Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,955.42 |
9,437.23 |
-518.19 |
-5.2% |
11,139.62 |
High |
10,124.03 |
9,628.07 |
-495.96 |
-4.9% |
11,139.94 |
Low |
9,436.67 |
9,194.78 |
-241.89 |
-2.6% |
10,310.25 |
Close |
9,447.11 |
9,258.10 |
-189.01 |
-2.0% |
10,325.38 |
Range |
687.36 |
433.29 |
-254.07 |
-37.0% |
829.69 |
ATR |
409.54 |
411.24 |
1.70 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,660.19 |
10,392.43 |
9,496.41 |
|
R3 |
10,226.90 |
9,959.14 |
9,377.25 |
|
R2 |
9,793.61 |
9,793.61 |
9,337.54 |
|
R1 |
9,525.85 |
9,525.85 |
9,297.82 |
9,443.09 |
PP |
9,360.32 |
9,360.32 |
9,360.32 |
9,318.93 |
S1 |
9,092.56 |
9,092.56 |
9,218.38 |
9,009.80 |
S2 |
8,927.03 |
8,927.03 |
9,178.66 |
|
S3 |
8,493.74 |
8,659.27 |
9,138.95 |
|
S4 |
8,060.45 |
8,225.98 |
9,019.79 |
|
|
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 |
10,825.54 |
9,194.78 |
1,630.76 |
17.6% |
558.02 |
6.0% |
4% |
False |
True |
|
10 |
11,168.06 |
9,194.78 |
1,973.28 |
21.3% |
491.41 |
5.3% |
3% |
False |
True |
|
20 |
11,483.05 |
9,194.78 |
2,288.27 |
24.7% |
435.57 |
4.7% |
3% |
False |
True |
|
40 |
11,790.17 |
9,194.78 |
2,595.39 |
28.0% |
325.25 |
3.5% |
2% |
False |
True |
|
60 |
11,867.11 |
9,194.78 |
2,672.33 |
28.9% |
288.84 |
3.1% |
2% |
False |
True |
|
80 |
12,322.82 |
9,194.78 |
3,128.04 |
33.8% |
268.73 |
2.9% |
2% |
False |
True |
|
100 |
13,136.69 |
9,194.78 |
3,941.91 |
42.6% |
251.10 |
2.7% |
2% |
False |
True |
|
120 |
13,136.69 |
9,194.78 |
3,941.91 |
42.6% |
234.73 |
2.5% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,469.55 |
2.618 |
10,762.42 |
1.618 |
10,329.13 |
1.000 |
10,061.36 |
0.618 |
9,895.84 |
HIGH |
9,628.07 |
0.618 |
9,462.55 |
0.500 |
9,411.43 |
0.382 |
9,360.30 |
LOW |
9,194.78 |
0.618 |
8,927.01 |
1.000 |
8,761.49 |
1.618 |
8,493.72 |
2.618 |
8,060.43 |
4.250 |
7,353.30 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,411.43 |
9,758.77 |
PP |
9,360.32 |
9,591.88 |
S1 |
9,309.21 |
9,424.99 |
|