Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,190.75 |
1,162.75 |
-28.00 |
-2.4% |
1,314.00 |
High |
1,228.50 |
1,309.00 |
80.50 |
6.6% |
1,364.25 |
Low |
1,136.75 |
1,151.25 |
14.50 |
1.3% |
1,149.75 |
Close |
1,162.00 |
1,308.00 |
146.00 |
12.6% |
1,191.50 |
Range |
91.75 |
157.75 |
66.00 |
71.9% |
214.50 |
ATR |
100.10 |
104.21 |
4.12 |
4.1% |
0.00 |
Volume |
530,487 |
394,574 |
-135,913 |
-25.6% |
2,490,131 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.25 |
1,676.50 |
1,394.75 |
|
R3 |
1,571.50 |
1,518.75 |
1,351.50 |
|
R2 |
1,413.75 |
1,413.75 |
1,337.00 |
|
R1 |
1,361.00 |
1,361.00 |
1,322.50 |
1,387.50 |
PP |
1,256.00 |
1,256.00 |
1,256.00 |
1,269.25 |
S1 |
1,203.25 |
1,203.25 |
1,293.50 |
1,229.50 |
S2 |
1,098.25 |
1,098.25 |
1,279.00 |
|
S3 |
940.50 |
1,045.50 |
1,264.50 |
|
S4 |
782.75 |
887.75 |
1,221.25 |
|
|
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 |
1,324.00 |
1,136.75 |
187.25 |
14.3% |
112.00 |
8.6% |
91% |
False |
False |
489,305 |
10 |
1,391.25 |
1,136.75 |
254.50 |
19.5% |
112.00 |
8.6% |
67% |
False |
False |
539,091 |
20 |
1,600.25 |
1,136.75 |
463.50 |
35.4% |
112.75 |
8.6% |
37% |
False |
False |
547,191 |
40 |
1,922.50 |
1,136.75 |
785.75 |
60.1% |
91.75 |
7.0% |
22% |
False |
False |
445,058 |
60 |
1,985.25 |
1,136.75 |
848.50 |
64.9% |
74.00 |
5.6% |
20% |
False |
False |
296,859 |
80 |
1,985.25 |
1,136.75 |
848.50 |
64.9% |
67.50 |
5.2% |
20% |
False |
False |
222,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.50 |
2.618 |
1,722.00 |
1.618 |
1,564.25 |
1.000 |
1,466.75 |
0.618 |
1,406.50 |
HIGH |
1,309.00 |
0.618 |
1,248.75 |
0.500 |
1,230.00 |
0.382 |
1,211.50 |
LOW |
1,151.25 |
0.618 |
1,053.75 |
1.000 |
993.50 |
1.618 |
896.00 |
2.618 |
738.25 |
4.250 |
480.75 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,282.00 |
1,279.50 |
PP |
1,256.00 |
1,251.25 |
S1 |
1,230.00 |
1,223.00 |
|