Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,398.0 |
3,904.0 |
-494.0 |
-11.2% |
4,770.0 |
High |
4,398.0 |
4,073.5 |
-324.5 |
-7.4% |
4,815.0 |
Low |
3,905.0 |
3,811.0 |
-94.0 |
-2.4% |
3,842.5 |
Close |
4,098.0 |
3,845.0 |
-253.0 |
-6.2% |
3,942.0 |
Range |
493.0 |
262.5 |
-230.5 |
-46.8% |
972.5 |
ATR |
320.4 |
318.0 |
-2.4 |
-0.7% |
0.0 |
Volume |
237,961 |
205,826 |
-32,135 |
-13.5% |
1,069,605 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,697.5 |
4,533.5 |
3,989.5 |
|
R3 |
4,435.0 |
4,271.0 |
3,917.0 |
|
R2 |
4,172.5 |
4,172.5 |
3,893.0 |
|
R1 |
4,008.5 |
4,008.5 |
3,869.0 |
3,959.0 |
PP |
3,910.0 |
3,910.0 |
3,910.0 |
3,885.0 |
S1 |
3,746.0 |
3,746.0 |
3,821.0 |
3,697.0 |
S2 |
3,647.5 |
3,647.5 |
3,797.0 |
|
S3 |
3,385.0 |
3,483.5 |
3,773.0 |
|
S4 |
3,122.5 |
3,221.0 |
3,700.5 |
|
|
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 |
4,555.0 |
3,811.0 |
744.0 |
19.3% |
359.5 |
9.3% |
5% |
False |
True |
270,368 |
10 |
5,057.0 |
3,811.0 |
1,246.0 |
32.4% |
355.5 |
9.2% |
3% |
False |
True |
235,139 |
20 |
5,448.0 |
3,811.0 |
1,637.0 |
42.6% |
292.5 |
7.6% |
2% |
False |
True |
210,336 |
40 |
5,690.0 |
3,811.0 |
1,879.0 |
48.9% |
213.0 |
5.5% |
2% |
False |
True |
122,987 |
60 |
5,690.0 |
3,811.0 |
1,879.0 |
48.9% |
167.0 |
4.3% |
2% |
False |
True |
82,102 |
80 |
5,707.5 |
3,811.0 |
1,896.5 |
49.3% |
145.0 |
3.8% |
2% |
False |
True |
61,623 |
100 |
6,146.0 |
3,811.0 |
2,335.0 |
60.7% |
122.0 |
3.2% |
1% |
False |
True |
49,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,189.0 |
2.618 |
4,760.5 |
1.618 |
4,498.0 |
1.000 |
4,336.0 |
0.618 |
4,235.5 |
HIGH |
4,073.5 |
0.618 |
3,973.0 |
0.500 |
3,942.0 |
0.382 |
3,911.5 |
LOW |
3,811.0 |
0.618 |
3,649.0 |
1.000 |
3,548.5 |
1.618 |
3,386.5 |
2.618 |
3,124.0 |
4.250 |
2,695.5 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
3,942.0 |
4,183.0 |
PP |
3,910.0 |
4,070.5 |
S1 |
3,877.5 |
3,957.5 |
|