Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,378.50 |
1,234.00 |
-144.50 |
-10.5% |
1,478.00 |
High |
1,391.25 |
1,330.75 |
-60.50 |
-4.3% |
1,480.00 |
Low |
1,229.00 |
1,191.25 |
-37.75 |
-3.1% |
1,198.25 |
Close |
1,229.00 |
1,323.00 |
94.00 |
7.6% |
1,282.50 |
Range |
162.25 |
139.50 |
-22.75 |
-14.0% |
281.75 |
ATR |
100.92 |
103.68 |
2.76 |
2.7% |
0.00 |
Volume |
629,280 |
559,282 |
-69,998 |
-11.1% |
3,070,928 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,700.25 |
1,651.00 |
1,399.75 |
|
R3 |
1,560.75 |
1,511.50 |
1,361.25 |
|
R2 |
1,421.25 |
1,421.25 |
1,348.50 |
|
R1 |
1,372.00 |
1,372.00 |
1,335.75 |
1,396.50 |
PP |
1,281.75 |
1,281.75 |
1,281.75 |
1,294.00 |
S1 |
1,232.50 |
1,232.50 |
1,310.25 |
1,257.00 |
S2 |
1,142.25 |
1,142.25 |
1,297.50 |
|
S3 |
1,002.75 |
1,093.00 |
1,284.75 |
|
S4 |
863.25 |
953.50 |
1,246.25 |
|
|
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 |
1,499.00 |
1,191.25 |
307.75 |
23.3% |
147.50 |
11.1% |
43% |
False |
True |
619,621 |
10 |
1,561.75 |
1,191.25 |
370.50 |
28.0% |
129.25 |
9.8% |
36% |
False |
True |
594,802 |
20 |
1,801.50 |
1,191.25 |
610.25 |
46.1% |
105.25 |
8.0% |
22% |
False |
True |
540,524 |
40 |
1,950.00 |
1,191.25 |
758.75 |
57.4% |
78.00 |
5.9% |
17% |
False |
True |
340,107 |
60 |
1,985.25 |
1,191.25 |
794.00 |
60.0% |
66.50 |
5.0% |
17% |
False |
True |
226,876 |
80 |
1,985.25 |
1,191.25 |
794.00 |
60.0% |
61.50 |
4.6% |
17% |
False |
True |
170,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.50 |
2.618 |
1,696.00 |
1.618 |
1,556.50 |
1.000 |
1,470.25 |
0.618 |
1,417.00 |
HIGH |
1,330.75 |
0.618 |
1,277.50 |
0.500 |
1,261.00 |
0.382 |
1,244.50 |
LOW |
1,191.25 |
0.618 |
1,105.00 |
1.000 |
1,051.75 |
1.618 |
965.50 |
2.618 |
826.00 |
4.250 |
598.50 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,302.25 |
1,345.00 |
PP |
1,281.75 |
1,337.75 |
S1 |
1,261.00 |
1,330.50 |
|