Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,240.0 |
3,998.0 |
-242.0 |
-5.7% |
4,125.0 |
High |
4,275.0 |
4,052.0 |
-223.0 |
-5.2% |
4,500.0 |
Low |
4,132.0 |
3,980.0 |
-152.0 |
-3.7% |
3,992.0 |
Close |
4,158.0 |
4,030.0 |
-128.0 |
-3.1% |
4,051.0 |
Range |
143.0 |
72.0 |
-71.0 |
-49.7% |
508.0 |
ATR |
200.0 |
198.4 |
-1.6 |
-0.8% |
0.0 |
Volume |
28,772 |
34,728 |
5,956 |
20.7% |
224,064 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,236.7 |
4,205.3 |
4,069.6 |
|
R3 |
4,164.7 |
4,133.3 |
4,049.8 |
|
R2 |
4,092.7 |
4,092.7 |
4,043.2 |
|
R1 |
4,061.3 |
4,061.3 |
4,036.6 |
4,077.0 |
PP |
4,020.7 |
4,020.7 |
4,020.7 |
4,028.5 |
S1 |
3,989.3 |
3,989.3 |
4,023.4 |
4,005.0 |
S2 |
3,948.7 |
3,948.7 |
4,016.8 |
|
S3 |
3,876.7 |
3,917.3 |
4,010.2 |
|
S4 |
3,804.7 |
3,845.3 |
3,990.4 |
|
|
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 |
3,980.0 |
360.0 |
8.9% |
148.6 |
3.7% |
14% |
False |
True |
35,693 |
10 |
4,500.0 |
3,961.0 |
539.0 |
13.4% |
143.7 |
3.6% |
13% |
False |
False |
41,699 |
20 |
5,049.0 |
3,961.0 |
1,088.0 |
27.0% |
156.3 |
3.9% |
6% |
False |
False |
38,550 |
40 |
5,226.0 |
3,961.0 |
1,265.0 |
31.4% |
124.2 |
3.1% |
5% |
False |
False |
31,309 |
60 |
5,226.0 |
3,961.0 |
1,265.0 |
31.4% |
94.3 |
2.3% |
5% |
False |
False |
20,916 |
80 |
5,226.0 |
3,961.0 |
1,265.0 |
31.4% |
81.4 |
2.0% |
5% |
False |
False |
15,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,358.0 |
2.618 |
4,240.5 |
1.618 |
4,168.5 |
1.000 |
4,124.0 |
0.618 |
4,096.5 |
HIGH |
4,052.0 |
0.618 |
4,024.5 |
0.500 |
4,016.0 |
0.382 |
4,007.5 |
LOW |
3,980.0 |
0.618 |
3,935.5 |
1.000 |
3,908.0 |
1.618 |
3,863.5 |
2.618 |
3,791.5 |
4.250 |
3,674.0 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,025.3 |
4,160.0 |
PP |
4,020.7 |
4,116.7 |
S1 |
4,016.0 |
4,073.3 |
|