Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,249.75 |
1,190.75 |
-59.00 |
-4.7% |
1,314.00 |
High |
1,254.75 |
1,228.50 |
-26.25 |
-2.1% |
1,364.25 |
Low |
1,149.75 |
1,136.75 |
-13.00 |
-1.1% |
1,149.75 |
Close |
1,191.50 |
1,162.00 |
-29.50 |
-2.5% |
1,191.50 |
Range |
105.00 |
91.75 |
-13.25 |
-12.6% |
214.50 |
ATR |
100.74 |
100.10 |
-0.64 |
-0.6% |
0.00 |
Volume |
585,868 |
530,487 |
-55,381 |
-9.5% |
2,490,131 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.00 |
1,398.25 |
1,212.50 |
|
R3 |
1,359.25 |
1,306.50 |
1,187.25 |
|
R2 |
1,267.50 |
1,267.50 |
1,178.75 |
|
R1 |
1,214.75 |
1,214.75 |
1,170.50 |
1,195.25 |
PP |
1,175.75 |
1,175.75 |
1,175.75 |
1,166.00 |
S1 |
1,123.00 |
1,123.00 |
1,153.50 |
1,103.50 |
S2 |
1,084.00 |
1,084.00 |
1,145.25 |
|
S3 |
992.25 |
1,031.25 |
1,136.75 |
|
S4 |
900.50 |
939.50 |
1,111.50 |
|
|
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 |
1,136.75 |
227.50 |
19.6% |
97.25 |
8.4% |
11% |
False |
True |
486,968 |
10 |
1,499.00 |
1,136.75 |
362.25 |
31.2% |
110.75 |
9.5% |
7% |
False |
True |
548,004 |
20 |
1,605.75 |
1,136.75 |
469.00 |
40.4% |
109.75 |
9.4% |
5% |
False |
True |
557,576 |
40 |
1,922.50 |
1,136.75 |
785.75 |
67.6% |
88.75 |
7.6% |
3% |
False |
True |
435,210 |
60 |
1,985.25 |
1,136.75 |
848.50 |
73.0% |
72.25 |
6.2% |
3% |
False |
True |
290,289 |
80 |
1,985.25 |
1,136.75 |
848.50 |
73.0% |
65.50 |
5.6% |
3% |
False |
True |
217,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,618.50 |
2.618 |
1,468.75 |
1.618 |
1,377.00 |
1.000 |
1,320.25 |
0.618 |
1,285.25 |
HIGH |
1,228.50 |
0.618 |
1,193.50 |
0.500 |
1,182.50 |
0.382 |
1,171.75 |
LOW |
1,136.75 |
0.618 |
1,080.00 |
1.000 |
1,045.00 |
1.618 |
988.25 |
2.618 |
896.50 |
4.250 |
746.75 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,182.50 |
1,201.00 |
PP |
1,175.75 |
1,188.00 |
S1 |
1,169.00 |
1,175.00 |
|