Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,025.0 |
4,300.0 |
275.0 |
6.8% |
4,125.0 |
High |
4,195.0 |
4,340.0 |
145.0 |
3.5% |
4,500.0 |
Low |
4,024.0 |
4,220.0 |
196.0 |
4.9% |
3,992.0 |
Close |
4,157.0 |
4,336.0 |
179.0 |
4.3% |
4,051.0 |
Range |
171.0 |
120.0 |
-51.0 |
-29.8% |
508.0 |
ATR |
201.0 |
199.7 |
-1.3 |
-0.6% |
0.0 |
Volume |
40,955 |
35,310 |
-5,645 |
-13.8% |
224,064 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,658.7 |
4,617.3 |
4,402.0 |
|
R3 |
4,538.7 |
4,497.3 |
4,369.0 |
|
R2 |
4,418.7 |
4,418.7 |
4,358.0 |
|
R1 |
4,377.3 |
4,377.3 |
4,347.0 |
4,398.0 |
PP |
4,298.7 |
4,298.7 |
4,298.7 |
4,309.0 |
S1 |
4,257.3 |
4,257.3 |
4,325.0 |
4,278.0 |
S2 |
4,178.7 |
4,178.7 |
4,314.0 |
|
S3 |
4,058.7 |
4,137.3 |
4,303.0 |
|
S4 |
3,938.7 |
4,017.3 |
4,270.0 |
|
|
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 |
4,390.0 |
3,992.0 |
398.0 |
9.2% |
146.2 |
3.4% |
86% |
False |
False |
41,218 |
10 |
4,500.0 |
3,961.0 |
539.0 |
12.4% |
149.8 |
3.5% |
70% |
False |
False |
44,279 |
20 |
5,058.0 |
3,961.0 |
1,097.0 |
25.3% |
153.0 |
3.5% |
34% |
False |
False |
38,089 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
29.2% |
120.2 |
2.8% |
30% |
False |
False |
29,737 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
29.2% |
91.7 |
2.1% |
30% |
False |
False |
19,860 |
80 |
5,226.0 |
3,961.0 |
1,265.0 |
29.2% |
79.7 |
1.8% |
30% |
False |
False |
14,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,850.0 |
2.618 |
4,654.2 |
1.618 |
4,534.2 |
1.000 |
4,460.0 |
0.618 |
4,414.2 |
HIGH |
4,340.0 |
0.618 |
4,294.2 |
0.500 |
4,280.0 |
0.382 |
4,265.8 |
LOW |
4,220.0 |
0.618 |
4,145.8 |
1.000 |
4,100.0 |
1.618 |
4,025.8 |
2.618 |
3,905.8 |
4.250 |
3,710.0 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,317.3 |
4,279.3 |
PP |
4,298.7 |
4,222.7 |
S1 |
4,280.0 |
4,166.0 |
|