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 |
1,409.00 |
1,342.00 |
-67.00 |
-4.8% |
1,680.75 |
High |
1,440.00 |
1,393.25 |
-46.75 |
-3.2% |
1,688.00 |
Low |
1,332.25 |
1,280.75 |
-51.50 |
-3.9% |
1,474.75 |
Close |
1,336.50 |
1,320.00 |
-16.50 |
-1.2% |
1,477.50 |
Range |
107.75 |
112.50 |
4.75 |
4.4% |
213.25 |
ATR |
78.04 |
80.50 |
2.46 |
3.2% |
0.00 |
Volume |
665,348 |
586,337 |
-79,011 |
-11.9% |
2,134,785 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.75 |
1,607.00 |
1,382.00 |
|
R3 |
1,556.25 |
1,494.50 |
1,351.00 |
|
R2 |
1,443.75 |
1,443.75 |
1,340.50 |
|
R1 |
1,382.00 |
1,382.00 |
1,330.25 |
1,356.50 |
PP |
1,331.25 |
1,331.25 |
1,331.25 |
1,318.75 |
S1 |
1,269.50 |
1,269.50 |
1,309.75 |
1,244.00 |
S2 |
1,218.75 |
1,218.75 |
1,299.50 |
|
S3 |
1,106.25 |
1,157.00 |
1,289.00 |
|
S4 |
993.75 |
1,044.50 |
1,258.00 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,186.50 |
2,045.25 |
1,594.75 |
|
R3 |
1,973.25 |
1,832.00 |
1,536.25 |
|
R2 |
1,760.00 |
1,760.00 |
1,516.50 |
|
R1 |
1,618.75 |
1,618.75 |
1,497.00 |
1,582.75 |
PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,528.75 |
S1 |
1,405.50 |
1,405.50 |
1,458.00 |
1,369.50 |
S2 |
1,333.50 |
1,333.50 |
1,438.50 |
|
S3 |
1,120.25 |
1,192.25 |
1,418.75 |
|
S4 |
907.00 |
979.00 |
1,360.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,590.75 |
1,280.75 |
310.00 |
23.5% |
107.75 |
8.2% |
13% |
False |
True |
497,885 |
10 |
1,714.25 |
1,280.75 |
433.50 |
32.8% |
98.50 |
7.5% |
9% |
False |
True |
459,881 |
20 |
1,801.50 |
1,280.75 |
520.75 |
39.5% |
84.25 |
6.4% |
8% |
False |
True |
488,399 |
40 |
1,985.25 |
1,280.75 |
704.50 |
53.4% |
62.25 |
4.7% |
6% |
False |
True |
244,690 |
60 |
1,985.25 |
1,280.75 |
704.50 |
53.4% |
56.75 |
4.3% |
6% |
False |
True |
163,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.50 |
2.618 |
1,687.75 |
1.618 |
1,575.25 |
1.000 |
1,505.75 |
0.618 |
1,462.75 |
HIGH |
1,393.25 |
0.618 |
1,350.25 |
0.500 |
1,337.00 |
0.382 |
1,323.75 |
LOW |
1,280.75 |
0.618 |
1,211.25 |
1.000 |
1,168.25 |
1.618 |
1,098.75 |
2.618 |
986.25 |
4.250 |
802.50 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,337.00 |
1,380.50 |
PP |
1,331.25 |
1,360.25 |
S1 |
1,325.75 |
1,340.00 |
|