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 |
895.22 |
874.28 |
-20.94 |
-2.3% |
943.51 |
High |
896.30 |
893.78 |
-2.52 |
-0.3% |
985.44 |
Low |
852.85 |
846.75 |
-6.10 |
-0.7% |
852.85 |
Close |
876.77 |
848.92 |
-27.85 |
-3.2% |
876.77 |
Range |
43.45 |
47.03 |
3.58 |
8.2% |
132.59 |
ATR |
61.19 |
60.18 |
-1.01 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,004.24 |
973.61 |
874.79 |
|
R3 |
957.21 |
926.58 |
861.85 |
|
R2 |
910.18 |
910.18 |
857.54 |
|
R1 |
879.55 |
879.55 |
853.23 |
871.35 |
PP |
863.15 |
863.15 |
863.15 |
859.05 |
S1 |
832.52 |
832.52 |
844.61 |
824.32 |
S2 |
816.12 |
816.12 |
840.30 |
|
S3 |
769.09 |
785.49 |
835.99 |
|
S4 |
722.06 |
738.46 |
823.05 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.79 |
1,222.37 |
949.69 |
|
R3 |
1,170.20 |
1,089.78 |
913.23 |
|
R2 |
1,037.61 |
1,037.61 |
901.08 |
|
R1 |
957.19 |
957.19 |
888.92 |
931.11 |
PP |
905.02 |
905.02 |
905.02 |
891.98 |
S1 |
824.60 |
824.60 |
864.62 |
798.52 |
S2 |
772.43 |
772.43 |
852.46 |
|
S3 |
639.84 |
692.01 |
840.31 |
|
S4 |
507.25 |
559.42 |
803.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
985.44 |
846.75 |
138.69 |
16.3% |
52.74 |
6.2% |
2% |
False |
True |
|
10 |
1,044.31 |
846.75 |
197.56 |
23.3% |
61.62 |
7.3% |
1% |
False |
True |
|
20 |
1,168.03 |
839.80 |
328.23 |
38.7% |
65.24 |
7.7% |
3% |
False |
False |
|
40 |
1,303.04 |
839.80 |
463.24 |
54.6% |
53.08 |
6.3% |
2% |
False |
False |
|
60 |
1,313.15 |
839.80 |
473.35 |
55.8% |
41.76 |
4.9% |
2% |
False |
False |
|
80 |
1,313.15 |
839.80 |
473.35 |
55.8% |
37.37 |
4.4% |
2% |
False |
False |
|
100 |
1,400.06 |
839.80 |
560.26 |
66.0% |
34.07 |
4.0% |
2% |
False |
False |
|
120 |
1,440.24 |
839.80 |
600.44 |
70.7% |
31.11 |
3.7% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,093.66 |
2.618 |
1,016.90 |
1.618 |
969.87 |
1.000 |
940.81 |
0.618 |
922.84 |
HIGH |
893.78 |
0.618 |
875.81 |
0.500 |
870.27 |
0.382 |
864.72 |
LOW |
846.75 |
0.618 |
817.69 |
1.000 |
799.72 |
1.618 |
770.66 |
2.618 |
723.63 |
4.250 |
646.87 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
870.27 |
884.79 |
PP |
863.15 |
872.83 |
S1 |
856.04 |
860.88 |
|