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 |
1,281.75 |
1,297.50 |
15.75 |
1.2% |
1,478.00 |
High |
1,326.25 |
1,459.50 |
133.25 |
10.0% |
1,480.00 |
Low |
1,198.25 |
1,297.50 |
99.25 |
8.3% |
1,198.25 |
Close |
1,282.50 |
1,458.50 |
176.00 |
13.7% |
1,282.50 |
Range |
128.00 |
162.00 |
34.00 |
26.6% |
281.75 |
ATR |
85.88 |
92.39 |
6.51 |
7.6% |
0.00 |
Volume |
596,728 |
829,115 |
232,387 |
38.9% |
3,070,928 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.25 |
1,836.75 |
1,547.50 |
|
R3 |
1,729.25 |
1,674.75 |
1,503.00 |
|
R2 |
1,567.25 |
1,567.25 |
1,488.25 |
|
R1 |
1,512.75 |
1,512.75 |
1,473.25 |
1,540.00 |
PP |
1,405.25 |
1,405.25 |
1,405.25 |
1,418.75 |
S1 |
1,350.75 |
1,350.75 |
1,443.75 |
1,378.00 |
S2 |
1,243.25 |
1,243.25 |
1,428.75 |
|
S3 |
1,081.25 |
1,188.75 |
1,414.00 |
|
S4 |
919.25 |
1,026.75 |
1,369.50 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,165.50 |
2,005.75 |
1,437.50 |
|
R3 |
1,883.75 |
1,724.00 |
1,360.00 |
|
R2 |
1,602.00 |
1,602.00 |
1,334.25 |
|
R1 |
1,442.25 |
1,442.25 |
1,308.25 |
1,381.25 |
PP |
1,320.25 |
1,320.25 |
1,320.25 |
1,289.75 |
S1 |
1,160.50 |
1,160.50 |
1,256.75 |
1,099.50 |
S2 |
1,038.50 |
1,038.50 |
1,230.75 |
|
S3 |
756.75 |
878.75 |
1,205.00 |
|
S4 |
475.00 |
597.00 |
1,127.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,459.50 |
1,198.25 |
261.25 |
17.9% |
124.25 |
8.5% |
100% |
True |
False |
679,667 |
10 |
1,605.75 |
1,198.25 |
407.50 |
27.9% |
108.75 |
7.5% |
64% |
False |
False |
567,148 |
20 |
1,801.50 |
1,198.25 |
603.25 |
41.4% |
96.25 |
6.6% |
43% |
False |
False |
555,657 |
40 |
1,985.25 |
1,198.25 |
787.00 |
54.0% |
69.75 |
4.8% |
33% |
False |
False |
298,328 |
60 |
1,985.25 |
1,198.25 |
787.00 |
54.0% |
60.50 |
4.2% |
33% |
False |
False |
199,024 |
80 |
1,985.25 |
1,198.25 |
787.00 |
54.0% |
56.75 |
3.9% |
33% |
False |
False |
149,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,148.00 |
2.618 |
1,883.50 |
1.618 |
1,721.50 |
1.000 |
1,621.50 |
0.618 |
1,559.50 |
HIGH |
1,459.50 |
0.618 |
1,397.50 |
0.500 |
1,378.50 |
0.382 |
1,359.50 |
LOW |
1,297.50 |
0.618 |
1,197.50 |
1.000 |
1,135.50 |
1.618 |
1,035.50 |
2.618 |
873.50 |
4.250 |
609.00 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,431.75 |
1,415.25 |
PP |
1,405.25 |
1,372.00 |
S1 |
1,378.50 |
1,329.00 |
|