Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,511 |
8,976 |
465 |
5.5% |
8,489 |
High |
9,006 |
9,284 |
278 |
3.1% |
9,898 |
Low |
8,190 |
8,654 |
464 |
5.7% |
8,190 |
Close |
8,966 |
8,771 |
-195 |
-2.2% |
8,771 |
Range |
816 |
630 |
-186 |
-22.8% |
1,708 |
ATR |
628 |
628 |
0 |
0.0% |
0 |
Volume |
306,168 |
461,879 |
155,711 |
50.9% |
1,918,159 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,793 |
10,412 |
9,118 |
|
R3 |
10,163 |
9,782 |
8,944 |
|
R2 |
9,533 |
9,533 |
8,887 |
|
R1 |
9,152 |
9,152 |
8,829 |
9,028 |
PP |
8,903 |
8,903 |
8,903 |
8,841 |
S1 |
8,522 |
8,522 |
8,713 |
8,398 |
S2 |
8,273 |
8,273 |
8,656 |
|
S3 |
7,643 |
7,892 |
8,598 |
|
S4 |
7,013 |
7,262 |
8,425 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,077 |
13,132 |
9,711 |
|
R3 |
12,369 |
11,424 |
9,241 |
|
R2 |
10,661 |
10,661 |
9,084 |
|
R1 |
9,716 |
9,716 |
8,928 |
10,189 |
PP |
8,953 |
8,953 |
8,953 |
9,189 |
S1 |
8,008 |
8,008 |
8,615 |
8,481 |
S2 |
7,245 |
7,245 |
8,458 |
|
S3 |
5,537 |
6,300 |
8,301 |
|
S4 |
3,829 |
4,592 |
7,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,898 |
8,190 |
1,708 |
19.5% |
848 |
9.7% |
34% |
False |
False |
383,631 |
10 |
10,338 |
7,878 |
2,460 |
28.0% |
834 |
9.5% |
36% |
False |
False |
363,799 |
20 |
11,392 |
7,878 |
3,514 |
40.1% |
626 |
7.1% |
25% |
False |
False |
299,137 |
40 |
11,788 |
7,878 |
3,910 |
44.6% |
464 |
5.3% |
23% |
False |
False |
200,943 |
60 |
11,848 |
7,878 |
3,970 |
45.3% |
385 |
4.4% |
22% |
False |
False |
134,104 |
80 |
11,921 |
7,878 |
4,043 |
46.1% |
350 |
4.0% |
22% |
False |
False |
100,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,962 |
2.618 |
10,933 |
1.618 |
10,303 |
1.000 |
9,914 |
0.618 |
9,673 |
HIGH |
9,284 |
0.618 |
9,043 |
0.500 |
8,969 |
0.382 |
8,895 |
LOW |
8,654 |
0.618 |
8,265 |
1.000 |
8,024 |
1.618 |
7,635 |
2.618 |
7,005 |
4.250 |
5,977 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,969 |
8,798 |
PP |
8,903 |
8,789 |
S1 |
8,837 |
8,780 |
|