Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,312 |
9,040 |
-272 |
-2.9% |
8,489 |
High |
9,327 |
9,114 |
-213 |
-2.3% |
9,898 |
Low |
8,987 |
8,308 |
-679 |
-7.6% |
8,190 |
Close |
9,035 |
8,557 |
-478 |
-5.3% |
8,771 |
Range |
340 |
806 |
466 |
137.1% |
1,708 |
ATR |
607 |
621 |
14 |
2.3% |
0 |
Volume |
236,490 |
235,142 |
-1,348 |
-0.6% |
1,918,159 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,078 |
10,623 |
9,000 |
|
R3 |
10,272 |
9,817 |
8,779 |
|
R2 |
9,466 |
9,466 |
8,705 |
|
R1 |
9,011 |
9,011 |
8,631 |
8,836 |
PP |
8,660 |
8,660 |
8,660 |
8,572 |
S1 |
8,205 |
8,205 |
8,483 |
8,030 |
S2 |
7,854 |
7,854 |
8,409 |
|
S3 |
7,048 |
7,399 |
8,335 |
|
S4 |
6,242 |
6,593 |
8,114 |
|
|
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 |
9,327 |
8,190 |
1,137 |
13.3% |
643 |
7.5% |
32% |
False |
False |
310,364 |
10 |
9,898 |
7,878 |
2,020 |
23.6% |
797 |
9.3% |
34% |
False |
False |
346,898 |
20 |
11,199 |
7,878 |
3,321 |
38.8% |
665 |
7.8% |
20% |
False |
False |
301,620 |
40 |
11,788 |
7,878 |
3,910 |
45.7% |
491 |
5.7% |
17% |
False |
False |
220,489 |
60 |
11,848 |
7,878 |
3,970 |
46.4% |
403 |
4.7% |
17% |
False |
False |
147,151 |
80 |
11,848 |
7,878 |
3,970 |
46.4% |
362 |
4.2% |
17% |
False |
False |
110,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,540 |
2.618 |
11,224 |
1.618 |
10,418 |
1.000 |
9,920 |
0.618 |
9,612 |
HIGH |
9,114 |
0.618 |
8,806 |
0.500 |
8,711 |
0.382 |
8,616 |
LOW |
8,308 |
0.618 |
7,810 |
1.000 |
7,502 |
1.618 |
7,004 |
2.618 |
6,198 |
4.250 |
4,883 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,711 |
8,818 |
PP |
8,660 |
8,731 |
S1 |
8,608 |
8,644 |
|