Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,300.0 |
4,240.0 |
-60.0 |
-1.4% |
4,125.0 |
High |
4,340.0 |
4,275.0 |
-65.0 |
-1.5% |
4,500.0 |
Low |
4,220.0 |
4,132.0 |
-88.0 |
-2.1% |
3,992.0 |
Close |
4,336.0 |
4,158.0 |
-178.0 |
-4.1% |
4,051.0 |
Range |
120.0 |
143.0 |
23.0 |
19.2% |
508.0 |
ATR |
199.7 |
200.0 |
0.3 |
0.2% |
0.0 |
Volume |
35,310 |
28,772 |
-6,538 |
-18.5% |
224,064 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.3 |
4,530.7 |
4,236.7 |
|
R3 |
4,474.3 |
4,387.7 |
4,197.3 |
|
R2 |
4,331.3 |
4,331.3 |
4,184.2 |
|
R1 |
4,244.7 |
4,244.7 |
4,171.1 |
4,216.5 |
PP |
4,188.3 |
4,188.3 |
4,188.3 |
4,174.3 |
S1 |
4,101.7 |
4,101.7 |
4,144.9 |
4,073.5 |
S2 |
4,045.3 |
4,045.3 |
4,131.8 |
|
S3 |
3,902.3 |
3,958.7 |
4,118.7 |
|
S4 |
3,759.3 |
3,815.7 |
4,079.4 |
|
|
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 |
4,340.0 |
3,992.0 |
348.0 |
8.4% |
155.2 |
3.7% |
48% |
False |
False |
38,510 |
10 |
4,500.0 |
3,961.0 |
539.0 |
13.0% |
148.0 |
3.6% |
37% |
False |
False |
43,034 |
20 |
5,049.0 |
3,961.0 |
1,088.0 |
26.2% |
156.2 |
3.8% |
18% |
False |
False |
38,151 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
30.4% |
122.8 |
3.0% |
16% |
False |
False |
30,445 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
30.4% |
93.6 |
2.3% |
16% |
False |
False |
20,339 |
80 |
5,226.0 |
3,961.0 |
1,265.0 |
30.4% |
80.8 |
1.9% |
16% |
False |
False |
15,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,882.8 |
2.618 |
4,649.4 |
1.618 |
4,506.4 |
1.000 |
4,418.0 |
0.618 |
4,363.4 |
HIGH |
4,275.0 |
0.618 |
4,220.4 |
0.500 |
4,203.5 |
0.382 |
4,186.6 |
LOW |
4,132.0 |
0.618 |
4,043.6 |
1.000 |
3,989.0 |
1.618 |
3,900.6 |
2.618 |
3,757.6 |
4.250 |
3,524.3 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,203.5 |
4,182.0 |
PP |
4,188.3 |
4,174.0 |
S1 |
4,173.2 |
4,166.0 |
|