Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,023 |
9,083 |
1,060 |
13.2% |
8,801 |
High |
9,110 |
9,349 |
239 |
2.6% |
9,327 |
Low |
7,957 |
8,844 |
887 |
11.1% |
7,980 |
Close |
9,089 |
8,854 |
-235 |
-2.6% |
8,261 |
Range |
1,153 |
505 |
-648 |
-56.2% |
1,347 |
ATR |
668 |
656 |
-12 |
-1.7% |
0 |
Volume |
295,869 |
335,774 |
39,905 |
13.5% |
1,431,249 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,531 |
10,197 |
9,132 |
|
R3 |
10,026 |
9,692 |
8,993 |
|
R2 |
9,521 |
9,521 |
8,947 |
|
R1 |
9,187 |
9,187 |
8,900 |
9,102 |
PP |
9,016 |
9,016 |
9,016 |
8,973 |
S1 |
8,682 |
8,682 |
8,808 |
8,597 |
S2 |
8,511 |
8,511 |
8,762 |
|
S3 |
8,006 |
8,177 |
8,715 |
|
S4 |
7,501 |
7,672 |
8,576 |
|
|
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 |
9,349 |
7,949 |
1,400 |
15.8% |
732 |
8.3% |
65% |
True |
False |
320,221 |
10 |
9,349 |
7,949 |
1,400 |
15.8% |
688 |
7.8% |
65% |
True |
False |
315,292 |
20 |
10,940 |
7,878 |
3,062 |
34.6% |
737 |
8.3% |
32% |
False |
False |
322,395 |
40 |
11,611 |
7,878 |
3,733 |
42.2% |
557 |
6.3% |
26% |
False |
False |
260,428 |
60 |
11,848 |
7,878 |
3,970 |
44.8% |
446 |
5.0% |
25% |
False |
False |
173,794 |
80 |
11,848 |
7,878 |
3,970 |
44.8% |
394 |
4.4% |
25% |
False |
False |
130,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,495 |
2.618 |
10,671 |
1.618 |
10,166 |
1.000 |
9,854 |
0.618 |
9,661 |
HIGH |
9,349 |
0.618 |
9,156 |
0.500 |
9,097 |
0.382 |
9,037 |
LOW |
8,844 |
0.618 |
8,532 |
1.000 |
8,339 |
1.618 |
8,027 |
2.618 |
7,522 |
4.250 |
6,698 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,097 |
8,786 |
PP |
9,016 |
8,717 |
S1 |
8,935 |
8,649 |
|