Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,314.00 |
1,364.25 |
50.25 |
3.8% |
1,297.50 |
High |
1,363.25 |
1,364.25 |
1.00 |
0.1% |
1,499.00 |
Low |
1,291.00 |
1,280.50 |
-10.50 |
-0.8% |
1,191.25 |
Close |
1,360.00 |
1,292.50 |
-67.50 |
-5.0% |
1,311.00 |
Range |
72.25 |
83.75 |
11.50 |
15.9% |
307.75 |
ATR |
101.37 |
100.11 |
-1.26 |
-1.2% |
0.00 |
Volume |
585,775 |
382,889 |
-202,886 |
-34.6% |
3,288,541 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.75 |
1,511.75 |
1,338.50 |
|
R3 |
1,480.00 |
1,428.00 |
1,315.50 |
|
R2 |
1,396.25 |
1,396.25 |
1,307.75 |
|
R1 |
1,344.25 |
1,344.25 |
1,300.25 |
1,328.50 |
PP |
1,312.50 |
1,312.50 |
1,312.50 |
1,304.50 |
S1 |
1,260.50 |
1,260.50 |
1,284.75 |
1,244.50 |
S2 |
1,228.75 |
1,228.75 |
1,277.25 |
|
S3 |
1,145.00 |
1,176.75 |
1,269.50 |
|
S4 |
1,061.25 |
1,093.00 |
1,246.50 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,257.00 |
2,091.75 |
1,480.25 |
|
R3 |
1,949.25 |
1,784.00 |
1,395.75 |
|
R2 |
1,641.50 |
1,641.50 |
1,367.50 |
|
R1 |
1,476.25 |
1,476.25 |
1,339.25 |
1,559.00 |
PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,375.00 |
S1 |
1,168.50 |
1,168.50 |
1,282.75 |
1,251.00 |
S2 |
1,026.00 |
1,026.00 |
1,254.50 |
|
S3 |
718.25 |
860.75 |
1,226.25 |
|
S4 |
410.50 |
553.00 |
1,141.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,391.25 |
1,191.25 |
200.00 |
15.5% |
112.00 |
8.7% |
51% |
False |
False |
588,877 |
10 |
1,499.00 |
1,191.25 |
307.75 |
23.8% |
122.00 |
9.4% |
33% |
False |
False |
616,108 |
20 |
1,714.25 |
1,191.25 |
523.00 |
40.5% |
106.25 |
8.2% |
19% |
False |
False |
529,831 |
40 |
1,937.75 |
1,191.25 |
746.50 |
57.8% |
82.00 |
6.4% |
14% |
False |
False |
383,941 |
60 |
1,985.25 |
1,191.25 |
794.00 |
61.4% |
68.50 |
5.3% |
13% |
False |
False |
256,102 |
80 |
1,985.25 |
1,191.25 |
794.00 |
61.4% |
62.75 |
4.9% |
13% |
False |
False |
192,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,720.25 |
2.618 |
1,583.50 |
1.618 |
1,499.75 |
1.000 |
1,448.00 |
0.618 |
1,416.00 |
HIGH |
1,364.25 |
0.618 |
1,332.25 |
0.500 |
1,322.50 |
0.382 |
1,312.50 |
LOW |
1,280.50 |
0.618 |
1,228.75 |
1.000 |
1,196.75 |
1.618 |
1,145.00 |
2.618 |
1,061.25 |
4.250 |
924.50 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,322.50 |
1,320.50 |
PP |
1,312.50 |
1,311.00 |
S1 |
1,302.50 |
1,301.75 |
|