Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,500.0 |
4,309.0 |
-191.0 |
-4.2% |
4,682.0 |
High |
4,500.0 |
4,390.0 |
-110.0 |
-2.4% |
4,708.0 |
Low |
4,331.0 |
4,292.0 |
-39.0 |
-0.9% |
3,961.0 |
Close |
4,404.0 |
4,385.0 |
-19.0 |
-0.4% |
4,051.0 |
Range |
169.0 |
98.0 |
-71.0 |
-42.0% |
747.0 |
ATR |
193.3 |
187.5 |
-5.8 |
-3.0% |
0.0 |
Volume |
45,283 |
42,310 |
-2,973 |
-6.6% |
210,522 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,649.7 |
4,615.3 |
4,438.9 |
|
R3 |
4,551.7 |
4,517.3 |
4,412.0 |
|
R2 |
4,453.7 |
4,453.7 |
4,403.0 |
|
R1 |
4,419.3 |
4,419.3 |
4,394.0 |
4,436.5 |
PP |
4,355.7 |
4,355.7 |
4,355.7 |
4,364.3 |
S1 |
4,321.3 |
4,321.3 |
4,376.0 |
4,338.5 |
S2 |
4,257.7 |
4,257.7 |
4,367.0 |
|
S3 |
4,159.7 |
4,223.3 |
4,358.1 |
|
S4 |
4,061.7 |
4,125.3 |
4,331.1 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,481.0 |
6,013.0 |
4,461.9 |
|
R3 |
5,734.0 |
5,266.0 |
4,256.4 |
|
R2 |
4,987.0 |
4,987.0 |
4,188.0 |
|
R1 |
4,519.0 |
4,519.0 |
4,119.5 |
4,379.5 |
PP |
4,240.0 |
4,240.0 |
4,240.0 |
4,170.3 |
S1 |
3,772.0 |
3,772.0 |
3,982.5 |
3,632.5 |
S2 |
3,493.0 |
3,493.0 |
3,914.1 |
|
S3 |
2,746.0 |
3,025.0 |
3,845.6 |
|
S4 |
1,999.0 |
2,278.0 |
3,640.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,500.0 |
3,961.0 |
539.0 |
12.3% |
140.8 |
3.2% |
79% |
False |
False |
47,558 |
10 |
4,878.0 |
3,961.0 |
917.0 |
20.9% |
151.9 |
3.5% |
46% |
False |
False |
40,452 |
20 |
5,097.0 |
3,961.0 |
1,136.0 |
25.9% |
143.0 |
3.3% |
37% |
False |
False |
39,220 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
28.8% |
106.9 |
2.4% |
34% |
False |
False |
25,661 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
28.8% |
83.9 |
1.9% |
34% |
False |
False |
17,133 |
80 |
5,370.0 |
3,961.0 |
1,409.0 |
32.1% |
75.2 |
1.7% |
30% |
False |
False |
12,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,806.5 |
2.618 |
4,646.6 |
1.618 |
4,548.6 |
1.000 |
4,488.0 |
0.618 |
4,450.6 |
HIGH |
4,390.0 |
0.618 |
4,352.6 |
0.500 |
4,341.0 |
0.382 |
4,329.4 |
LOW |
4,292.0 |
0.618 |
4,231.4 |
1.000 |
4,194.0 |
1.618 |
4,133.4 |
2.618 |
4,035.4 |
4.250 |
3,875.5 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,370.3 |
4,357.2 |
PP |
4,355.7 |
4,329.3 |
S1 |
4,341.0 |
4,301.5 |
|