Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,083 |
8,876 |
-207 |
-2.3% |
8,801 |
High |
9,349 |
9,246 |
-103 |
-1.1% |
9,327 |
Low |
8,844 |
8,873 |
29 |
0.3% |
7,980 |
Close |
8,854 |
9,226 |
372 |
4.2% |
8,261 |
Range |
505 |
373 |
-132 |
-26.1% |
1,347 |
ATR |
656 |
637 |
-19 |
-2.9% |
0 |
Volume |
335,774 |
324,007 |
-11,767 |
-3.5% |
1,431,249 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,234 |
10,103 |
9,431 |
|
R3 |
9,861 |
9,730 |
9,329 |
|
R2 |
9,488 |
9,488 |
9,295 |
|
R1 |
9,357 |
9,357 |
9,260 |
9,423 |
PP |
9,115 |
9,115 |
9,115 |
9,148 |
S1 |
8,984 |
8,984 |
9,192 |
9,050 |
S2 |
8,742 |
8,742 |
9,158 |
|
S3 |
8,369 |
8,611 |
9,124 |
|
S4 |
7,996 |
8,238 |
9,021 |
|
|
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 |
15.2% |
692 |
7.5% |
91% |
False |
False |
331,189 |
10 |
9,349 |
7,949 |
1,400 |
15.2% |
643 |
7.0% |
91% |
False |
False |
317,076 |
20 |
10,827 |
7,878 |
2,949 |
32.0% |
732 |
7.9% |
46% |
False |
False |
328,164 |
40 |
11,611 |
7,878 |
3,733 |
40.5% |
562 |
6.1% |
36% |
False |
False |
268,494 |
60 |
11,848 |
7,878 |
3,970 |
43.0% |
446 |
4.8% |
34% |
False |
False |
179,188 |
80 |
11,848 |
7,878 |
3,970 |
43.0% |
395 |
4.3% |
34% |
False |
False |
134,475 |
100 |
12,345 |
7,878 |
4,467 |
48.4% |
352 |
3.8% |
30% |
False |
False |
107,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,831 |
2.618 |
10,223 |
1.618 |
9,850 |
1.000 |
9,619 |
0.618 |
9,477 |
HIGH |
9,246 |
0.618 |
9,104 |
0.500 |
9,060 |
0.382 |
9,016 |
LOW |
8,873 |
0.618 |
8,643 |
1.000 |
8,500 |
1.618 |
8,270 |
2.618 |
7,897 |
4.250 |
7,288 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,171 |
9,035 |
PP |
9,115 |
8,844 |
S1 |
9,060 |
8,653 |
|