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 |
1,290.00 |
1,246.00 |
-44.00 |
-3.4% |
1,297.50 |
High |
1,324.00 |
1,265.50 |
-58.50 |
-4.4% |
1,499.00 |
Low |
1,208.25 |
1,175.75 |
-32.50 |
-2.7% |
1,191.25 |
Close |
1,248.00 |
1,253.50 |
5.50 |
0.4% |
1,311.00 |
Range |
115.75 |
89.75 |
-26.00 |
-22.5% |
307.75 |
ATR |
101.23 |
100.41 |
-0.82 |
-0.8% |
0.00 |
Volume |
427,559 |
508,040 |
80,481 |
18.8% |
3,288,541 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.75 |
1,467.00 |
1,302.75 |
|
R3 |
1,411.00 |
1,377.25 |
1,278.25 |
|
R2 |
1,321.25 |
1,321.25 |
1,270.00 |
|
R1 |
1,287.50 |
1,287.50 |
1,261.75 |
1,304.50 |
PP |
1,231.50 |
1,231.50 |
1,231.50 |
1,240.00 |
S1 |
1,197.75 |
1,197.75 |
1,245.25 |
1,214.50 |
S2 |
1,141.75 |
1,141.75 |
1,237.00 |
|
S3 |
1,052.00 |
1,108.00 |
1,228.75 |
|
S4 |
962.25 |
1,018.25 |
1,204.25 |
|
|
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 |
1,175.75 |
196.00 |
15.6% |
92.75 |
7.4% |
40% |
False |
True |
538,285 |
10 |
1,499.00 |
1,175.75 |
323.25 |
25.8% |
120.25 |
9.6% |
24% |
False |
True |
578,953 |
20 |
1,688.00 |
1,175.75 |
512.25 |
40.9% |
112.25 |
9.0% |
15% |
False |
True |
537,744 |
40 |
1,930.75 |
1,175.75 |
755.00 |
60.2% |
85.50 |
6.8% |
10% |
False |
True |
407,314 |
60 |
1,985.25 |
1,175.75 |
809.50 |
64.6% |
70.25 |
5.6% |
10% |
False |
True |
271,689 |
80 |
1,985.25 |
1,175.75 |
809.50 |
64.6% |
64.25 |
5.1% |
10% |
False |
True |
203,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,647.00 |
2.618 |
1,500.50 |
1.618 |
1,410.75 |
1.000 |
1,355.25 |
0.618 |
1,321.00 |
HIGH |
1,265.50 |
0.618 |
1,231.25 |
0.500 |
1,220.50 |
0.382 |
1,210.00 |
LOW |
1,175.75 |
0.618 |
1,120.25 |
1.000 |
1,086.00 |
1.618 |
1,030.50 |
2.618 |
940.75 |
4.250 |
794.25 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,242.50 |
1,270.00 |
PP |
1,231.50 |
1,264.50 |
S1 |
1,220.50 |
1,259.00 |
|