Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,220.0 |
4,025.0 |
-195.0 |
-4.6% |
4,125.0 |
High |
4,229.0 |
4,195.0 |
-34.0 |
-0.8% |
4,500.0 |
Low |
3,992.0 |
4,024.0 |
32.0 |
0.8% |
3,992.0 |
Close |
4,051.0 |
4,157.0 |
106.0 |
2.6% |
4,051.0 |
Range |
237.0 |
171.0 |
-66.0 |
-27.8% |
508.0 |
ATR |
203.3 |
201.0 |
-2.3 |
-1.1% |
0.0 |
Volume |
38,700 |
40,955 |
2,255 |
5.8% |
224,064 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,638.3 |
4,568.7 |
4,251.1 |
|
R3 |
4,467.3 |
4,397.7 |
4,204.0 |
|
R2 |
4,296.3 |
4,296.3 |
4,188.4 |
|
R1 |
4,226.7 |
4,226.7 |
4,172.7 |
4,261.5 |
PP |
4,125.3 |
4,125.3 |
4,125.3 |
4,142.8 |
S1 |
4,055.7 |
4,055.7 |
4,141.3 |
4,090.5 |
S2 |
3,954.3 |
3,954.3 |
4,125.7 |
|
S3 |
3,783.3 |
3,884.7 |
4,110.0 |
|
S4 |
3,612.3 |
3,713.7 |
4,063.0 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.0 |
5,386.0 |
4,330.4 |
|
R3 |
5,197.0 |
4,878.0 |
4,190.7 |
|
R2 |
4,689.0 |
4,689.0 |
4,144.1 |
|
R1 |
4,370.0 |
4,370.0 |
4,097.6 |
4,275.5 |
PP |
4,181.0 |
4,181.0 |
4,181.0 |
4,133.8 |
S1 |
3,862.0 |
3,862.0 |
4,004.4 |
3,767.5 |
S2 |
3,673.0 |
3,673.0 |
3,957.9 |
|
S3 |
3,165.0 |
3,354.0 |
3,911.3 |
|
S4 |
2,657.0 |
2,846.0 |
3,771.6 |
|
|
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 |
3,992.0 |
508.0 |
12.2% |
156.0 |
3.8% |
32% |
False |
False |
43,213 |
10 |
4,708.0 |
3,961.0 |
747.0 |
18.0% |
166.8 |
4.0% |
26% |
False |
False |
45,597 |
20 |
5,058.0 |
3,961.0 |
1,097.0 |
26.4% |
151.6 |
3.6% |
18% |
False |
False |
38,149 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
30.4% |
119.5 |
2.9% |
15% |
False |
False |
28,862 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
30.4% |
90.6 |
2.2% |
15% |
False |
False |
19,274 |
80 |
5,289.0 |
3,961.0 |
1,328.0 |
31.9% |
79.0 |
1.9% |
15% |
False |
False |
14,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,921.8 |
2.618 |
4,642.7 |
1.618 |
4,471.7 |
1.000 |
4,366.0 |
0.618 |
4,300.7 |
HIGH |
4,195.0 |
0.618 |
4,129.7 |
0.500 |
4,109.5 |
0.382 |
4,089.3 |
LOW |
4,024.0 |
0.618 |
3,918.3 |
1.000 |
3,853.0 |
1.618 |
3,747.3 |
2.618 |
3,576.3 |
4.250 |
3,297.3 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,141.2 |
4,141.5 |
PP |
4,125.3 |
4,126.0 |
S1 |
4,109.5 |
4,110.5 |
|