Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,246.00 |
1,249.75 |
3.75 |
0.3% |
1,314.00 |
High |
1,265.50 |
1,254.75 |
-10.75 |
-0.8% |
1,364.25 |
Low |
1,175.75 |
1,149.75 |
-26.00 |
-2.2% |
1,149.75 |
Close |
1,253.50 |
1,191.50 |
-62.00 |
-4.9% |
1,191.50 |
Range |
89.75 |
105.00 |
15.25 |
17.0% |
214.50 |
ATR |
100.41 |
100.74 |
0.33 |
0.3% |
0.00 |
Volume |
508,040 |
585,868 |
77,828 |
15.3% |
2,490,131 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.75 |
1,457.50 |
1,249.25 |
|
R3 |
1,408.75 |
1,352.50 |
1,220.50 |
|
R2 |
1,303.75 |
1,303.75 |
1,210.75 |
|
R1 |
1,247.50 |
1,247.50 |
1,201.00 |
1,223.00 |
PP |
1,198.75 |
1,198.75 |
1,198.75 |
1,186.50 |
S1 |
1,142.50 |
1,142.50 |
1,182.00 |
1,118.00 |
S2 |
1,093.75 |
1,093.75 |
1,172.25 |
|
S3 |
988.75 |
1,037.50 |
1,162.50 |
|
S4 |
883.75 |
932.50 |
1,133.75 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.75 |
1,749.50 |
1,309.50 |
|
R3 |
1,664.25 |
1,535.00 |
1,250.50 |
|
R2 |
1,449.75 |
1,449.75 |
1,230.75 |
|
R1 |
1,320.50 |
1,320.50 |
1,211.25 |
1,278.00 |
PP |
1,235.25 |
1,235.25 |
1,235.25 |
1,213.75 |
S1 |
1,106.00 |
1,106.00 |
1,171.75 |
1,063.50 |
S2 |
1,020.75 |
1,020.75 |
1,152.25 |
|
S3 |
806.25 |
891.50 |
1,132.50 |
|
S4 |
591.75 |
677.00 |
1,073.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,364.25 |
1,149.75 |
214.50 |
18.0% |
93.25 |
7.8% |
19% |
False |
True |
498,026 |
10 |
1,499.00 |
1,149.75 |
349.25 |
29.3% |
118.00 |
9.9% |
12% |
False |
True |
577,867 |
20 |
1,688.00 |
1,149.75 |
538.25 |
45.2% |
115.00 |
9.6% |
8% |
False |
True |
549,219 |
40 |
1,930.75 |
1,149.75 |
781.00 |
65.5% |
87.25 |
7.3% |
5% |
False |
True |
421,952 |
60 |
1,985.25 |
1,149.75 |
835.50 |
70.1% |
71.50 |
6.0% |
5% |
False |
True |
281,450 |
80 |
1,985.25 |
1,149.75 |
835.50 |
70.1% |
64.75 |
5.4% |
5% |
False |
True |
211,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.00 |
2.618 |
1,529.75 |
1.618 |
1,424.75 |
1.000 |
1,359.75 |
0.618 |
1,319.75 |
HIGH |
1,254.75 |
0.618 |
1,214.75 |
0.500 |
1,202.25 |
0.382 |
1,189.75 |
LOW |
1,149.75 |
0.618 |
1,084.75 |
1.000 |
1,044.75 |
1.618 |
979.75 |
2.618 |
874.75 |
4.250 |
703.50 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,202.25 |
1,237.00 |
PP |
1,198.75 |
1,221.75 |
S1 |
1,195.00 |
1,206.50 |
|