Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,130.0 |
4,047.0 |
-83.0 |
-2.0% |
4,184.5 |
High |
4,211.5 |
4,119.0 |
-92.5 |
-2.2% |
4,555.0 |
Low |
3,855.0 |
3,860.0 |
5.0 |
0.1% |
3,811.0 |
Close |
4,033.5 |
4,073.0 |
39.5 |
1.0% |
4,035.0 |
Range |
356.5 |
259.0 |
-97.5 |
-27.3% |
744.0 |
ATR |
319.0 |
314.7 |
-4.3 |
-1.3% |
0.0 |
Volume |
158,707 |
157,619 |
-1,088 |
-0.7% |
1,404,861 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,794.5 |
4,692.5 |
4,215.5 |
|
R3 |
4,535.5 |
4,433.5 |
4,144.0 |
|
R2 |
4,276.5 |
4,276.5 |
4,120.5 |
|
R1 |
4,174.5 |
4,174.5 |
4,096.5 |
4,225.5 |
PP |
4,017.5 |
4,017.5 |
4,017.5 |
4,043.0 |
S1 |
3,915.5 |
3,915.5 |
4,049.5 |
3,966.5 |
S2 |
3,758.5 |
3,758.5 |
4,025.5 |
|
S3 |
3,499.5 |
3,656.5 |
4,002.0 |
|
S4 |
3,240.5 |
3,397.5 |
3,930.5 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,365.5 |
5,944.5 |
4,444.0 |
|
R3 |
5,621.5 |
5,200.5 |
4,239.5 |
|
R2 |
4,877.5 |
4,877.5 |
4,171.5 |
|
R1 |
4,456.5 |
4,456.5 |
4,103.0 |
4,295.0 |
PP |
4,133.5 |
4,133.5 |
4,133.5 |
4,053.0 |
S1 |
3,712.5 |
3,712.5 |
3,967.0 |
3,551.0 |
S2 |
3,389.5 |
3,389.5 |
3,898.5 |
|
S3 |
2,645.5 |
2,968.5 |
3,830.5 |
|
S4 |
1,901.5 |
2,224.5 |
3,626.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,378.0 |
3,855.0 |
523.0 |
12.8% |
299.5 |
7.4% |
42% |
False |
False |
187,695 |
10 |
4,555.0 |
3,811.0 |
744.0 |
18.3% |
329.5 |
8.1% |
35% |
False |
False |
229,031 |
20 |
5,185.0 |
3,811.0 |
1,374.0 |
33.7% |
322.0 |
7.9% |
19% |
False |
False |
209,471 |
40 |
5,690.0 |
3,811.0 |
1,879.0 |
46.1% |
236.5 |
5.8% |
14% |
False |
False |
146,408 |
60 |
5,690.0 |
3,811.0 |
1,879.0 |
46.1% |
186.0 |
4.6% |
14% |
False |
False |
97,740 |
80 |
5,690.0 |
3,811.0 |
1,879.0 |
46.1% |
159.0 |
3.9% |
14% |
False |
False |
73,352 |
100 |
6,085.0 |
3,811.0 |
2,274.0 |
55.8% |
136.0 |
3.3% |
12% |
False |
False |
58,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,220.0 |
2.618 |
4,797.0 |
1.618 |
4,538.0 |
1.000 |
4,378.0 |
0.618 |
4,279.0 |
HIGH |
4,119.0 |
0.618 |
4,020.0 |
0.500 |
3,989.5 |
0.382 |
3,959.0 |
LOW |
3,860.0 |
0.618 |
3,700.0 |
1.000 |
3,601.0 |
1.618 |
3,441.0 |
2.618 |
3,182.0 |
4.250 |
2,759.0 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,045.0 |
4,109.0 |
PP |
4,017.5 |
4,097.0 |
S1 |
3,989.5 |
4,085.0 |
|