Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,254 |
8,023 |
-231 |
-2.8% |
8,801 |
High |
8,580 |
9,110 |
530 |
6.2% |
9,327 |
Low |
7,949 |
7,957 |
8 |
0.1% |
7,980 |
Close |
8,011 |
9,089 |
1,078 |
13.5% |
8,261 |
Range |
631 |
1,153 |
522 |
82.7% |
1,347 |
ATR |
631 |
668 |
37 |
5.9% |
0 |
Volume |
321,988 |
295,869 |
-26,119 |
-8.1% |
1,431,249 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,178 |
11,786 |
9,723 |
|
R3 |
11,025 |
10,633 |
9,406 |
|
R2 |
9,872 |
9,872 |
9,301 |
|
R1 |
9,480 |
9,480 |
9,195 |
9,676 |
PP |
8,719 |
8,719 |
8,719 |
8,817 |
S1 |
8,327 |
8,327 |
8,983 |
8,523 |
S2 |
7,566 |
7,566 |
8,878 |
|
S3 |
6,413 |
7,174 |
8,772 |
|
S4 |
5,260 |
6,021 |
8,455 |
|
|
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 |
9,114 |
7,949 |
1,165 |
12.8% |
792 |
8.7% |
98% |
False |
False |
300,094 |
10 |
9,405 |
7,949 |
1,456 |
16.0% |
732 |
8.1% |
78% |
False |
False |
318,469 |
20 |
10,940 |
7,878 |
3,062 |
33.7% |
724 |
8.0% |
40% |
False |
False |
315,786 |
40 |
11,788 |
7,878 |
3,910 |
43.0% |
552 |
6.1% |
31% |
False |
False |
252,046 |
60 |
11,848 |
7,878 |
3,970 |
43.7% |
440 |
4.8% |
31% |
False |
False |
168,209 |
80 |
11,848 |
7,878 |
3,970 |
43.7% |
391 |
4.3% |
31% |
False |
False |
126,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,010 |
2.618 |
12,129 |
1.618 |
10,976 |
1.000 |
10,263 |
0.618 |
9,823 |
HIGH |
9,110 |
0.618 |
8,670 |
0.500 |
8,534 |
0.382 |
8,398 |
LOW |
7,957 |
0.618 |
7,245 |
1.000 |
6,804 |
1.618 |
6,092 |
2.618 |
4,939 |
4.250 |
3,057 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,904 |
8,903 |
PP |
8,719 |
8,716 |
S1 |
8,534 |
8,530 |
|