Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,857.0 |
3,789.0 |
-68.0 |
-1.8% |
4,025.0 |
High |
3,878.0 |
3,831.0 |
-47.0 |
-1.2% |
4,340.0 |
Low |
3,761.0 |
3,724.0 |
-37.0 |
-1.0% |
3,835.0 |
Close |
3,791.0 |
3,801.0 |
10.0 |
0.3% |
3,877.0 |
Range |
117.0 |
107.0 |
-10.0 |
-8.5% |
505.0 |
ATR |
193.9 |
187.7 |
-6.2 |
-3.2% |
0.0 |
Volume |
34,439 |
32,479 |
-1,960 |
-5.7% |
174,884 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,106.3 |
4,060.7 |
3,859.9 |
|
R3 |
3,999.3 |
3,953.7 |
3,830.4 |
|
R2 |
3,892.3 |
3,892.3 |
3,820.6 |
|
R1 |
3,846.7 |
3,846.7 |
3,810.8 |
3,869.5 |
PP |
3,785.3 |
3,785.3 |
3,785.3 |
3,796.8 |
S1 |
3,739.7 |
3,739.7 |
3,791.2 |
3,762.5 |
S2 |
3,678.3 |
3,678.3 |
3,781.4 |
|
S3 |
3,571.3 |
3,632.7 |
3,771.6 |
|
S4 |
3,464.3 |
3,525.7 |
3,742.2 |
|
|
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 |
4,275.0 |
3,724.0 |
551.0 |
14.5% |
131.2 |
3.5% |
14% |
False |
True |
33,107 |
10 |
4,390.0 |
3,724.0 |
666.0 |
17.5% |
138.7 |
3.6% |
12% |
False |
True |
37,162 |
20 |
4,885.0 |
3,724.0 |
1,161.0 |
30.5% |
146.9 |
3.9% |
7% |
False |
True |
38,421 |
40 |
5,189.0 |
3,724.0 |
1,465.0 |
38.5% |
131.8 |
3.5% |
5% |
False |
True |
33,839 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
39.5% |
99.5 |
2.6% |
5% |
False |
True |
22,612 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
39.5% |
84.4 |
2.2% |
5% |
False |
True |
16,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,285.8 |
2.618 |
4,111.1 |
1.618 |
4,004.1 |
1.000 |
3,938.0 |
0.618 |
3,897.1 |
HIGH |
3,831.0 |
0.618 |
3,790.1 |
0.500 |
3,777.5 |
0.382 |
3,764.9 |
LOW |
3,724.0 |
0.618 |
3,657.9 |
1.000 |
3,617.0 |
1.618 |
3,550.9 |
2.618 |
3,443.9 |
4.250 |
3,269.3 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
3,793.2 |
3,888.0 |
PP |
3,785.3 |
3,859.0 |
S1 |
3,777.5 |
3,830.0 |
|