Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,976 |
8,801 |
-175 |
-1.9% |
8,489 |
High |
9,284 |
9,324 |
40 |
0.4% |
9,898 |
Low |
8,654 |
8,700 |
46 |
0.5% |
8,190 |
Close |
8,771 |
9,317 |
546 |
6.2% |
8,771 |
Range |
630 |
624 |
-6 |
-1.0% |
1,708 |
ATR |
628 |
627 |
0 |
0.0% |
0 |
Volume |
461,879 |
312,142 |
-149,737 |
-32.4% |
1,918,159 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,986 |
10,775 |
9,660 |
|
R3 |
10,362 |
10,151 |
9,489 |
|
R2 |
9,738 |
9,738 |
9,432 |
|
R1 |
9,527 |
9,527 |
9,374 |
9,633 |
PP |
9,114 |
9,114 |
9,114 |
9,166 |
S1 |
8,903 |
8,903 |
9,260 |
9,009 |
S2 |
8,490 |
8,490 |
9,203 |
|
S3 |
7,866 |
8,279 |
9,146 |
|
S4 |
7,242 |
7,655 |
8,974 |
|
|
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 |
18.3% |
767 |
8.2% |
66% |
False |
False |
344,641 |
10 |
10,146 |
7,878 |
2,268 |
24.3% |
818 |
8.8% |
63% |
False |
False |
367,053 |
20 |
11,199 |
7,878 |
3,321 |
35.6% |
638 |
6.8% |
43% |
False |
False |
300,500 |
40 |
11,788 |
7,878 |
3,910 |
42.0% |
476 |
5.1% |
37% |
False |
False |
208,731 |
60 |
11,848 |
7,878 |
3,970 |
42.6% |
390 |
4.2% |
36% |
False |
False |
139,300 |
80 |
11,890 |
7,878 |
4,012 |
43.1% |
356 |
3.8% |
36% |
False |
False |
104,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,976 |
2.618 |
10,958 |
1.618 |
10,334 |
1.000 |
9,948 |
0.618 |
9,710 |
HIGH |
9,324 |
0.618 |
9,086 |
0.500 |
9,012 |
0.382 |
8,938 |
LOW |
8,700 |
0.618 |
8,314 |
1.000 |
8,076 |
1.618 |
7,690 |
2.618 |
7,066 |
4.250 |
6,048 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,215 |
9,130 |
PP |
9,114 |
8,944 |
S1 |
9,012 |
8,757 |
|