Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,462.42 |
9,388.97 |
926.55 |
10.9% |
10,322.52 |
High |
9,427.99 |
9,794.37 |
366.38 |
3.9% |
10,322.76 |
Low |
8,462.18 |
9,085.43 |
623.25 |
7.4% |
7,882.51 |
Close |
9,387.61 |
9,310.99 |
-76.62 |
-0.8% |
8,451.19 |
Range |
965.81 |
708.94 |
-256.87 |
-26.6% |
2,440.25 |
ATR |
520.12 |
533.61 |
13.49 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,523.75 |
11,126.31 |
9,700.91 |
|
R3 |
10,814.81 |
10,417.37 |
9,505.95 |
|
R2 |
10,105.87 |
10,105.87 |
9,440.96 |
|
R1 |
9,708.43 |
9,708.43 |
9,375.98 |
9,552.68 |
PP |
9,396.93 |
9,396.93 |
9,396.93 |
9,319.06 |
S1 |
8,999.49 |
8,999.49 |
9,246.00 |
8,843.74 |
S2 |
8,687.99 |
8,687.99 |
9,181.02 |
|
S3 |
7,979.05 |
8,290.55 |
9,116.03 |
|
S4 |
7,270.11 |
7,581.61 |
8,921.07 |
|
|
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 |
9,794.37 |
7,882.51 |
1,911.86 |
20.5% |
799.15 |
8.6% |
75% |
True |
False |
|
10 |
10,882.52 |
7,882.51 |
3,000.01 |
32.2% |
660.32 |
7.1% |
48% |
False |
False |
|
20 |
11,483.05 |
7,882.51 |
3,600.54 |
38.7% |
544.89 |
5.9% |
40% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
42.0% |
393.96 |
4.2% |
37% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
42.8% |
334.42 |
3.6% |
36% |
False |
False |
|
80 |
11,924.19 |
7,882.51 |
4,041.68 |
43.4% |
304.30 |
3.3% |
35% |
False |
False |
|
100 |
12,726.66 |
7,882.51 |
4,844.15 |
52.0% |
278.88 |
3.0% |
29% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
56.4% |
259.10 |
2.8% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,807.37 |
2.618 |
11,650.37 |
1.618 |
10,941.43 |
1.000 |
10,503.31 |
0.618 |
10,232.49 |
HIGH |
9,794.37 |
0.618 |
9,523.55 |
0.500 |
9,439.90 |
0.382 |
9,356.25 |
LOW |
9,085.43 |
0.618 |
8,647.31 |
1.000 |
8,376.49 |
1.618 |
7,938.37 |
2.618 |
7,229.43 |
4.250 |
6,072.44 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,439.90 |
9,153.47 |
PP |
9,396.93 |
8,995.96 |
S1 |
9,353.96 |
8,838.44 |
|