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 |
8,766 |
8,254 |
-512 |
-5.8% |
8,801 |
High |
8,778 |
8,580 |
-198 |
-2.3% |
9,327 |
Low |
7,980 |
7,949 |
-31 |
-0.4% |
7,980 |
Close |
8,261 |
8,011 |
-250 |
-3.0% |
8,261 |
Range |
798 |
631 |
-167 |
-20.9% |
1,347 |
ATR |
630 |
631 |
0 |
0.0% |
0 |
Volume |
378,311 |
321,988 |
-56,323 |
-14.9% |
1,431,249 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,073 |
9,673 |
8,358 |
|
R3 |
9,442 |
9,042 |
8,185 |
|
R2 |
8,811 |
8,811 |
8,127 |
|
R1 |
8,411 |
8,411 |
8,069 |
8,296 |
PP |
8,180 |
8,180 |
8,180 |
8,122 |
S1 |
7,780 |
7,780 |
7,953 |
7,665 |
S2 |
7,549 |
7,549 |
7,895 |
|
S3 |
6,918 |
7,149 |
7,838 |
|
S4 |
6,287 |
6,518 |
7,664 |
|
|
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 |
7,949 |
1,378 |
17.2% |
629 |
7.9% |
4% |
False |
True |
288,219 |
10 |
9,898 |
7,949 |
1,949 |
24.3% |
698 |
8.7% |
3% |
False |
True |
316,430 |
20 |
10,940 |
7,878 |
3,062 |
38.2% |
690 |
8.6% |
4% |
False |
False |
318,348 |
40 |
11,788 |
7,878 |
3,910 |
48.8% |
527 |
6.6% |
3% |
False |
False |
244,674 |
60 |
11,848 |
7,878 |
3,970 |
49.6% |
424 |
5.3% |
3% |
False |
False |
163,289 |
80 |
11,848 |
7,878 |
3,970 |
49.6% |
378 |
4.7% |
3% |
False |
False |
122,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,262 |
2.618 |
10,232 |
1.618 |
9,601 |
1.000 |
9,211 |
0.618 |
8,970 |
HIGH |
8,580 |
0.618 |
8,339 |
0.500 |
8,265 |
0.382 |
8,190 |
LOW |
7,949 |
0.618 |
7,559 |
1.000 |
7,318 |
1.618 |
6,928 |
2.618 |
6,297 |
4.250 |
5,267 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,265 |
8,367 |
PP |
8,180 |
8,248 |
S1 |
8,096 |
8,130 |
|