54 |
42.6% |
503.63 |
6.0% |
16% |
False |
True |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
46.2% |
361.25 |
4.3% |
15% |
False |
True |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
47.1% |
310.92 |
3.7% |
14% |
False |
True |
|
80 |
12,114.79 |
7,882.51 |
4,232.28 |
50.1% |
288.11 |
3.4% |
13% |
False |
True |
|
100 |
12,862.47 |
7,882.51 |
4,979.96 |
58.9% |
265.81 |
3.1% |
11% |
False |
True |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
62.2% |
248.22 |
2.9% |
11% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,231.05 |
2.618 |
11,568.42 |
1.618 |
10,549.65 |
1.000 |
9,920.05 |
0.618 |
9,530.88 |
HIGH |
8,901.28 |
0.618 |
8,512.11 |
0.500 |
8,391.90 |
0.382 |
8,271.68 |
LOW |
7,882.51 |
0.618 |
7,252.91 |
1.000 |
6,863.74 |
1.618 |
6,234.14 |
2.618 |
5,215.37 |
4.250 |
3,552.74 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,431.43 |
8,755.29 |
PP |
8,411.66 |
8,653.92 |
S1 |
8,391.90 |
8,552.56 |
|