Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,568.67 |
8,462.42 |
-106.25 |
-1.2% |
10,322.52 |
High |
8,901.28 |
9,427.99 |
526.71 |
5.9% |
10,322.76 |
Low |
7,882.51 |
8,462.18 |
579.67 |
7.4% |
7,882.51 |
Close |
8,451.19 |
9,387.61 |
936.42 |
11.1% |
8,451.19 |
Range |
1,018.77 |
965.81 |
-52.96 |
-5.2% |
2,440.25 |
ATR |
484.99 |
520.12 |
35.13 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,990.02 |
11,654.63 |
9,918.81 |
|
R3 |
11,024.21 |
10,688.82 |
9,653.21 |
|
R2 |
10,058.40 |
10,058.40 |
9,564.68 |
|
R1 |
9,723.01 |
9,723.01 |
9,476.14 |
9,890.71 |
PP |
9,092.59 |
9,092.59 |
9,092.59 |
9,176.44 |
S1 |
8,757.20 |
8,757.20 |
9,299.08 |
8,924.90 |
S2 |
8,126.78 |
8,126.78 |
9,210.54 |
|
S3 |
7,160.97 |
7,791.39 |
9,122.01 |
|
S4 |
6,195.16 |
6,825.58 |
8,856.41 |
|
|
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 |
10,124.03 |
7,882.51 |
2,241.52 |
23.9% |
794.84 |
8.5% |
67% |
False |
False |
|
10 |
10,882.52 |
7,882.51 |
3,000.01 |
32.0% |
639.17 |
6.8% |
50% |
False |
False |
|
20 |
11,483.05 |
7,882.51 |
3,600.54 |
38.4% |
526.97 |
5.6% |
42% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
41.6% |
382.64 |
4.1% |
39% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
42.4% |
324.87 |
3.5% |
38% |
False |
False |
|
80 |
12,062.19 |
7,882.51 |
4,179.68 |
44.5% |
298.48 |
3.2% |
36% |
False |
False |
|
100 |
12,726.66 |
7,882.51 |
4,844.15 |
51.6% |
272.58 |
2.9% |
31% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
56.0% |
255.15 |
2.7% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,532.68 |
2.618 |
11,956.48 |
1.618 |
10,990.67 |
1.000 |
10,393.80 |
0.618 |
10,024.86 |
HIGH |
9,427.99 |
0.618 |
9,059.05 |
0.500 |
8,945.09 |
0.382 |
8,831.12 |
LOW |
8,462.18 |
0.618 |
7,865.31 |
1.000 |
7,496.37 |
1.618 |
6,899.50 |
2.618 |
5,933.69 |
4.250 |
4,357.49 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,240.10 |
9,146.85 |
PP |
9,092.59 |
8,906.09 |
S1 |
8,945.09 |
8,665.33 |
|