Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,789.0 |
3,980.0 |
191.0 |
5.0% |
4,025.0 |
High |
3,831.0 |
4,005.0 |
174.0 |
4.5% |
4,340.0 |
Low |
3,724.0 |
3,804.0 |
80.0 |
2.1% |
3,835.0 |
Close |
3,801.0 |
3,849.0 |
48.0 |
1.3% |
3,877.0 |
Range |
107.0 |
201.0 |
94.0 |
87.9% |
505.0 |
ATR |
187.7 |
188.8 |
1.2 |
0.6% |
0.0 |
Volume |
32,479 |
42,972 |
10,493 |
32.3% |
174,884 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,489.0 |
4,370.0 |
3,959.6 |
|
R3 |
4,288.0 |
4,169.0 |
3,904.3 |
|
R2 |
4,087.0 |
4,087.0 |
3,885.9 |
|
R1 |
3,968.0 |
3,968.0 |
3,867.4 |
3,927.0 |
PP |
3,886.0 |
3,886.0 |
3,886.0 |
3,865.5 |
S1 |
3,767.0 |
3,767.0 |
3,830.6 |
3,726.0 |
S2 |
3,685.0 |
3,685.0 |
3,812.2 |
|
S3 |
3,484.0 |
3,566.0 |
3,793.7 |
|
S4 |
3,283.0 |
3,365.0 |
3,738.5 |
|
|
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 |
4,052.0 |
3,724.0 |
328.0 |
8.5% |
142.8 |
3.7% |
38% |
False |
False |
35,947 |
10 |
4,340.0 |
3,724.0 |
616.0 |
16.0% |
149.0 |
3.9% |
20% |
False |
False |
37,229 |
20 |
4,878.0 |
3,724.0 |
1,154.0 |
30.0% |
150.5 |
3.9% |
11% |
False |
False |
38,840 |
40 |
5,154.0 |
3,724.0 |
1,430.0 |
37.2% |
134.2 |
3.5% |
9% |
False |
False |
34,911 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
39.0% |
102.4 |
2.7% |
8% |
False |
False |
23,326 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
39.0% |
86.2 |
2.2% |
8% |
False |
False |
17,516 |
100 |
5,495.0 |
3,724.0 |
1,771.0 |
46.0% |
76.6 |
2.0% |
7% |
False |
False |
14,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,859.3 |
2.618 |
4,531.2 |
1.618 |
4,330.2 |
1.000 |
4,206.0 |
0.618 |
4,129.2 |
HIGH |
4,005.0 |
0.618 |
3,928.2 |
0.500 |
3,904.5 |
0.382 |
3,880.8 |
LOW |
3,804.0 |
0.618 |
3,679.8 |
1.000 |
3,603.0 |
1.618 |
3,478.8 |
2.618 |
3,277.8 |
4.250 |
2,949.8 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
3,904.5 |
3,864.5 |
PP |
3,886.0 |
3,859.3 |
S1 |
3,867.5 |
3,854.2 |
|