Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,570 |
8,766 |
196 |
2.3% |
8,801 |
High |
8,784 |
8,778 |
-6 |
-0.1% |
9,327 |
Low |
8,213 |
7,980 |
-233 |
-2.8% |
7,980 |
Close |
8,774 |
8,261 |
-513 |
-5.8% |
8,261 |
Range |
571 |
798 |
227 |
39.8% |
1,347 |
ATR |
618 |
630 |
13 |
2.1% |
0 |
Volume |
269,164 |
378,311 |
109,147 |
40.6% |
1,431,249 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,734 |
10,295 |
8,700 |
|
R3 |
9,936 |
9,497 |
8,481 |
|
R2 |
9,138 |
9,138 |
8,407 |
|
R1 |
8,699 |
8,699 |
8,334 |
8,520 |
PP |
8,340 |
8,340 |
8,340 |
8,250 |
S1 |
7,901 |
7,901 |
8,188 |
7,722 |
S2 |
7,542 |
7,542 |
8,115 |
|
S3 |
6,744 |
7,103 |
8,042 |
|
S4 |
5,946 |
6,305 |
7,822 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,564 |
11,759 |
9,002 |
|
R3 |
11,217 |
10,412 |
8,632 |
|
R2 |
9,870 |
9,870 |
8,508 |
|
R1 |
9,065 |
9,065 |
8,385 |
8,794 |
PP |
8,523 |
8,523 |
8,523 |
8,387 |
S1 |
7,718 |
7,718 |
8,138 |
7,447 |
S2 |
7,176 |
7,176 |
8,014 |
|
S3 |
5,829 |
6,371 |
7,891 |
|
S4 |
4,482 |
5,024 |
7,520 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,327 |
7,980 |
1,347 |
16.3% |
628 |
7.6% |
21% |
False |
True |
286,249 |
10 |
9,898 |
7,980 |
1,918 |
23.2% |
738 |
8.9% |
15% |
False |
True |
334,940 |
20 |
11,199 |
7,878 |
3,321 |
40.2% |
698 |
8.4% |
12% |
False |
False |
311,911 |
40 |
11,788 |
7,878 |
3,910 |
47.3% |
518 |
6.3% |
10% |
False |
False |
236,647 |
60 |
11,848 |
7,878 |
3,970 |
48.1% |
418 |
5.1% |
10% |
False |
False |
157,932 |
80 |
11,848 |
7,878 |
3,970 |
48.1% |
373 |
4.5% |
10% |
False |
False |
118,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,170 |
2.618 |
10,867 |
1.618 |
10,069 |
1.000 |
9,576 |
0.618 |
9,271 |
HIGH |
8,778 |
0.618 |
8,473 |
0.500 |
8,379 |
0.382 |
8,285 |
LOW |
7,980 |
0.618 |
7,487 |
1.000 |
7,182 |
1.618 |
6,689 |
2.618 |
5,891 |
4.250 |
4,589 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,379 |
8,547 |
PP |
8,340 |
8,452 |
S1 |
8,300 |
8,356 |
|