Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,364.25 |
1,290.00 |
-74.25 |
-5.4% |
1,297.50 |
High |
1,364.25 |
1,324.00 |
-40.25 |
-3.0% |
1,499.00 |
Low |
1,280.50 |
1,208.25 |
-72.25 |
-5.6% |
1,191.25 |
Close |
1,292.50 |
1,248.00 |
-44.50 |
-3.4% |
1,311.00 |
Range |
83.75 |
115.75 |
32.00 |
38.2% |
307.75 |
ATR |
100.11 |
101.23 |
1.12 |
1.1% |
0.00 |
Volume |
382,889 |
427,559 |
44,670 |
11.7% |
3,288,541 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.25 |
1,543.50 |
1,311.75 |
|
R3 |
1,491.50 |
1,427.75 |
1,279.75 |
|
R2 |
1,375.75 |
1,375.75 |
1,269.25 |
|
R1 |
1,312.00 |
1,312.00 |
1,258.50 |
1,286.00 |
PP |
1,260.00 |
1,260.00 |
1,260.00 |
1,247.00 |
S1 |
1,196.25 |
1,196.25 |
1,237.50 |
1,170.25 |
S2 |
1,144.25 |
1,144.25 |
1,226.75 |
|
S3 |
1,028.50 |
1,080.50 |
1,216.25 |
|
S4 |
912.75 |
964.75 |
1,184.25 |
|
|
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 |
1,371.75 |
1,191.25 |
180.50 |
14.5% |
102.75 |
8.2% |
31% |
False |
False |
548,533 |
10 |
1,499.00 |
1,191.25 |
307.75 |
24.7% |
122.25 |
9.8% |
18% |
False |
False |
600,230 |
20 |
1,714.25 |
1,191.25 |
523.00 |
41.9% |
110.25 |
8.8% |
11% |
False |
False |
530,055 |
40 |
1,930.75 |
1,191.25 |
739.50 |
59.3% |
84.00 |
6.7% |
8% |
False |
False |
394,619 |
60 |
1,985.25 |
1,191.25 |
794.00 |
63.6% |
69.50 |
5.6% |
7% |
False |
False |
263,224 |
80 |
1,985.25 |
1,191.25 |
794.00 |
63.6% |
63.75 |
5.1% |
7% |
False |
False |
197,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,816.00 |
2.618 |
1,627.00 |
1.618 |
1,511.25 |
1.000 |
1,439.75 |
0.618 |
1,395.50 |
HIGH |
1,324.00 |
0.618 |
1,279.75 |
0.500 |
1,266.00 |
0.382 |
1,252.50 |
LOW |
1,208.25 |
0.618 |
1,136.75 |
1.000 |
1,092.50 |
1.618 |
1,021.00 |
2.618 |
905.25 |
4.250 |
716.25 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,266.00 |
1,286.25 |
PP |
1,260.00 |
1,273.50 |
S1 |
1,254.00 |
1,260.75 |
|