Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,309.0 |
4,055.0 |
-254.0 |
-5.9% |
4,682.0 |
High |
4,390.0 |
4,118.0 |
-272.0 |
-6.2% |
4,708.0 |
Low |
4,292.0 |
4,013.0 |
-279.0 |
-6.5% |
3,961.0 |
Close |
4,385.0 |
4,028.0 |
-357.0 |
-8.1% |
4,051.0 |
Range |
98.0 |
105.0 |
7.0 |
7.1% |
747.0 |
ATR |
187.5 |
200.7 |
13.2 |
7.0% |
0.0 |
Volume |
42,310 |
48,817 |
6,507 |
15.4% |
210,522 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,368.0 |
4,303.0 |
4,085.8 |
|
R3 |
4,263.0 |
4,198.0 |
4,056.9 |
|
R2 |
4,158.0 |
4,158.0 |
4,047.3 |
|
R1 |
4,093.0 |
4,093.0 |
4,037.6 |
4,073.0 |
PP |
4,053.0 |
4,053.0 |
4,053.0 |
4,043.0 |
S1 |
3,988.0 |
3,988.0 |
4,018.4 |
3,968.0 |
S2 |
3,948.0 |
3,948.0 |
4,008.8 |
|
S3 |
3,843.0 |
3,883.0 |
3,999.1 |
|
S4 |
3,738.0 |
3,778.0 |
3,970.3 |
|
|
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 |
13.4% |
138.8 |
3.4% |
12% |
False |
False |
47,706 |
10 |
4,766.0 |
3,961.0 |
805.0 |
20.0% |
152.0 |
3.8% |
8% |
False |
False |
42,209 |
20 |
5,097.0 |
3,961.0 |
1,136.0 |
28.2% |
142.8 |
3.5% |
6% |
False |
False |
39,609 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
31.4% |
109.3 |
2.7% |
5% |
False |
False |
26,872 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
31.4% |
85.3 |
2.1% |
5% |
False |
False |
17,947 |
80 |
5,362.0 |
3,961.0 |
1,401.0 |
34.8% |
76.6 |
1.9% |
5% |
False |
False |
13,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,564.3 |
2.618 |
4,392.9 |
1.618 |
4,287.9 |
1.000 |
4,223.0 |
0.618 |
4,182.9 |
HIGH |
4,118.0 |
0.618 |
4,077.9 |
0.500 |
4,065.5 |
0.382 |
4,053.1 |
LOW |
4,013.0 |
0.618 |
3,948.1 |
1.000 |
3,908.0 |
1.618 |
3,843.1 |
2.618 |
3,738.1 |
4.250 |
3,566.8 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,065.5 |
4,256.5 |
PP |
4,053.0 |
4,180.3 |
S1 |
4,040.5 |
4,104.2 |
|