Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,980.0 |
3,917.0 |
-63.0 |
-1.6% |
4,025.0 |
High |
4,005.0 |
4,053.0 |
48.0 |
1.2% |
4,340.0 |
Low |
3,804.0 |
3,908.0 |
104.0 |
2.7% |
3,835.0 |
Close |
3,849.0 |
4,017.0 |
168.0 |
4.4% |
3,877.0 |
Range |
201.0 |
145.0 |
-56.0 |
-27.9% |
505.0 |
ATR |
188.8 |
189.9 |
1.1 |
0.6% |
0.0 |
Volume |
42,972 |
40,764 |
-2,208 |
-5.1% |
174,884 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.7 |
4,367.3 |
4,096.8 |
|
R3 |
4,282.7 |
4,222.3 |
4,056.9 |
|
R2 |
4,137.7 |
4,137.7 |
4,043.6 |
|
R1 |
4,077.3 |
4,077.3 |
4,030.3 |
4,107.5 |
PP |
3,992.7 |
3,992.7 |
3,992.7 |
4,007.8 |
S1 |
3,932.3 |
3,932.3 |
4,003.7 |
3,962.5 |
S2 |
3,847.7 |
3,847.7 |
3,990.4 |
|
S3 |
3,702.7 |
3,787.3 |
3,977.1 |
|
S4 |
3,557.7 |
3,642.3 |
3,937.3 |
|
|
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 |
4,053.0 |
3,724.0 |
329.0 |
8.2% |
157.4 |
3.9% |
89% |
True |
False |
37,154 |
10 |
4,340.0 |
3,724.0 |
616.0 |
15.3% |
153.0 |
3.8% |
48% |
False |
False |
36,423 |
20 |
4,766.0 |
3,724.0 |
1,042.0 |
25.9% |
152.5 |
3.8% |
28% |
False |
False |
39,316 |
40 |
5,125.0 |
3,724.0 |
1,401.0 |
34.9% |
134.0 |
3.3% |
21% |
False |
False |
35,926 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
37.4% |
103.8 |
2.6% |
20% |
False |
False |
24,005 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
37.4% |
87.3 |
2.2% |
20% |
False |
False |
18,023 |
100 |
5,495.0 |
3,724.0 |
1,771.0 |
44.1% |
78.1 |
1.9% |
17% |
False |
False |
14,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,669.3 |
2.618 |
4,432.6 |
1.618 |
4,287.6 |
1.000 |
4,198.0 |
0.618 |
4,142.6 |
HIGH |
4,053.0 |
0.618 |
3,997.6 |
0.500 |
3,980.5 |
0.382 |
3,963.4 |
LOW |
3,908.0 |
0.618 |
3,818.4 |
1.000 |
3,763.0 |
1.618 |
3,673.4 |
2.618 |
3,528.4 |
4.250 |
3,291.8 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,004.8 |
3,974.2 |
PP |
3,992.7 |
3,931.3 |
S1 |
3,980.5 |
3,888.5 |
|