Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,184.5 |
4,463.5 |
279.0 |
6.7% |
4,770.0 |
High |
4,485.0 |
4,555.0 |
70.0 |
1.6% |
4,815.0 |
Low |
4,061.0 |
4,258.5 |
197.5 |
4.9% |
3,842.5 |
Close |
4,235.5 |
4,399.5 |
164.0 |
3.9% |
3,942.0 |
Range |
424.0 |
296.5 |
-127.5 |
-30.1% |
972.5 |
ATR |
306.0 |
307.0 |
1.0 |
0.3% |
0.0 |
Volume |
438,127 |
255,086 |
-183,041 |
-41.8% |
1,069,605 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,294.0 |
5,143.0 |
4,562.5 |
|
R3 |
4,997.5 |
4,846.5 |
4,481.0 |
|
R2 |
4,701.0 |
4,701.0 |
4,454.0 |
|
R1 |
4,550.0 |
4,550.0 |
4,426.5 |
4,477.0 |
PP |
4,404.5 |
4,404.5 |
4,404.5 |
4,368.0 |
S1 |
4,253.5 |
4,253.5 |
4,372.5 |
4,181.0 |
S2 |
4,108.0 |
4,108.0 |
4,345.0 |
|
S3 |
3,811.5 |
3,957.0 |
4,318.0 |
|
S4 |
3,515.0 |
3,660.5 |
4,236.5 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,117.5 |
6,502.0 |
4,477.0 |
|
R3 |
6,145.0 |
5,529.5 |
4,209.5 |
|
R2 |
5,172.5 |
5,172.5 |
4,120.5 |
|
R1 |
4,557.0 |
4,557.0 |
4,031.0 |
4,378.5 |
PP |
4,200.0 |
4,200.0 |
4,200.0 |
4,110.5 |
S1 |
3,584.5 |
3,584.5 |
3,853.0 |
3,406.0 |
S2 |
3,227.5 |
3,227.5 |
3,763.5 |
|
S3 |
2,255.0 |
2,612.0 |
3,674.5 |
|
S4 |
1,282.5 |
1,639.5 |
3,407.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,700.0 |
3,842.5 |
857.5 |
19.5% |
384.5 |
8.7% |
65% |
False |
False |
278,013 |
10 |
5,100.0 |
3,842.5 |
1,257.5 |
28.6% |
320.0 |
7.3% |
44% |
False |
False |
233,097 |
20 |
5,448.0 |
3,842.5 |
1,605.5 |
36.5% |
279.5 |
6.4% |
35% |
False |
False |
213,646 |
40 |
5,690.0 |
3,842.5 |
1,847.5 |
42.0% |
196.5 |
4.5% |
30% |
False |
False |
111,906 |
60 |
5,690.0 |
3,842.5 |
1,847.5 |
42.0% |
156.0 |
3.5% |
30% |
False |
False |
74,707 |
80 |
5,730.0 |
3,842.5 |
1,887.5 |
42.9% |
136.5 |
3.1% |
30% |
False |
False |
56,079 |
100 |
6,167.0 |
3,842.5 |
2,324.5 |
52.8% |
114.0 |
2.6% |
24% |
False |
False |
44,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,815.0 |
2.618 |
5,331.0 |
1.618 |
5,034.5 |
1.000 |
4,851.5 |
0.618 |
4,738.0 |
HIGH |
4,555.0 |
0.618 |
4,441.5 |
0.500 |
4,407.0 |
0.382 |
4,372.0 |
LOW |
4,258.5 |
0.618 |
4,075.5 |
1.000 |
3,962.0 |
1.618 |
3,779.0 |
2.618 |
3,482.5 |
4.250 |
2,998.5 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,407.0 |
4,332.5 |
PP |
4,404.5 |
4,265.5 |
S1 |
4,402.0 |
4,199.0 |
|