Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,998.0 |
4,000.0 |
2.0 |
0.1% |
4,025.0 |
High |
4,052.0 |
4,052.0 |
0.0 |
0.0% |
4,340.0 |
Low |
3,980.0 |
3,835.0 |
-145.0 |
-3.6% |
3,835.0 |
Close |
4,030.0 |
3,877.0 |
-153.0 |
-3.8% |
3,877.0 |
Range |
72.0 |
217.0 |
145.0 |
201.4% |
505.0 |
ATR |
198.4 |
199.8 |
1.3 |
0.7% |
0.0 |
Volume |
34,728 |
35,119 |
391 |
1.1% |
174,884 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.3 |
4,441.7 |
3,996.4 |
|
R3 |
4,355.3 |
4,224.7 |
3,936.7 |
|
R2 |
4,138.3 |
4,138.3 |
3,916.8 |
|
R1 |
4,007.7 |
4,007.7 |
3,896.9 |
3,964.5 |
PP |
3,921.3 |
3,921.3 |
3,921.3 |
3,899.8 |
S1 |
3,790.7 |
3,790.7 |
3,857.1 |
3,747.5 |
S2 |
3,704.3 |
3,704.3 |
3,837.2 |
|
S3 |
3,487.3 |
3,573.7 |
3,817.3 |
|
S4 |
3,270.3 |
3,356.7 |
3,757.7 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,532.3 |
5,209.7 |
4,154.8 |
|
R3 |
5,027.3 |
4,704.7 |
4,015.9 |
|
R2 |
4,522.3 |
4,522.3 |
3,969.6 |
|
R1 |
4,199.7 |
4,199.7 |
3,923.3 |
4,108.5 |
PP |
4,017.3 |
4,017.3 |
4,017.3 |
3,971.8 |
S1 |
3,694.7 |
3,694.7 |
3,830.7 |
3,603.5 |
S2 |
3,512.3 |
3,512.3 |
3,784.4 |
|
S3 |
3,007.3 |
3,189.7 |
3,738.1 |
|
S4 |
2,502.3 |
2,684.7 |
3,599.3 |
|
|
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 |
3,835.0 |
505.0 |
13.0% |
144.6 |
3.7% |
8% |
False |
True |
34,976 |
10 |
4,500.0 |
3,835.0 |
665.0 |
17.2% |
147.2 |
3.8% |
6% |
False |
True |
39,894 |
20 |
5,009.0 |
3,835.0 |
1,174.0 |
30.3% |
158.5 |
4.1% |
4% |
False |
True |
38,901 |
40 |
5,226.0 |
3,835.0 |
1,391.0 |
35.9% |
128.4 |
3.3% |
3% |
False |
True |
32,177 |
60 |
5,226.0 |
3,835.0 |
1,391.0 |
35.9% |
97.0 |
2.5% |
3% |
False |
True |
21,500 |
80 |
5,226.0 |
3,835.0 |
1,391.0 |
35.9% |
83.5 |
2.2% |
3% |
False |
True |
16,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,974.3 |
2.618 |
4,620.1 |
1.618 |
4,403.1 |
1.000 |
4,269.0 |
0.618 |
4,186.1 |
HIGH |
4,052.0 |
0.618 |
3,969.1 |
0.500 |
3,943.5 |
0.382 |
3,917.9 |
LOW |
3,835.0 |
0.618 |
3,700.9 |
1.000 |
3,618.0 |
1.618 |
3,483.9 |
2.618 |
3,266.9 |
4.250 |
2,912.8 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
3,943.5 |
4,055.0 |
PP |
3,921.3 |
3,995.7 |
S1 |
3,899.2 |
3,936.3 |
|